Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.266138 | 2.0442 | 0.0227 |
2 | 0.007977 | 0.0613 | 0.475675 |
3 | 0.13543 | 1.0403 | 0.151232 |
4 | 0.135043 | 1.0373 | 0.151918 |
5 | 0.104496 | 0.8026 | 0.2127 |
6 | -0.103645 | -0.7961 | 0.214578 |
7 | -0.32953 | -2.5312 | 0.007027 |
8 | -0.088665 | -0.6811 | 0.249252 |
9 | -0.05542 | -0.4257 | 0.335941 |
10 | -0.200829 | -1.5426 | 0.064138 |
11 | -0.186569 | -1.4331 | 0.078559 |
12 | -0.170758 | -1.3116 | 0.097365 |
13 | -0.128919 | -0.9902 | 0.163048 |
14 | 0.02241 | 0.1721 | 0.431961 |
15 | 0.045199 | 0.3472 | 0.364845 |
16 | 0.00535 | 0.0411 | 0.483679 |
17 | 0.009583 | 0.0736 | 0.470786 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.266138 | 2.0442 | 0.0227 |
2 | -0.067644 | -0.5196 | 0.30265 |
3 | 0.163437 | 1.2554 | 0.107144 |
4 | 0.058295 | 0.4478 | 0.32798 |
5 | 0.0711 | 0.5461 | 0.293519 |
6 | -0.176128 | -1.3529 | 0.09063 |
7 | -0.310199 | -2.3827 | 0.010214 |
8 | 0.031688 | 0.2434 | 0.404271 |
9 | -0.064895 | -0.4985 | 0.310004 |
10 | -0.086382 | -0.6635 | 0.254793 |
11 | -0.038853 | -0.2984 | 0.383208 |
12 | -0.082644 | -0.6348 | 0.264006 |
13 | -0.113013 | -0.8681 | 0.194438 |
14 | 0.026749 | 0.2055 | 0.418959 |
15 | 0.098915 | 0.7598 | 0.225205 |
16 | -0.00014 | -0.0011 | 0.499572 |
17 | -0.07201 | -0.5531 | 0.291135 |