Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.184074 | 1.4258 | 0.07955 |
2 | -0.00925 | -0.0716 | 0.47156 |
3 | 0.113444 | 0.8787 | 0.191526 |
4 | 0.034011 | 0.2634 | 0.396553 |
5 | 0.300407 | 2.3269 | 0.011681 |
6 | 0.297463 | 2.3041 | 0.012347 |
7 | 0.136523 | 1.0575 | 0.147261 |
8 | -0.047156 | -0.3653 | 0.358097 |
9 | -0.107359 | -0.8316 | 0.204467 |
10 | -0.286103 | -2.2161 | 0.015243 |
11 | 0.060725 | 0.4704 | 0.319896 |
12 | 0.437447 | 3.3884 | 0.000623 |
13 | -0.098623 | -0.7639 | 0.223952 |
14 | -0.245833 | -1.9042 | 0.03084 |
15 | -0.21719 | -1.6823 | 0.04885 |
16 | -0.104338 | -0.8082 | 0.211085 |
17 | 0.062107 | 0.4811 | 0.316104 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.184074 | 1.4258 | 0.07955 |
2 | -0.044646 | -0.3458 | 0.365342 |
3 | 0.128025 | 0.9917 | 0.162669 |
4 | -0.013347 | -0.1034 | 0.459 |
5 | 0.321911 | 2.4935 | 0.007712 |
6 | 0.191343 | 1.4821 | 0.071769 |
7 | 0.113537 | 0.8795 | 0.191332 |
8 | -0.141646 | -1.0972 | 0.138473 |
9 | -0.144951 | -1.1228 | 0.133001 |
10 | -0.4874 | -3.7754 | 0.000184 |
11 | -0.033089 | -0.2563 | 0.399295 |
12 | 0.44196 | 3.4234 | 0.00056 |
13 | 0.002344 | 0.0182 | 0.492788 |
14 | -0.149667 | -1.1593 | 0.12546 |
15 | -0.115099 | -0.8916 | 0.188098 |
16 | 0.119865 | 0.9285 | 0.178442 |
17 | -0.123541 | -0.9569 | 0.171217 |