Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.060272 | 0.463 | 0.32255 |
2 | -0.006047 | -0.0465 | 0.481554 |
3 | 0.007392 | 0.0568 | 0.477455 |
4 | -0.093156 | -0.7155 | 0.238548 |
5 | -0.001637 | -0.0126 | 0.495004 |
6 | -0.208464 | -1.6012 | 0.057332 |
7 | -0.092906 | -0.7136 | 0.239137 |
8 | -0.033452 | -0.257 | 0.399055 |
9 | -0.122736 | -0.9428 | 0.174827 |
10 | -0.011485 | -0.0882 | 0.465002 |
11 | 0.088171 | 0.6773 | 0.250447 |
12 | 0.272555 | 2.0935 | 0.020304 |
13 | 0.030048 | 0.2308 | 0.409134 |
14 | 0.072875 | 0.5598 | 0.288879 |
15 | -0.074466 | -0.572 | 0.284754 |
16 | -0.158898 | -1.2205 | 0.113563 |
17 | 0.023843 | 0.1831 | 0.427656 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.060272 | 0.463 | 0.32255 |
2 | -0.009715 | -0.0746 | 0.470382 |
3 | 0.008377 | 0.0643 | 0.474456 |
4 | -0.094532 | -0.7261 | 0.23532 |
5 | 0.010108 | 0.0776 | 0.46919 |
6 | -0.213439 | -1.6395 | 0.05322 |
7 | -0.068032 | -0.5226 | 0.301618 |
8 | -0.044063 | -0.3385 | 0.368112 |
9 | -0.124677 | -0.9577 | 0.17107 |
10 | -0.044874 | -0.3447 | 0.365778 |
11 | 0.075318 | 0.5785 | 0.282555 |
12 | 0.233454 | 1.7932 | 0.039034 |
13 | -0.043003 | -0.3303 | 0.371167 |
14 | 0.076592 | 0.5883 | 0.279283 |
15 | -0.137123 | -1.0533 | 0.148258 |
16 | -0.156414 | -1.2014 | 0.117192 |
17 | 0.036432 | 0.2798 | 0.390289 |