Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.110573 | 0.8275 | 0.205746 |
2 | 0.327046 | 2.4474 | 0.008776 |
3 | 0.325809 | 2.4381 | 0.008981 |
4 | 0.23373 | 1.7491 | 0.042879 |
5 | 0.096115 | 0.7193 | 0.237485 |
6 | 0.17861 | 1.3366 | 0.09338 |
7 | 0.073774 | 0.5521 | 0.291548 |
8 | 0.137498 | 1.0289 | 0.153965 |
9 | 0.091972 | 0.6883 | 0.247066 |
10 | -0.094533 | -0.7074 | 0.24112 |
11 | 0.351469 | 2.6302 | 0.0055 |
12 | -0.152496 | -1.1412 | 0.129327 |
13 | 0.030609 | 0.2291 | 0.40983 |
14 | 0.107029 | 0.8009 | 0.213279 |
15 | 0.07255 | 0.5429 | 0.294672 |
16 | -0.03605 | -0.2698 | 0.394163 |
17 | 0.097312 | 0.7282 | 0.234757 |
18 | -0.117905 | -0.8823 | 0.190687 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.110573 | 0.8275 | 0.205746 |
2 | 0.318717 | 2.3851 | 0.010243 |
3 | 0.299661 | 2.2425 | 0.014454 |
4 | 0.136572 | 1.022 | 0.155584 |
5 | -0.10965 | -0.8205 | 0.207692 |
6 | -0.028713 | -0.2149 | 0.415326 |
7 | -0.039041 | -0.2922 | 0.385624 |
8 | 0.086924 | 0.6505 | 0.259022 |
9 | 0.065269 | 0.4884 | 0.313578 |
10 | -0.220206 | -1.6479 | 0.05249 |
11 | 0.336502 | 2.5182 | 0.007341 |
12 | -0.201259 | -1.5061 | 0.068833 |
13 | -0.076542 | -0.5728 | 0.28454 |
14 | 0.083916 | 0.628 | 0.266289 |
15 | 0.073955 | 0.5534 | 0.291088 |
16 | 0.044319 | 0.3317 | 0.370695 |
17 | -0.069631 | -0.5211 | 0.302185 |
18 | -0.204152 | -1.5277 | 0.066104 |