Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.016526 | 0.1393 | 0.444823 |
2 | 0.243181 | 2.0491 | 0.022076 |
3 | 0.166536 | 1.4033 | 0.08245 |
4 | -0.025161 | -0.212 | 0.416354 |
5 | 0.181419 | 1.5287 | 0.065396 |
6 | 0.240232 | 2.0242 | 0.023355 |
7 | 0.059416 | 0.5007 | 0.309083 |
8 | -0.005145 | -0.0434 | 0.482771 |
9 | -0.015916 | -0.1341 | 0.446847 |
10 | -0.141932 | -1.1959 | 0.117849 |
11 | 0.024541 | 0.2068 | 0.418385 |
12 | -0.028161 | -0.2373 | 0.406559 |
13 | 0.137654 | 1.1599 | 0.124989 |
14 | -0.054575 | -0.4599 | 0.323512 |
15 | 0.0063 | 0.0531 | 0.478908 |
16 | -0.02621 | -0.2208 | 0.412923 |
17 | -0.104294 | -0.8788 | 0.191238 |
18 | 0.105498 | 0.8889 | 0.188519 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.016526 | 0.1393 | 0.444823 |
2 | 0.242974 | 2.0473 | 0.022163 |
3 | 0.16953 | 1.4285 | 0.078769 |
4 | -0.089482 | -0.754 | 0.226675 |
5 | 0.108407 | 0.9135 | 0.182047 |
6 | 0.271982 | 2.2918 | 0.012444 |
7 | 0.019172 | 0.1615 | 0.436062 |
8 | -0.209306 | -1.7636 | 0.041047 |
9 | -0.103324 | -0.8706 | 0.193447 |
10 | -0.093069 | -0.7842 | 0.217762 |
11 | 0.003111 | 0.0262 | 0.489579 |
12 | -0.052638 | -0.4435 | 0.329365 |
13 | 0.204802 | 1.7257 | 0.044376 |
14 | 0.027635 | 0.2329 | 0.408271 |
15 | 0.004631 | 0.039 | 0.484493 |
16 | 0.0064 | 0.0539 | 0.478574 |
17 | -0.077722 | -0.6549 | 0.257326 |
18 | 0.035476 | 0.2989 | 0.382934 |