Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.019423 | 0.0931 | 0.463296 |
2 | -0.361901 | -1.7356 | 0.048006 |
3 | 0.082436 | 0.3953 | 0.348115 |
4 | 0.235233 | 1.1281 | 0.135446 |
5 | -0.34106 | -1.6357 | 0.057761 |
6 | -0.100969 | -0.4842 | 0.3164 |
7 | 0.229553 | 1.1009 | 0.141165 |
8 | -0.124626 | -0.5977 | 0.277945 |
9 | -0.002605 | -0.0125 | 0.495071 |
10 | 0.200099 | 0.9596 | 0.173609 |
11 | -0.175089 | -0.8397 | 0.204861 |
12 | -0.398238 | -1.9099 | 0.034349 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.019423 | 0.0931 | 0.463296 |
2 | -0.362415 | -1.7381 | 0.047785 |
3 | 0.114071 | 0.5471 | 0.294801 |
4 | 0.111055 | 0.5326 | 0.299708 |
5 | -0.343608 | -1.6479 | 0.056486 |
6 | 0.070719 | 0.3392 | 0.368784 |
7 | 0.000785 | 0.0038 | 0.498514 |
8 | -0.221117 | -1.0604 | 0.149977 |
9 | 0.321572 | 1.5422 | 0.068336 |
10 | -0.068319 | -0.3276 | 0.373071 |
11 | -0.322938 | -1.5488 | 0.067546 |
12 | -0.11893 | -0.5704 | 0.28698 |