Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.159012 | -1.1017 | 0.13805 |
2 | 0.02437 | 0.1688 | 0.433317 |
3 | 0.019565 | 0.1356 | 0.446372 |
4 | 0.269126 | 1.8646 | 0.034182 |
5 | 0.028432 | 0.197 | 0.422336 |
6 | -0.142749 | -0.989 | 0.163813 |
7 | -0.147586 | -1.0225 | 0.155834 |
8 | 0.154447 | 1.07 | 0.144976 |
9 | -0.065486 | -0.4537 | 0.326044 |
10 | -0.050413 | -0.3493 | 0.364207 |
11 | -0.113967 | -0.7896 | 0.216826 |
12 | -0.218622 | -1.5147 | 0.068208 |
13 | 0.13583 | 0.9411 | 0.175695 |
14 | -0.055915 | -0.3874 | 0.35009 |
15 | -0.12001 | -0.8315 | 0.204917 |
16 | 0.075364 | 0.5221 | 0.301987 |
17 | -0.088648 | -0.6142 | 0.271001 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.159012 | -1.1017 | 0.13805 |
2 | -0.000939 | -0.0065 | 0.497418 |
3 | 0.023899 | 0.1656 | 0.434593 |
4 | 0.283291 | 1.9627 | 0.027746 |
5 | 0.129923 | 0.9001 | 0.186271 |
6 | -0.139909 | -0.9693 | 0.168622 |
7 | -0.262494 | -1.8186 | 0.037606 |
8 | -0.000536 | -0.0037 | 0.498526 |
9 | -0.035606 | -0.2467 | 0.403101 |
10 | 0.051653 | 0.3579 | 0.361009 |
11 | 0.007931 | 0.0549 | 0.478205 |
12 | -0.352688 | -2.4435 | 0.009137 |
13 | -0.025179 | -0.1744 | 0.431126 |
14 | 0.049335 | 0.3418 | 0.366995 |
15 | 0.005304 | 0.0367 | 0.485421 |
16 | 0.247374 | 1.7139 | 0.046503 |
17 | -0.128488 | -0.8902 | 0.188901 |