Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.207956 | 1.6108 | 0.056234 |
2 | -0.005469 | -0.0424 | 0.483176 |
3 | 0.158727 | 1.2295 | 0.111844 |
4 | 0.068392 | 0.5298 | 0.299115 |
5 | 0.287513 | 2.2271 | 0.014853 |
6 | 0.300124 | 2.3247 | 0.011743 |
7 | 0.16735 | 1.2963 | 0.09992 |
8 | -0.002536 | -0.0196 | 0.492195 |
9 | -0.098377 | -0.762 | 0.224516 |
10 | -0.251925 | -1.9514 | 0.027841 |
11 | 0.014914 | 0.1155 | 0.454207 |
12 | 0.418931 | 3.245 | 0.000961 |
13 | -0.077693 | -0.6018 | 0.274785 |
14 | -0.271896 | -2.1061 | 0.019694 |
15 | -0.195502 | -1.5144 | 0.067593 |
16 | -0.111602 | -0.8645 | 0.195388 |
17 | 0.056984 | 0.4414 | 0.330255 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.207956 | 1.6108 | 0.056234 |
2 | -0.050916 | -0.3944 | 0.347344 |
3 | 0.178681 | 1.3841 | 0.085735 |
4 | -0.005835 | -0.0452 | 0.482051 |
5 | 0.312234 | 2.4186 | 0.009317 |
6 | 0.174487 | 1.3516 | 0.090793 |
7 | 0.141603 | 1.0969 | 0.138544 |
8 | -0.123027 | -0.953 | 0.172217 |
9 | -0.163579 | -1.2671 | 0.105012 |
10 | -0.463583 | -3.5909 | 0.000332 |
11 | -0.100621 | -0.7794 | 0.219402 |
12 | 0.408251 | 3.1623 | 0.001228 |
13 | -0.02974 | -0.2304 | 0.409295 |
14 | -0.126598 | -0.9806 | 0.165358 |
15 | -0.133713 | -1.0357 | 0.15224 |
16 | 0.164976 | 1.2779 | 0.103103 |
17 | 0.039443 | 0.3055 | 0.380513 |