Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.235903 | 1.812 | 0.037538 |
2 | 0.293518 | 2.2546 | 0.013944 |
3 | 0.327947 | 2.519 | 0.007249 |
4 | 0.210666 | 1.6182 | 0.055482 |
5 | 0.100125 | 0.7691 | 0.222457 |
6 | 0.205258 | 1.5766 | 0.060116 |
7 | 0.08158 | 0.6266 | 0.266661 |
8 | 0.169727 | 1.3037 | 0.0987 |
9 | 0.075936 | 0.5833 | 0.280965 |
10 | -0.089753 | -0.6894 | 0.246635 |
11 | 0.182757 | 1.4038 | 0.082813 |
12 | -0.228052 | -1.7517 | 0.042511 |
13 | -0.161684 | -1.2419 | 0.10959 |
14 | -0.010423 | -0.0801 | 0.46823 |
15 | -0.054255 | -0.4167 | 0.339191 |
16 | -0.152355 | -1.1703 | 0.1233 |
17 | -0.042068 | -0.3231 | 0.373871 |
18 | -0.150739 | -1.1579 | 0.125795 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.235903 | 1.812 | 0.037538 |
2 | 0.251885 | 1.9348 | 0.028909 |
3 | 0.245045 | 1.8822 | 0.03237 |
4 | 0.064939 | 0.4988 | 0.309887 |
5 | -0.084238 | -0.647 | 0.260056 |
6 | 0.078543 | 0.6033 | 0.274312 |
7 | -0.026133 | -0.2007 | 0.420799 |
8 | 0.112781 | 0.8663 | 0.194921 |
9 | -0.032408 | -0.2489 | 0.402139 |
10 | -0.225589 | -1.7328 | 0.044179 |
11 | 0.192678 | 1.48 | 0.072098 |
12 | -0.345294 | -2.6523 | 0.005127 |
13 | -0.089813 | -0.6899 | 0.24649 |
14 | 0.092015 | 0.7068 | 0.241242 |
15 | 0.067038 | 0.5149 | 0.304264 |
16 | 0.014146 | 0.1087 | 0.456921 |
17 | -0.118999 | -0.914 | 0.182206 |
18 | -0.026601 | -0.2043 | 0.419401 |