Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.186539 | -1.2513 | 0.108638 |
2 | -0.099572 | -0.6679 | 0.253789 |
3 | 0.06621 | 0.4442 | 0.329531 |
4 | -0.147708 | -0.9909 | 0.163528 |
5 | 0.110681 | 0.7425 | 0.230831 |
6 | -0.354544 | -2.3784 | 0.010848 |
7 | 0.146225 | 0.9809 | 0.165942 |
8 | 0.007233 | 0.0485 | 0.480759 |
9 | -0.011427 | -0.0767 | 0.469619 |
10 | 0.164006 | 1.1002 | 0.138551 |
11 | -0.199339 | -1.3372 | 0.093938 |
12 | 0.074022 | 0.4966 | 0.310959 |
13 | -0.1091 | -0.7319 | 0.234023 |
14 | 0.009119 | 0.0612 | 0.475747 |
15 | 0.056175 | 0.3768 | 0.354035 |
16 | -0.099018 | -0.6642 | 0.254966 |
17 | 0.059302 | 0.3978 | 0.346327 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.186539 | -1.2513 | 0.108638 |
2 | -0.139213 | -0.9339 | 0.177678 |
3 | 0.02016 | 0.1352 | 0.446513 |
4 | -0.151671 | -1.0174 | 0.157192 |
5 | 0.065987 | 0.4427 | 0.330069 |
6 | -0.387866 | -2.6019 | 0.006253 |
7 | 0.061483 | 0.4124 | 0.340987 |
8 | -0.130255 | -0.8738 | 0.193439 |
9 | 0.082115 | 0.5508 | 0.292234 |
10 | 0.020483 | 0.1374 | 0.445663 |
11 | -0.090288 | -0.6057 | 0.273888 |
12 | -0.117911 | -0.791 | 0.216555 |
13 | -0.113225 | -0.7595 | 0.225747 |
14 | -0.029468 | -0.1977 | 0.422094 |
15 | -0.009951 | -0.0668 | 0.473538 |
16 | -0.020746 | -0.1392 | 0.444969 |
17 | -0.13661 | -0.9164 | 0.18217 |