Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.463833 | 3.9083 | 0.000105 |
2 | 0.408501 | 3.4421 | 0.000486 |
3 | 0.179357 | 1.5113 | 0.067576 |
4 | 0.080443 | 0.6778 | 0.250044 |
5 | -0.052863 | -0.4454 | 0.328682 |
6 | -0.115914 | -0.9767 | 0.166014 |
7 | -0.077837 | -0.6559 | 0.257014 |
8 | 0.008806 | 0.0742 | 0.470531 |
9 | -0.029876 | -0.2517 | 0.400985 |
10 | 0.117805 | 0.9926 | 0.162128 |
11 | 0.080595 | 0.6791 | 0.249638 |
12 | 0.31708 | 2.6718 | 0.004676 |
13 | 0.156596 | 1.3195 | 0.095621 |
14 | 0.130637 | 1.1008 | 0.137358 |
15 | 0.031323 | 0.2639 | 0.396298 |
16 | -0.023652 | -0.1993 | 0.421301 |
17 | -0.16015 | -1.3494 | 0.090741 |
18 | -0.249282 | -2.1005 | 0.019619 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.463833 | 3.9083 | 0.000105 |
2 | 0.246363 | 2.0759 | 0.020763 |
3 | -0.105409 | -0.8882 | 0.188718 |
4 | -0.073674 | -0.6208 | 0.268363 |
5 | -0.097996 | -0.8257 | 0.205862 |
6 | -0.071404 | -0.6017 | 0.274658 |
7 | 0.067735 | 0.5707 | 0.284987 |
8 | 0.131853 | 1.111 | 0.135155 |
9 | -0.074726 | -0.6297 | 0.265471 |
10 | 0.127752 | 1.0765 | 0.142683 |
11 | -0.006866 | -0.0579 | 0.477013 |
12 | 0.283905 | 2.3922 | 0.009698 |
13 | -0.093813 | -0.7905 | 0.215939 |
14 | -0.107988 | -0.9099 | 0.182971 |
15 | -0.051723 | -0.4358 | 0.332144 |
16 | -0.016111 | -0.1358 | 0.4462 |
17 | -0.110583 | -0.9318 | 0.177302 |
18 | -0.131731 | -1.11 | 0.135375 |