Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.112694 | -0.8281 | 0.205621 |
2 | -0.139524 | -1.0253 | 0.1549 |
3 | 0.19036 | 1.3989 | 0.083787 |
4 | -0.116046 | -0.8528 | 0.198779 |
5 | -0.274259 | -2.0154 | 0.024427 |
6 | -0.128691 | -0.9457 | 0.174261 |
7 | 0.14187 | 1.0425 | 0.150906 |
8 | -0.287862 | -2.1153 | 0.019515 |
9 | -0.057048 | -0.4192 | 0.33836 |
10 | 0.287156 | 2.1102 | 0.019747 |
11 | 0.001808 | 0.0133 | 0.494725 |
12 | -0.060758 | -0.4465 | 0.328518 |
13 | 0.151831 | 1.1157 | 0.134741 |
14 | 0.171457 | 1.2599 | 0.106554 |
15 | -0.157881 | -1.1602 | 0.125539 |
16 | -0.052859 | -0.3884 | 0.349613 |
17 | 0.100728 | 0.7402 | 0.231194 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.112694 | -0.8281 | 0.205621 |
2 | -0.154182 | -1.133 | 0.13111 |
3 | 0.160648 | 1.1805 | 0.121484 |
4 | -0.102767 | -0.7552 | 0.226711 |
5 | -0.266146 | -1.9558 | 0.027838 |
6 | -0.279967 | -2.0573 | 0.022248 |
7 | 0.064414 | 0.4733 | 0.318937 |
8 | -0.292576 | -2.15 | 0.018026 |
9 | -0.171727 | -1.2619 | 0.106199 |
10 | 0.01706 | 0.1254 | 0.450351 |
11 | 0.014231 | 0.1046 | 0.45855 |
12 | -0.113625 | -0.835 | 0.203707 |
13 | -0.06361 | -0.4674 | 0.321035 |
14 | 0.087042 | 0.6396 | 0.262559 |
15 | 0.009691 | 0.0712 | 0.471744 |
16 | -0.087692 | -0.6444 | 0.261022 |
17 | -0.037142 | -0.2729 | 0.392972 |