Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.335464 | 2.7459 | 0.003871 |
2 | 0.387365 | 3.1707 | 0.001147 |
3 | 0.422029 | 3.4545 | 0.00048 |
4 | 0.234628 | 1.9205 | 0.029525 |
5 | 0.13951 | 1.1419 | 0.128773 |
6 | 0.120169 | 0.9836 | 0.164419 |
7 | 0.088688 | 0.7259 | 0.235201 |
8 | 0.132105 | 1.0813 | 0.141714 |
9 | 0.135492 | 1.109 | 0.135687 |
10 | 0.055741 | 0.4563 | 0.324838 |
11 | 0.083315 | 0.682 | 0.248805 |
12 | 0.157564 | 1.2897 | 0.100791 |
13 | -0.006896 | -0.0564 | 0.477577 |
14 | 0.058105 | 0.4756 | 0.31795 |
15 | 0.052356 | 0.4286 | 0.334811 |
16 | -0.047443 | -0.3883 | 0.3495 |
17 | 0.033951 | 0.2779 | 0.390971 |
18 | -0.073011 | -0.5976 | 0.276053 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.335464 | 2.7459 | 0.003871 |
2 | 0.309679 | 2.5348 | 0.006796 |
3 | 0.284709 | 2.3304 | 0.011401 |
4 | -0.021461 | -0.1757 | 0.430544 |
5 | -0.142374 | -1.1654 | 0.123998 |
6 | -0.078778 | -0.6448 | 0.260621 |
7 | 0.024686 | 0.2021 | 0.42024 |
8 | 0.159813 | 1.3081 | 0.09765 |
9 | 0.128462 | 1.0515 | 0.148402 |
10 | -0.077034 | -0.6305 | 0.265241 |
11 | -0.096014 | -0.7859 | 0.217346 |
12 | 0.082112 | 0.6721 | 0.25191 |
13 | -0.059396 | -0.4862 | 0.314215 |
14 | 0.034417 | 0.2817 | 0.389516 |
15 | 0.001047 | 0.0086 | 0.496594 |
16 | -0.098586 | -0.807 | 0.211272 |
17 | 0.032231 | 0.2638 | 0.396362 |
18 | -0.085871 | -0.7029 | 0.24228 |