Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.066651 | 0.5163 | 0.303779 |
2 | -0.306029 | -2.3705 | 0.010497 |
3 | -0.033184 | -0.257 | 0.399012 |
4 | -0.010116 | -0.0784 | 0.468902 |
5 | -0.076217 | -0.5904 | 0.278578 |
6 | -0.002803 | -0.0217 | 0.491376 |
7 | 0.012958 | 0.1004 | 0.460192 |
8 | -0.041669 | -0.3228 | 0.373998 |
9 | 0.095334 | 0.7385 | 0.231559 |
10 | 0.400961 | 3.1058 | 0.001448 |
11 | 0.009846 | 0.0763 | 0.469731 |
12 | -0.57189 | -4.4298 | 2e-05 |
13 | -0.031461 | -0.2437 | 0.404149 |
14 | 0.109551 | 0.8486 | 0.199745 |
15 | -0.082553 | -0.6395 | 0.262481 |
16 | 0.028798 | 0.2231 | 0.412121 |
17 | 0.064823 | 0.5021 | 0.308712 |
18 | -0.010242 | -0.0793 | 0.468516 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.066651 | 0.5163 | 0.303779 |
2 | -0.311857 | -2.4156 | 0.009385 |
3 | 0.015978 | 0.1238 | 0.450959 |
4 | -0.115724 | -0.8964 | 0.186811 |
5 | -0.080077 | -0.6203 | 0.268714 |
6 | -0.031392 | -0.2432 | 0.404356 |
7 | -0.044444 | -0.3443 | 0.365925 |
8 | -0.061528 | -0.4766 | 0.317691 |
9 | 0.094844 | 0.7347 | 0.232704 |
10 | 0.396455 | 3.0709 | 0.001602 |
11 | 0.024108 | 0.1867 | 0.426246 |
12 | -0.440689 | -3.4136 | 0.000577 |
13 | 0.076565 | 0.5931 | 0.277681 |
14 | -0.126158 | -0.9772 | 0.166193 |
15 | -0.067602 | -0.5236 | 0.301228 |
16 | 0.00917 | 0.071 | 0.471806 |
17 | -0.038601 | -0.299 | 0.382986 |
18 | -0.013623 | -0.1055 | 0.458155 |