Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.366049 | 2.5095 | 0.007797 |
2 | 0.135699 | 0.9303 | 0.178483 |
3 | 0.088051 | 0.6036 | 0.27449 |
4 | 0.178749 | 1.2254 | 0.113258 |
5 | 0.169262 | 1.1604 | 0.125873 |
6 | -0.027623 | -0.1894 | 0.425308 |
7 | -0.229585 | -1.574 | 0.061103 |
8 | -0.122733 | -0.8414 | 0.202188 |
9 | -0.068389 | -0.4689 | 0.320671 |
10 | -0.127552 | -0.8745 | 0.19316 |
11 | -0.238482 | -1.635 | 0.05437 |
12 | -0.438343 | -3.0051 | 0.002124 |
13 | -0.210818 | -1.4453 | 0.077505 |
14 | -0.044201 | -0.303 | 0.381604 |
15 | 0.053874 | 0.3693 | 0.356767 |
16 | -0.005193 | -0.0356 | 0.485876 |
17 | 0.086894 | 0.5957 | 0.277111 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.366049 | 2.5095 | 0.007797 |
2 | 0.001971 | 0.0135 | 0.494637 |
3 | 0.043596 | 0.2989 | 0.383174 |
4 | 0.153321 | 1.0511 | 0.14929 |
5 | 0.061337 | 0.4205 | 0.338016 |
6 | -0.147456 | -1.0109 | 0.158619 |
7 | -0.23275 | -1.5957 | 0.058635 |
8 | 0.014012 | 0.0961 | 0.461939 |
9 | -0.036659 | -0.2513 | 0.401332 |
10 | -0.094489 | -0.6478 | 0.260139 |
11 | -0.105056 | -0.7202 | 0.237475 |
12 | -0.316507 | -2.1699 | 0.017553 |
13 | 0.033878 | 0.2323 | 0.408673 |
14 | 0.051282 | 0.3516 | 0.363366 |
15 | 0.161043 | 1.1041 | 0.137595 |
16 | 0.067999 | 0.4662 | 0.321621 |
17 | 0.17207 | 1.1797 | 0.122037 |