Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.157518 | 1.2099 | 0.115568 |
2 | 0.23549 | 1.8088 | 0.037787 |
3 | -0.430112 | -3.3038 | 0.000812 |
4 | -0.18315 | -1.4068 | 0.082366 |
5 | -0.241302 | -1.8535 | 0.034408 |
6 | 0.096671 | 0.7425 | 0.230351 |
7 | 0.100942 | 0.7753 | 0.220615 |
8 | 0.260681 | 2.0023 | 0.024926 |
9 | 0.102121 | 0.7844 | 0.21797 |
10 | -0.034303 | -0.2635 | 0.396546 |
11 | -0.260304 | -1.9994 | 0.025087 |
12 | -0.288794 | -2.2183 | 0.015199 |
13 | -0.260028 | -1.9973 | 0.025205 |
14 | -0.059482 | -0.4569 | 0.324714 |
15 | 0.053582 | 0.4116 | 0.341073 |
16 | 0.152998 | 1.1752 | 0.122318 |
17 | 0.070546 | 0.5419 | 0.294974 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.157518 | 1.2099 | 0.115568 |
2 | 0.216038 | 1.6594 | 0.051169 |
3 | -0.530532 | -4.0751 | 7e-05 |
4 | -0.09502 | -0.7299 | 0.23418 |
5 | 0.091023 | 0.6992 | 0.243599 |
6 | -0.014446 | -0.111 | 0.456013 |
7 | 0.002393 | 0.0184 | 0.4927 |
8 | 0.151262 | 1.1619 | 0.124984 |
9 | 0.050654 | 0.3891 | 0.349309 |
10 | -0.165506 | -1.2713 | 0.10431 |
11 | -0.162934 | -1.2515 | 0.107843 |
12 | -0.099014 | -0.7605 | 0.22498 |
13 | -0.175965 | -1.3516 | 0.090829 |
14 | -0.130552 | -1.0028 | 0.160029 |
15 | -0.06557 | -0.5037 | 0.308191 |
16 | -0.063165 | -0.4852 | 0.314672 |
17 | -0.107904 | -0.8288 | 0.205273 |