Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.324571 | 2.5141 | 0.007317 |
2 | 0.13958 | 1.0812 | 0.141972 |
3 | 0.233297 | 1.8071 | 0.037879 |
4 | 0.248655 | 1.9261 | 0.029419 |
5 | 0.238771 | 1.8495 | 0.034655 |
6 | -0.020655 | -0.16 | 0.436711 |
7 | -0.011905 | -0.0922 | 0.463416 |
8 | 0.158733 | 1.2295 | 0.111835 |
9 | 0.037902 | 0.2936 | 0.385043 |
10 | -0.150881 | -1.1687 | 0.12357 |
11 | 0.096274 | 0.7457 | 0.229369 |
12 | 0.014168 | 0.1097 | 0.456488 |
13 | 0.00444 | 0.0344 | 0.48634 |
14 | 0.055541 | 0.4302 | 0.334289 |
15 | -0.01043 | -0.0808 | 0.467938 |
16 | 0.057927 | 0.4487 | 0.327631 |
17 | -0.122494 | -0.9488 | 0.173256 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.324571 | 2.5141 | 0.007317 |
2 | 0.038264 | 0.2964 | 0.383977 |
3 | 0.198477 | 1.5374 | 0.064727 |
4 | 0.135744 | 1.0515 | 0.14863 |
5 | 0.128839 | 0.998 | 0.161148 |
6 | -0.200019 | -1.5493 | 0.063279 |
7 | -0.038324 | -0.2969 | 0.3838 |
8 | 0.109938 | 0.8516 | 0.198918 |
9 | -0.058704 | -0.4547 | 0.325475 |
10 | -0.17395 | -1.3474 | 0.091457 |
11 | 0.256068 | 1.9835 | 0.025947 |
12 | -0.119781 | -0.9278 | 0.17861 |
13 | 0.008496 | 0.0658 | 0.473874 |
14 | 0.132179 | 1.0239 | 0.155008 |
15 | -0.018036 | -0.1397 | 0.444681 |
16 | -0.096472 | -0.7473 | 0.22891 |
17 | -0.13957 | -1.0811 | 0.141989 |