Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.329881 | 2.7002 | 0.004383 |
2 | 0.383293 | 3.1374 | 0.001267 |
3 | 0.40306 | 3.2992 | 0.000778 |
4 | 0.232586 | 1.9038 | 0.030616 |
5 | 0.13503 | 1.1053 | 0.136498 |
6 | 0.105761 | 0.8657 | 0.194875 |
7 | 0.098236 | 0.8041 | 0.212092 |
8 | 0.133621 | 1.0937 | 0.138994 |
9 | 0.139608 | 1.1427 | 0.128606 |
10 | 0.059275 | 0.4852 | 0.314565 |
11 | 0.080643 | 0.6601 | 0.255729 |
12 | 0.154019 | 1.2607 | 0.105895 |
13 | -0.014748 | -0.1207 | 0.452137 |
14 | 0.043956 | 0.3598 | 0.360067 |
15 | 0.047211 | 0.3864 | 0.350197 |
16 | -0.061073 | -0.4999 | 0.309391 |
17 | 0.022354 | 0.183 | 0.427685 |
18 | -0.078243 | -0.6404 | 0.262033 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.329881 | 2.7002 | 0.004383 |
2 | 0.307987 | 2.521 | 0.007045 |
3 | 0.265249 | 2.1712 | 0.016733 |
4 | -0.011787 | -0.0965 | 0.461713 |
5 | -0.132225 | -1.0823 | 0.141498 |
6 | -0.08292 | -0.6787 | 0.249824 |
7 | 0.041052 | 0.336 | 0.36895 |
8 | 0.156786 | 1.2834 | 0.101895 |
9 | 0.127348 | 1.0424 | 0.15049 |
10 | -0.082687 | -0.6768 | 0.250425 |
11 | -0.100861 | -0.8256 | 0.205986 |
12 | 0.079928 | 0.6542 | 0.257599 |
13 | -0.064742 | -0.5299 | 0.298955 |
14 | 0.02685 | 0.2198 | 0.413357 |
15 | 0.013199 | 0.108 | 0.457143 |
16 | -0.110122 | -0.9014 | 0.185305 |
17 | 0.027395 | 0.2242 | 0.411627 |
18 | -0.079667 | -0.6521 | 0.258282 |