Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.0791 | 0.6024 | 0.274627 |
2 | -0.302742 | -2.3056 | 0.012364 |
3 | -0.356497 | -2.715 | 0.004358 |
4 | -0.257257 | -1.9592 | 0.02745 |
5 | 0.10268 | 0.782 | 0.218701 |
6 | 0.362311 | 2.7593 | 0.003869 |
7 | 0.200824 | 1.5294 | 0.065797 |
8 | -0.108921 | -0.8295 | 0.205106 |
9 | -0.225482 | -1.7172 | 0.045638 |
10 | -0.209799 | -1.5978 | 0.057763 |
11 | -0.046836 | -0.3567 | 0.361308 |
12 | 0.459311 | 3.498 | 0.000453 |
13 | -0.050618 | -0.3855 | 0.350642 |
14 | -0.133468 | -1.0165 | 0.156816 |
15 | -0.003329 | -0.0254 | 0.48993 |
16 | -0.061546 | -0.4687 | 0.320513 |
17 | 0.070915 | 0.5401 | 0.295607 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.0791 | 0.6024 | 0.274627 |
2 | -0.310944 | -2.3681 | 0.010617 |
3 | -0.334768 | -2.5495 | 0.006727 |
4 | -0.394632 | -3.0054 | 0.001957 |
5 | -0.20645 | -1.5723 | 0.060663 |
6 | 0.012747 | 0.0971 | 0.4615 |
7 | 0.01115 | 0.0849 | 0.466309 |
8 | -0.056051 | -0.4269 | 0.335526 |
9 | -0.03106 | -0.2365 | 0.406922 |
10 | -0.103238 | -0.7862 | 0.217464 |
11 | -0.17479 | -1.3312 | 0.094173 |
12 | 0.309669 | 2.3584 | 0.010874 |
13 | -0.360955 | -2.749 | 0.003979 |
14 | -0.090671 | -0.6905 | 0.246307 |
15 | 0.092269 | 0.7027 | 0.242527 |
16 | 0.0064 | 0.0487 | 0.480647 |
17 | 0.09246 | 0.7042 | 0.242076 |