Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.322996 | 2.5019 | 0.007548 |
2 | 0.387972 | 3.0052 | 0.001935 |
3 | 0.351842 | 2.7254 | 0.004203 |
4 | 0.050728 | 0.3929 | 0.347878 |
5 | 0.139467 | 1.0803 | 0.142164 |
6 | 0.009176 | 0.0711 | 0.471788 |
7 | 0.068046 | 0.5271 | 0.300039 |
8 | 0.052277 | 0.4049 | 0.343483 |
9 | 0.286375 | 2.2182 | 0.015167 |
10 | 0.245249 | 1.8997 | 0.031141 |
11 | 0.166543 | 1.29 | 0.100994 |
12 | 0.524637 | 4.0638 | 7.1e-05 |
13 | 0.128914 | 0.9986 | 0.161009 |
14 | 0.20376 | 1.5783 | 0.059875 |
15 | 0.046732 | 0.362 | 0.359318 |
16 | -0.064044 | -0.4961 | 0.310823 |
17 | -0.050425 | -0.3906 | 0.348742 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.322996 | 2.5019 | 0.007548 |
2 | 0.316684 | 2.453 | 0.008545 |
3 | 0.20342 | 1.5757 | 0.060179 |
4 | -0.227068 | -1.7589 | 0.04185 |
5 | -0.010225 | -0.0792 | 0.468568 |
6 | -0.041556 | -0.3219 | 0.374326 |
7 | 0.131644 | 1.0197 | 0.155981 |
8 | 0.011456 | 0.0887 | 0.464794 |
9 | 0.35947 | 2.7844 | 0.003581 |
10 | 0.098706 | 0.7646 | 0.223761 |
11 | -0.11044 | -0.8555 | 0.197848 |
12 | 0.344019 | 2.6648 | 0.004941 |
13 | -0.137664 | -1.0663 | 0.145271 |
14 | -0.089705 | -0.6948 | 0.244916 |
15 | -0.277665 | -2.1508 | 0.017766 |
16 | 0.089825 | 0.6958 | 0.244625 |
17 | -0.115696 | -0.8962 | 0.186869 |