Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.235301 | 1.8226 | 0.036671 |
2 | -0.190947 | -1.4791 | 0.072177 |
3 | 0.10585 | 0.8199 | 0.207755 |
4 | 0.194951 | 1.5101 | 0.068135 |
5 | -0.14612 | -1.1318 | 0.131103 |
6 | -0.362813 | -2.8103 | 0.003337 |
7 | -0.273234 | -2.1165 | 0.019231 |
8 | 0.124475 | 0.9642 | 0.169413 |
9 | 0.045358 | 0.3513 | 0.363281 |
10 | -0.313987 | -2.4321 | 0.009005 |
11 | 0.049285 | 0.3818 | 0.351995 |
12 | 0.610831 | 4.7315 | 7e-06 |
13 | 0.163024 | 1.2628 | 0.105777 |
14 | -0.150729 | -1.1675 | 0.123806 |
15 | -0.021932 | -0.1699 | 0.432836 |
16 | 0.07542 | 0.5842 | 0.280639 |
17 | -0.096713 | -0.7491 | 0.228351 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.235301 | 1.8226 | 0.036671 |
2 | -0.26075 | -2.0198 | 0.02394 |
3 | 0.254258 | 1.9695 | 0.02676 |
4 | 0.039482 | 0.3058 | 0.380398 |
5 | -0.175403 | -1.3587 | 0.089669 |
6 | -0.268859 | -2.0826 | 0.020781 |
7 | -0.266026 | -2.0606 | 0.021841 |
8 | 0.220192 | 1.7056 | 0.046627 |
9 | -0.012175 | -0.0943 | 0.46259 |
10 | -0.192581 | -1.4917 | 0.070505 |
11 | 0.197493 | 1.5298 | 0.065664 |
12 | 0.427073 | 3.3081 | 0.000796 |
13 | -0.146671 | -1.1361 | 0.130214 |
14 | -0.006831 | -0.0529 | 0.478988 |
15 | -0.219293 | -1.6986 | 0.047284 |
16 | -0.161959 | -1.2545 | 0.107257 |
17 | -0.077308 | -0.5988 | 0.275773 |