Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.411029 | 3.7447 | 0.000166 |
2 | 0.105176 | 0.9582 | 0.170372 |
3 | -0.092799 | -0.8454 | 0.200149 |
4 | 0.060515 | 0.5513 | 0.291448 |
5 | 0.164552 | 1.4991 | 0.068815 |
6 | 0.303461 | 2.7647 | 0.00351 |
7 | 0.196103 | 1.7866 | 0.038828 |
8 | 0.108062 | 0.9845 | 0.163867 |
9 | -0.159923 | -1.457 | 0.074449 |
10 | -0.030843 | -0.281 | 0.389707 |
11 | 0.153456 | 1.3981 | 0.082911 |
12 | 0.324505 | 2.9564 | 0.002026 |
13 | 0.167538 | 1.5263 | 0.065363 |
14 | 0.022197 | 0.2022 | 0.420119 |
15 | -0.067537 | -0.6153 | 0.270023 |
16 | -9.8e-05 | -9e-04 | 0.499646 |
17 | 0.04879 | 0.4445 | 0.32892 |
18 | 0.129152 | 1.1766 | 0.121353 |
19 | 0.085305 | 0.7772 | 0.219635 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.411029 | 3.7447 | 0.000166 |
2 | -0.076732 | -0.6991 | 0.243234 |
3 | -0.130492 | -1.1888 | 0.118947 |
4 | 0.192451 | 1.7533 | 0.04162 |
5 | 0.10078 | 0.9181 | 0.180601 |
6 | 0.199543 | 1.8179 | 0.036342 |
7 | 0.01791 | 0.1632 | 0.43539 |
8 | 0.03625 | 0.3303 | 0.371021 |
9 | -0.226748 | -2.0658 | 0.020985 |
10 | 0.116118 | 1.0579 | 0.146588 |
11 | 0.151442 | 1.3797 | 0.085692 |
12 | 0.112295 | 1.0231 | 0.154626 |
13 | -0.049977 | -0.4553 | 0.325036 |
14 | -0.030635 | -0.2791 | 0.390431 |
15 | 0.039995 | 0.3644 | 0.358254 |
16 | -0.004973 | -0.0453 | 0.481986 |
17 | -0.011054 | -0.1007 | 0.460011 |
18 | -0.044731 | -0.4075 | 0.34234 |
19 | -0.015652 | -0.1426 | 0.443479 |