Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.03651 | -0.2804 | 0.390061 |
2 | -0.017558 | -0.1349 | 0.446587 |
3 | -0.050778 | -0.39 | 0.348957 |
4 | 0.082708 | 0.6353 | 0.263848 |
5 | -0.117084 | -0.8993 | 0.186063 |
6 | 0.064636 | 0.4965 | 0.310702 |
7 | -0.110687 | -0.8502 | 0.199326 |
8 | 0.051851 | 0.3983 | 0.345932 |
9 | -0.082591 | -0.6344 | 0.264138 |
10 | -0.025676 | -0.1972 | 0.422166 |
11 | 0.112159 | 0.8615 | 0.196222 |
12 | 0.306809 | 2.3566 | 0.01089 |
13 | -0.018836 | -0.1447 | 0.442727 |
14 | 8.3e-05 | 6e-04 | 0.499747 |
15 | 0.00624 | 0.0479 | 0.480966 |
16 | 0.03715 | 0.2854 | 0.388185 |
17 | -0.128736 | -0.9888 | 0.163389 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.03651 | -0.2804 | 0.390061 |
2 | -0.018917 | -0.1453 | 0.442484 |
3 | -0.052211 | -0.401 | 0.344921 |
4 | 0.078844 | 0.6056 | 0.273548 |
5 | -0.11444 | -0.879 | 0.191475 |
6 | 0.059692 | 0.4585 | 0.324139 |
7 | -0.107782 | -0.8279 | 0.205536 |
8 | 0.035176 | 0.2702 | 0.393979 |
9 | -0.067395 | -0.5177 | 0.303313 |
10 | -0.058601 | -0.4501 | 0.327135 |
11 | 0.146045 | 1.1218 | 0.133248 |
12 | 0.282297 | 2.1684 | 0.017088 |
13 | 0.040158 | 0.3085 | 0.379409 |
14 | 0.002895 | 0.0222 | 0.491167 |
15 | 0.017789 | 0.1366 | 0.445891 |
16 | 0.014448 | 0.111 | 0.456005 |
17 | -0.099578 | -0.7649 | 0.223699 |