Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.26824 | 2.0778 | 0.021009 |
2 | 0.010628 | 0.0823 | 0.467332 |
3 | 0.136888 | 1.0603 | 0.146622 |
4 | 0.13548 | 1.0494 | 0.149096 |
5 | 0.107827 | 0.8352 | 0.203452 |
6 | -0.099236 | -0.7687 | 0.222549 |
7 | -0.328168 | -2.542 | 0.006811 |
8 | -0.08623 | -0.6679 | 0.253369 |
9 | -0.060062 | -0.4652 | 0.321723 |
10 | -0.203047 | -1.5728 | 0.060513 |
11 | -0.179688 | -1.3919 | 0.084552 |
12 | -0.176779 | -1.3693 | 0.088 |
13 | -0.139596 | -1.0813 | 0.141944 |
14 | 0.015865 | 0.1229 | 0.451303 |
15 | 0.036627 | 0.2837 | 0.388803 |
16 | 0.006712 | 0.052 | 0.479353 |
17 | 0.008818 | 0.0683 | 0.472887 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.26824 | 2.0778 | 0.021009 |
2 | -0.066079 | -0.5118 | 0.305319 |
3 | 0.164042 | 1.2707 | 0.104377 |
4 | 0.057889 | 0.4484 | 0.327738 |
5 | 0.074081 | 0.5738 | 0.284114 |
6 | -0.174261 | -1.3498 | 0.091072 |
7 | -0.31041 | -2.4044 | 0.009651 |
8 | 0.035757 | 0.277 | 0.391378 |
9 | -0.072932 | -0.5649 | 0.287113 |
10 | -0.086265 | -0.6682 | 0.253283 |
11 | -0.03032 | -0.2349 | 0.40756 |
12 | -0.089665 | -0.6945 | 0.245011 |
13 | -0.116879 | -0.9053 | 0.184453 |
14 | 0.023376 | 0.1811 | 0.42846 |
15 | 0.09319 | 0.7218 | 0.236595 |
16 | 0.003864 | 0.0299 | 0.488111 |
17 | -0.069011 | -0.5346 | 0.297467 |