Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.311882 | 2.1382 | 0.018867 |
2 | 0.239559 | 1.6423 | 0.053598 |
3 | -0.397598 | -2.7258 | 0.004492 |
4 | -0.289991 | -1.9881 | 0.026323 |
5 | -0.265892 | -1.8229 | 0.037344 |
6 | 0.026746 | 0.1834 | 0.427651 |
7 | 0.116739 | 0.8003 | 0.213776 |
8 | 0.226502 | 1.5528 | 0.063587 |
9 | 0.131673 | 0.9027 | 0.185644 |
10 | -0.074532 | -0.511 | 0.305884 |
11 | -0.245478 | -1.6829 | 0.049513 |
12 | -0.45853 | -3.1435 | 0.001445 |
13 | -0.2567 | -1.7598 | 0.04247 |
14 | -0.160996 | -1.1037 | 0.137664 |
15 | 0.124311 | 0.8522 | 0.199202 |
16 | 0.104893 | 0.7191 | 0.237817 |
17 | 0.166579 | 1.142 | 0.129618 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.311882 | 2.1382 | 0.018867 |
2 | 0.15762 | 1.0806 | 0.142697 |
3 | -0.579 | -3.9694 | 0.000123 |
4 | -0.073253 | -0.5022 | 0.308936 |
5 | 0.192375 | 1.3189 | 0.096804 |
6 | -0.058563 | -0.4015 | 0.344941 |
7 | -0.075555 | -0.518 | 0.303451 |
8 | 0.149323 | 1.0237 | 0.155607 |
9 | 0.050363 | 0.3453 | 0.365715 |
10 | -0.31334 | -2.1482 | 0.018443 |
11 | -0.154695 | -1.0605 | 0.14716 |
12 | -0.22367 | -1.5334 | 0.06594 |
13 | -0.049524 | -0.3395 | 0.367867 |
14 | -0.11192 | -0.7673 | 0.223375 |
15 | -0.22109 | -1.5157 | 0.068145 |
16 | -0.156336 | -1.0718 | 0.144644 |
17 | 0.025219 | 0.1729 | 0.431739 |