Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.314748 | 2.1578 | 0.018043 |
2 | 0.093329 | 0.6398 | 0.262695 |
3 | -0.257607 | -1.7661 | 0.04194 |
4 | -0.239008 | -1.6386 | 0.053992 |
5 | -0.166732 | -1.1431 | 0.129402 |
6 | -0.172813 | -1.1847 | 0.121037 |
7 | -0.108032 | -0.7406 | 0.231302 |
8 | -0.081022 | -0.5555 | 0.290608 |
9 | 0.080044 | 0.5488 | 0.292885 |
10 | -0.02305 | -0.158 | 0.437557 |
11 | 0.04085 | 0.2801 | 0.390333 |
12 | -0.129157 | -0.8855 | 0.190209 |
13 | 0.149274 | 1.0234 | 0.155686 |
14 | 0.019848 | 0.1361 | 0.446174 |
15 | 0.099889 | 0.6848 | 0.248416 |
16 | 0.028852 | 0.1978 | 0.422029 |
17 | -0.015592 | -0.1069 | 0.457665 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.314748 | 2.1578 | 0.018043 |
2 | -0.006368 | -0.0437 | 0.48268 |
3 | -0.316534 | -2.17 | 0.017545 |
4 | -0.082731 | -0.5672 | 0.286648 |
5 | -0.022887 | -0.1569 | 0.437996 |
6 | -0.201618 | -1.3822 | 0.086718 |
7 | -0.107836 | -0.7393 | 0.231704 |
8 | -0.07688 | -0.5271 | 0.300314 |
9 | 0.032515 | 0.2229 | 0.412286 |
10 | -0.199517 | -1.3678 | 0.088937 |
11 | -0.037422 | -0.2566 | 0.399322 |
12 | -0.198397 | -1.3601 | 0.090137 |
13 | 0.190873 | 1.3086 | 0.098523 |
14 | -0.166528 | -1.1417 | 0.129689 |
15 | -0.007156 | -0.0491 | 0.48054 |
16 | 0.016383 | 0.1123 | 0.455526 |
17 | -0.031783 | -0.2179 | 0.414228 |