Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.310831 | 2.1082 | 0.020247 |
2 | -0.157599 | -1.0689 | 0.145349 |
3 | -0.564308 | -3.8273 | 0.000195 |
4 | -0.44761 | -3.0358 | 0.00197 |
5 | -0.151526 | -1.0277 | 0.154733 |
6 | 0.283213 | 1.9208 | 0.030481 |
7 | 0.261803 | 1.7756 | 0.041205 |
8 | 0.251394 | 1.705 | 0.047466 |
9 | 0.102643 | 0.6962 | 0.244915 |
10 | -0.051647 | -0.3503 | 0.36386 |
11 | -0.158185 | -1.0729 | 0.144464 |
12 | -0.25934 | -1.7589 | 0.04262 |
13 | -0.215675 | -1.4628 | 0.075164 |
14 | 0.096483 | 0.6544 | 0.258064 |
15 | 0.163946 | 1.1119 | 0.135972 |
16 | 0.158063 | 1.072 | 0.144648 |
17 | 0.120814 | 0.8194 | 0.208392 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.310831 | 2.1082 | 0.020247 |
2 | -0.281402 | -1.9086 | 0.031285 |
3 | -0.497769 | -3.376 | 0.000752 |
4 | -0.256132 | -1.7372 | 0.044525 |
5 | -0.24005 | -1.6281 | 0.055168 |
6 | -0.032566 | -0.2209 | 0.413083 |
7 | -0.285813 | -1.9385 | 0.029358 |
8 | -0.019595 | -0.1329 | 0.447427 |
9 | 0.145401 | 0.9862 | 0.164607 |
10 | 0.079644 | 0.5402 | 0.295843 |
11 | 0.142236 | 0.9647 | 0.169872 |
12 | -0.070458 | -0.4779 | 0.317504 |
13 | -0.03473 | -0.2355 | 0.407415 |
14 | 0.179109 | 1.2148 | 0.115325 |
15 | -0.178339 | -1.2096 | 0.116315 |
16 | -0.185965 | -1.2613 | 0.106785 |
17 | 0.022924 | 0.1555 | 0.438563 |