Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.033586 | 0.1575 | 0.438132 |
2 | 0.171525 | 0.8045 | 0.214852 |
3 | 0.181466 | 0.8512 | 0.201927 |
4 | 0.0587 | 0.2753 | 0.392818 |
5 | 0.191358 | 0.8975 | 0.189572 |
6 | -0.150309 | -0.705 | 0.2441 |
7 | 0.040803 | 0.1914 | 0.42499 |
8 | 0.000746 | 0.0035 | 0.498621 |
9 | -0.113811 | -0.5338 | 0.299409 |
10 | -0.108424 | -0.5086 | 0.308064 |
11 | -0.078064 | -0.3662 | 0.358875 |
12 | -0.446669 | -2.0951 | 0.023948 |
13 | 0.017816 | 0.0836 | 0.46708 |
14 | -0.065814 | -0.3087 | 0.380229 |
15 | -0.124769 | -0.5852 | 0.282179 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.033586 | 0.1575 | 0.438132 |
2 | 0.170589 | 0.8001 | 0.216095 |
3 | 0.176282 | 0.8268 | 0.208604 |
4 | 0.026353 | 0.1236 | 0.451374 |
5 | 0.139888 | 0.6561 | 0.259272 |
6 | -0.210288 | -0.9863 | 0.167345 |
7 | -0.024155 | -0.1133 | 0.455412 |
8 | -0.006989 | -0.0328 | 0.487073 |
9 | -0.078639 | -0.3689 | 0.357882 |
10 | -0.130484 | -0.612 | 0.273398 |
11 | 0.013226 | 0.062 | 0.475548 |
12 | -0.480371 | -2.2531 | 0.017278 |
13 | 0.13948 | 0.6542 | 0.259876 |
14 | 0.12703 | 0.5958 | 0.278687 |
15 | 0.006234 | 0.0292 | 0.488469 |