Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.153002 | 1.4991 | 0.068564 |
2 | 0.013227 | 0.1296 | 0.448578 |
3 | 0.072826 | 0.7135 | 0.238619 |
4 | 0.180413 | 1.7677 | 0.040146 |
5 | 0.13288 | 1.302 | 0.098023 |
6 | -0.046926 | -0.4598 | 0.323358 |
7 | -0.096871 | -0.9491 | 0.172468 |
8 | -0.14198 | -1.3911 | 0.083703 |
9 | 0.012987 | 0.1272 | 0.449506 |
10 | 0.098436 | 0.9645 | 0.168615 |
11 | 0.065983 | 0.6465 | 0.259749 |
12 | -0.381231 | -3.7353 | 0.000159 |
13 | 0.061066 | 0.5983 | 0.275516 |
14 | 0.099426 | 0.9742 | 0.166211 |
15 | 0.030564 | 0.2995 | 0.382618 |
16 | -0.032514 | -0.3186 | 0.375371 |
17 | -0.077014 | -0.7546 | 0.226174 |
18 | 0.0644 | 0.631 | 0.264773 |
19 | -0.014983 | -0.1468 | 0.441799 |
20 | -0.022468 | -0.2201 | 0.413114 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.153002 | 1.4991 | 0.068564 |
2 | -0.010427 | -0.1022 | 0.459421 |
3 | 0.07412 | 0.7262 | 0.234735 |
4 | 0.162747 | 1.5946 | 0.057045 |
5 | 0.087597 | 0.8583 | 0.196441 |
6 | -0.084272 | -0.8257 | 0.205513 |
7 | -0.105447 | -1.0332 | 0.152062 |
8 | -0.170205 | -1.6677 | 0.049321 |
9 | 0.022426 | 0.2197 | 0.413275 |
10 | 0.130201 | 1.2757 | 0.102569 |
11 | 0.129361 | 1.2675 | 0.104026 |
12 | -0.381267 | -3.7356 | 0.000159 |
13 | 0.190391 | 1.8654 | 0.032587 |
14 | -0.013011 | -0.1275 | 0.449412 |
15 | 0.004348 | 0.0426 | 0.483055 |
16 | 0.05025 | 0.4924 | 0.311798 |
17 | -0.012716 | -0.1246 | 0.450553 |
18 | 0.016363 | 0.1603 | 0.436482 |
19 | -0.080103 | -0.7848 | 0.217238 |
20 | -0.12565 | -1.2311 | 0.110644 |