Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.243121 | -1.4587 | 0.076656 |
2 | 0.061364 | 0.3682 | 0.357447 |
3 | 0.079202 | 0.4752 | 0.318753 |
4 | 0.077432 | 0.4646 | 0.322511 |
5 | 0.074215 | 0.4453 | 0.329388 |
6 | -0.155542 | -0.9333 | 0.178454 |
7 | -0.065032 | -0.3902 | 0.349348 |
8 | 0.029003 | 0.174 | 0.431413 |
9 | 0.049455 | 0.2967 | 0.384188 |
10 | -0.091442 | -0.5487 | 0.293316 |
11 | 0.073035 | 0.4382 | 0.331926 |
12 | -0.285374 | -1.7122 | 0.047727 |
13 | 0.207372 | 1.2442 | 0.110727 |
14 | -0.086491 | -0.5189 | 0.303488 |
15 | -0.001408 | -0.0084 | 0.496653 |
16 | -0.008757 | -0.0525 | 0.479194 |
17 | -0.060281 | -0.3617 | 0.35985 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.243121 | -1.4587 | 0.076656 |
2 | 0.002398 | 0.0144 | 0.494301 |
3 | 0.100616 | 0.6037 | 0.274916 |
4 | 0.128282 | 0.7697 | 0.223251 |
5 | 0.125832 | 0.755 | 0.227583 |
6 | -0.139041 | -0.8342 | 0.204821 |
7 | -0.1924 | -1.1544 | 0.127971 |
8 | -0.061843 | -0.3711 | 0.356384 |
9 | 0.092203 | 0.5532 | 0.291768 |
10 | 0.017543 | 0.1053 | 0.458377 |
11 | 0.115374 | 0.6922 | 0.246612 |
12 | -0.317379 | -1.9043 | 0.032445 |
13 | -0.007545 | -0.0453 | 0.482071 |
14 | -0.028507 | -0.171 | 0.432574 |
15 | 0.106183 | 0.6371 | 0.264046 |
16 | 0.07164 | 0.4298 | 0.334936 |
17 | -0.049483 | -0.2969 | 0.384126 |