Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.193277 | -1.3937 | 0.084662 |
2 | 0.001078 | 0.0078 | 0.496914 |
3 | 0.111372 | 0.8031 | 0.212781 |
4 | -0.099185 | -0.7152 | 0.238832 |
5 | 0.113668 | 0.8197 | 0.208072 |
6 | -0.099892 | -0.7203 | 0.237274 |
7 | 0.005082 | 0.0366 | 0.485452 |
8 | -0.270796 | -1.9527 | 0.028122 |
9 | 0.043735 | 0.3154 | 0.376868 |
10 | -0.034876 | -0.2515 | 0.401211 |
11 | -0.079604 | -0.574 | 0.284211 |
12 | 0.096696 | 0.6973 | 0.244365 |
13 | -0.230308 | -1.6608 | 0.051389 |
14 | 0.054182 | 0.3907 | 0.348803 |
15 | 0.018482 | 0.1333 | 0.447246 |
16 | -0.058886 | -0.4246 | 0.336429 |
17 | 0.039841 | 0.2873 | 0.387512 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.193277 | -1.3937 | 0.084662 |
2 | -0.037686 | -0.2718 | 0.393443 |
3 | 0.108507 | 0.7825 | 0.218749 |
4 | -0.059281 | -0.4275 | 0.335397 |
5 | 0.089937 | 0.6485 | 0.259744 |
6 | -0.079834 | -0.5757 | 0.283653 |
7 | -0.010085 | -0.0727 | 0.471152 |
8 | -0.32074 | -2.3129 | 0.012359 |
9 | -0.031948 | -0.2304 | 0.409351 |
10 | -0.079736 | -0.575 | 0.28389 |
11 | -0.014517 | -0.1047 | 0.458515 |
12 | 0.028735 | 0.2072 | 0.418329 |
13 | -0.167949 | -1.2111 | 0.115667 |
14 | -0.079203 | -0.5711 | 0.285182 |
15 | -0.039883 | -0.2876 | 0.387399 |
16 | -0.117569 | -0.8478 | 0.200218 |
17 | -0.052503 | -0.3786 | 0.353262 |