Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.170199 | -1.2155 | 0.114893 |
2 | 0.131915 | 0.9421 | 0.175301 |
3 | -0.048957 | -0.3496 | 0.364031 |
4 | -0.074218 | -0.53 | 0.299199 |
5 | -0.145204 | -1.037 | 0.152322 |
6 | 0.015293 | 0.1092 | 0.45673 |
7 | 0.124948 | 0.8923 | 0.188209 |
8 | -0.141372 | -1.0096 | 0.158727 |
9 | 0.057157 | 0.4082 | 0.342423 |
10 | 0.102886 | 0.7348 | 0.232928 |
11 | -0.019759 | -0.1411 | 0.44417 |
12 | -0.03579 | -0.2556 | 0.399648 |
13 | 0.007802 | 0.0557 | 0.477892 |
14 | -0.083952 | -0.5995 | 0.275735 |
15 | -0.071606 | -0.5114 | 0.305649 |
16 | 0.107619 | 0.7686 | 0.222851 |
17 | 0.098584 | 0.704 | 0.242308 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.170199 | -1.2155 | 0.114893 |
2 | 0.106019 | 0.7571 | 0.22623 |
3 | -0.011291 | -0.0806 | 0.468023 |
4 | -0.101343 | -0.7237 | 0.236268 |
5 | -0.173249 | -1.2372 | 0.110831 |
6 | -0.01533 | -0.1095 | 0.456627 |
7 | 0.170637 | 1.2186 | 0.114302 |
8 | -0.12491 | -0.892 | 0.188281 |
9 | -0.062789 | -0.4484 | 0.327882 |
10 | 0.141417 | 1.0099 | 0.15865 |
11 | 0.052388 | 0.3741 | 0.354932 |
12 | -0.067397 | -0.4813 | 0.316177 |
13 | -0.061034 | -0.4359 | 0.332386 |
14 | -0.058397 | -0.417 | 0.339201 |
15 | -0.009067 | -0.0647 | 0.474314 |
16 | 0.087043 | 0.6216 | 0.268483 |
17 | 0.097737 | 0.698 | 0.244179 |