Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.278552 | 2.1396 | 0.018267 |
2 | -0.210316 | -1.6155 | 0.055773 |
3 | -0.465593 | -3.5763 | 0.000352 |
4 | -0.447296 | -3.4357 | 0.000544 |
5 | -0.051765 | -0.3976 | 0.346174 |
6 | 0.188151 | 1.4452 | 0.076844 |
7 | 0.304139 | 2.3361 | 0.011451 |
8 | 0.211579 | 1.6252 | 0.054729 |
9 | -0.130828 | -1.0049 | 0.159523 |
10 | -0.096428 | -0.7407 | 0.230913 |
11 | -0.043966 | -0.3377 | 0.368391 |
12 | -0.132791 | -1.02 | 0.15595 |
13 | 0.013904 | 0.1068 | 0.457656 |
14 | 0.098083 | 0.7534 | 0.227106 |
15 | 0.074559 | 0.5727 | 0.284512 |
16 | -0.000948 | -0.0073 | 0.497107 |
17 | -0.06075 | -0.4666 | 0.321242 |
18 | 0.018408 | 0.1414 | 0.444019 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.278552 | 2.1396 | 0.018267 |
2 | -0.312125 | -2.3975 | 0.009846 |
3 | -0.362479 | -2.7843 | 0.0036 |
4 | -0.368679 | -2.8319 | 0.00316 |
5 | -0.107399 | -0.8249 | 0.206362 |
6 | -0.183532 | -1.4097 | 0.081934 |
7 | -0.065135 | -0.5003 | 0.309359 |
8 | -0.037661 | -0.2893 | 0.386689 |
9 | -0.227022 | -1.7438 | 0.043202 |
10 | 0.103751 | 0.7969 | 0.214345 |
11 | 0.083314 | 0.6399 | 0.262342 |
12 | -0.193442 | -1.4859 | 0.071321 |
13 | 0.015291 | 0.1175 | 0.45345 |
14 | 0.112355 | 0.863 | 0.195812 |
15 | -0.040437 | -0.3106 | 0.3786 |
16 | -0.078729 | -0.6047 | 0.27384 |
17 | 0.026505 | 0.2036 | 0.419688 |
18 | 0.045324 | 0.3481 | 0.364487 |