Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.077853 | 0.6228 | 0.267807 |
2 | -0.134498 | -1.076 | 0.142986 |
3 | -0.053842 | -0.4307 | 0.334053 |
4 | 0.666596 | 5.3328 | 1e-06 |
5 | -0.110847 | -0.8868 | 0.189261 |
6 | -0.24074 | -1.9259 | 0.02928 |
7 | -0.177277 | -1.4182 | 0.080489 |
8 | 0.486514 | 3.8921 | 0.00012 |
9 | -0.228915 | -1.8313 | 0.035854 |
10 | -0.273263 | -2.1861 | 0.016236 |
11 | -0.145242 | -1.1619 | 0.124788 |
12 | 0.410758 | 3.2861 | 0.000826 |
13 | -0.183114 | -1.4649 | 0.07392 |
14 | -0.170637 | -1.3651 | 0.088501 |
15 | -0.057821 | -0.4626 | 0.322623 |
16 | 0.47572 | 3.8058 | 0.000159 |
17 | -0.10261 | -0.8209 | 0.20738 |
18 | -0.160843 | -1.2867 | 0.101409 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.077853 | 0.6228 | 0.267807 |
2 | -0.141417 | -1.1313 | 0.131068 |
3 | -0.031703 | -0.2536 | 0.400299 |
4 | 0.673084 | 5.3847 | 1e-06 |
5 | -0.466076 | -3.7286 | 0.000205 |
6 | -0.021626 | -0.173 | 0.431594 |
7 | -0.07909 | -0.6327 | 0.264586 |
8 | 0.085134 | 0.6811 | 0.249142 |
9 | -0.235767 | -1.8861 | 0.031908 |
10 | 0.029633 | 0.2371 | 0.406681 |
11 | 0.099565 | 0.7965 | 0.214337 |
12 | -0.124027 | -0.9922 | 0.162415 |
13 | 0.143538 | 1.1483 | 0.127558 |
14 | 0.00351 | 0.0281 | 0.488841 |
15 | 0.018936 | 0.1515 | 0.440035 |
16 | 0.190358 | 1.5229 | 0.06636 |
17 | -0.069642 | -0.5571 | 0.28969 |
18 | -0.125618 | -1.0049 | 0.159354 |