Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.05796 | 0.5619 | 0.287745 |
2 | 0.09035 | 0.876 | 0.191639 |
3 | -0.035307 | -0.3423 | 0.366439 |
4 | 0.100577 | 0.9751 | 0.165998 |
5 | -0.099536 | -0.965 | 0.1685 |
6 | -0.064376 | -0.6241 | 0.267022 |
7 | -0.142862 | -1.3851 | 0.084651 |
8 | -0.043699 | -0.4237 | 0.336386 |
9 | -0.088893 | -0.8619 | 0.195481 |
10 | 0.033291 | 0.3228 | 0.373792 |
11 | -0.075181 | -0.7289 | 0.233936 |
12 | 0.026665 | 0.2585 | 0.398284 |
13 | 0.014607 | 0.1416 | 0.44384 |
14 | -0.088786 | -0.8608 | 0.195765 |
15 | -0.009021 | -0.0875 | 0.465245 |
16 | -0.121163 | -1.1747 | 0.121537 |
17 | -0.056888 | -0.5516 | 0.291281 |
18 | 0.043037 | 0.4173 | 0.338721 |
19 | -0.003113 | -0.0302 | 0.487994 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.05796 | 0.5619 | 0.287745 |
2 | 0.087283 | 0.8462 | 0.199783 |
3 | -0.045646 | -0.4425 | 0.329554 |
4 | 0.098408 | 0.9541 | 0.17124 |
5 | -0.106328 | -1.0309 | 0.152619 |
6 | -0.072057 | -0.6986 | 0.243258 |
7 | -0.113027 | -1.0958 | 0.137974 |
8 | -0.037733 | -0.3658 | 0.357657 |
9 | -0.051579 | -0.5001 | 0.309093 |
10 | 0.044025 | 0.4268 | 0.335237 |
11 | -0.061463 | -0.5959 | 0.276334 |
12 | 0.004493 | 0.0436 | 0.482672 |
13 | 0.016227 | 0.1573 | 0.437663 |
14 | -0.147024 | -1.4255 | 0.078669 |
15 | 0.005012 | 0.0486 | 0.480675 |
16 | -0.144899 | -1.4048 | 0.081681 |
17 | -0.0624 | -0.605 | 0.27332 |
18 | 0.082778 | 0.8026 | 0.212125 |
19 | -0.032721 | -0.3172 | 0.375883 |