Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.396934 | 3.0489 | 0.001718 |
2 | -0.248066 | -1.9054 | 0.030801 |
3 | -0.499029 | -3.8331 | 0.000155 |
4 | -0.334539 | -2.5696 | 0.006364 |
5 | 0.10024 | 0.77 | 0.222199 |
6 | 0.390328 | 2.9982 | 0.001986 |
7 | 0.232838 | 1.7885 | 0.039418 |
8 | -0.14038 | -1.0783 | 0.142649 |
9 | -0.327823 | -2.5181 | 0.007267 |
10 | -0.255465 | -1.9623 | 0.027227 |
11 | 0.071127 | 0.5463 | 0.293448 |
12 | 0.359671 | 2.7627 | 0.003817 |
13 | 0.053927 | 0.4142 | 0.340107 |
14 | -0.127542 | -0.9797 | 0.165624 |
15 | -0.096202 | -0.7389 | 0.231436 |
16 | -0.05339 | -0.4101 | 0.34161 |
17 | 0.076548 | 0.588 | 0.279396 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.396934 | 3.0489 | 0.001718 |
2 | -0.481483 | -3.6983 | 0.000239 |
3 | -0.250387 | -1.9233 | 0.029639 |
4 | -0.139757 | -1.0735 | 0.143711 |
5 | 0.108268 | 0.8316 | 0.204487 |
6 | 0.108366 | 0.8324 | 0.204277 |
7 | -0.082347 | -0.6325 | 0.264745 |
8 | -0.116812 | -0.8973 | 0.186616 |
9 | -0.044054 | -0.3384 | 0.368137 |
10 | -0.099681 | -0.7657 | 0.223464 |
11 | 0.06245 | 0.4797 | 0.316611 |
12 | 0.116526 | 0.8951 | 0.187197 |
13 | -0.399154 | -3.066 | 0.001636 |
14 | 0.22439 | 1.7236 | 0.045011 |
15 | 0.113491 | 0.8717 | 0.193442 |
16 | -0.11814 | -0.9075 | 0.18393 |
17 | 0.026111 | 0.2006 | 0.420866 |