Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.160564 | -1.0529 | 0.149137 |
2 | -0.01848 | -0.1212 | 0.452055 |
3 | -0.072435 | -0.475 | 0.3186 |
4 | -0.058157 | -0.3814 | 0.352406 |
5 | -0.14146 | -0.9276 | 0.179393 |
6 | -0.079622 | -0.5221 | 0.302135 |
7 | 0.243675 | 1.5979 | 0.058696 |
8 | -0.249891 | -1.6386 | 0.054292 |
9 | 0.145367 | 0.9532 | 0.172899 |
10 | 0.053276 | 0.3494 | 0.364265 |
11 | 0.210817 | 1.3824 | 0.086991 |
12 | -0.202951 | -1.3308 | 0.095128 |
13 | 0.167777 | 1.1002 | 0.138686 |
14 | -0.118187 | -0.775 | 0.221289 |
15 | -0.041844 | -0.2744 | 0.39255 |
16 | -0.019113 | -0.1253 | 0.450422 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.160564 | -1.0529 | 0.149137 |
2 | -0.045432 | -0.2979 | 0.3836 |
3 | -0.085199 | -0.5587 | 0.289636 |
4 | -0.088463 | -0.5801 | 0.28244 |
5 | -0.180299 | -1.1823 | 0.121791 |
6 | -0.163388 | -1.0714 | 0.144982 |
7 | 0.181608 | 1.1909 | 0.120116 |
8 | -0.247769 | -1.6247 | 0.055764 |
9 | 0.04768 | 0.3127 | 0.378025 |
10 | 0.06033 | 0.3956 | 0.347174 |
11 | 0.233549 | 1.5315 | 0.066487 |
12 | -0.123663 | -0.8109 | 0.210941 |
13 | 0.198345 | 1.3006 | 0.100155 |
14 | -0.135022 | -0.8854 | 0.190434 |
15 | 0.170765 | 1.1198 | 0.134512 |
16 | -0.126613 | -0.8303 | 0.20549 |