Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.338087 | 2.6188 | 0.005578 |
2 | -0.295585 | -2.2896 | 0.012789 |
3 | -0.525179 | -4.068 | 7e-05 |
4 | -0.352056 | -2.727 | 0.004184 |
5 | 0.144597 | 1.12 | 0.133579 |
6 | 0.53455 | 4.1406 | 5.5e-05 |
7 | 0.35274 | 2.7323 | 0.004125 |
8 | -0.057328 | -0.4441 | 0.329299 |
9 | -0.337762 | -2.6163 | 0.005615 |
10 | -0.319812 | -2.4773 | 0.008037 |
11 | -0.014082 | -0.1091 | 0.456753 |
12 | 0.363424 | 2.8151 | 0.003294 |
13 | 0.082846 | 0.6417 | 0.261748 |
14 | -0.06568 | -0.5088 | 0.306396 |
15 | -0.078723 | -0.6098 | 0.272154 |
16 | -0.088736 | -0.6873 | 0.247258 |
17 | -0.004284 | -0.0332 | 0.486818 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.338087 | 2.6188 | 0.005578 |
2 | -0.462786 | -3.5847 | 0.000339 |
3 | -0.319732 | -2.4766 | 0.00805 |
4 | -0.24325 | -1.8842 | 0.032192 |
5 | 0.090088 | 0.6978 | 0.243994 |
6 | 0.259632 | 2.0111 | 0.024407 |
7 | 0.04387 | 0.3398 | 0.367591 |
8 | 0.075113 | 0.5818 | 0.281434 |
9 | 0.039098 | 0.3029 | 0.381525 |
10 | 0.001689 | 0.0131 | 0.494803 |
11 | 0.006271 | 0.0486 | 0.48071 |
12 | 0.152725 | 1.183 | 0.120737 |
13 | -0.46302 | -3.5865 | 0.000337 |
14 | 0.119928 | 0.929 | 0.178316 |
15 | 0.076418 | 0.5919 | 0.27806 |
16 | 0.009037 | 0.07 | 0.472215 |
17 | -0.054986 | -0.4259 | 0.335845 |