Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.143191 | 1.4532 | 0.074601 |
2 | -0.058745 | -0.5962 | 0.276176 |
3 | 0.18803 | 1.9083 | 0.029569 |
4 | 0.055458 | 0.5628 | 0.287385 |
5 | 0.23064 | 2.3407 | 0.010586 |
6 | 0.096293 | 0.9773 | 0.165363 |
7 | -0.115337 | -1.1705 | 0.122242 |
8 | 0.066872 | 0.6787 | 0.249432 |
9 | 0.119038 | 1.2081 | 0.114887 |
10 | 0.102074 | 1.0359 | 0.151328 |
11 | -0.033444 | -0.3394 | 0.367492 |
12 | -0.332672 | -3.3762 | 0.000519 |
13 | 0.006006 | 0.061 | 0.475756 |
14 | 0.063297 | 0.6424 | 0.261021 |
15 | -0.05551 | -0.5634 | 0.287206 |
16 | 0.075371 | 0.7649 | 0.22303 |
17 | -0.015842 | -0.1608 | 0.436291 |
18 | 0.073473 | 0.7457 | 0.228782 |
19 | 0.057676 | 0.5853 | 0.279798 |
20 | -0.005882 | -0.0597 | 0.476255 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.143191 | 1.4532 | 0.074601 |
2 | -0.080907 | -0.8211 | 0.206737 |
3 | 0.21448 | 2.1767 | 0.015892 |
4 | -0.015428 | -0.1566 | 0.437943 |
5 | 0.277622 | 2.8176 | 0.002901 |
6 | -0.030103 | -0.3055 | 0.380295 |
7 | -0.084862 | -0.8613 | 0.195548 |
8 | 0.01038 | 0.1053 | 0.458152 |
9 | 0.066932 | 0.6793 | 0.249239 |
10 | 0.081832 | 0.8305 | 0.204086 |
11 | -0.09754 | -0.9899 | 0.162266 |
12 | -0.330179 | -3.3509 | 0.000563 |
13 | 0.064989 | 0.6596 | 0.255501 |
14 | -0.054313 | -0.5512 | 0.29134 |
15 | 0.07599 | 0.7712 | 0.221172 |
16 | 0.119426 | 1.212 | 0.114134 |
17 | 0.129327 | 1.3125 | 0.09613 |
18 | 0.116487 | 1.1822 | 0.119922 |
19 | -0.115197 | -1.1691 | 0.122527 |
20 | 0.047396 | 0.481 | 0.315762 |