Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.330095 | 2.5569 | 0.006554 |
2 | 0.301576 | 2.336 | 0.011425 |
3 | 0.440221 | 3.4099 | 0.000584 |
4 | 0.344813 | 2.6709 | 0.004861 |
5 | 0.203495 | 1.5763 | 0.060111 |
6 | 0.186244 | 1.4426 | 0.077161 |
7 | 0.231125 | 1.7903 | 0.039227 |
8 | 0.166857 | 1.2925 | 0.100575 |
9 | 0.183852 | 1.4241 | 0.079797 |
10 | 0.258083 | 1.9991 | 0.025066 |
11 | 0.012149 | 0.0941 | 0.462669 |
12 | 0.117047 | 0.9066 | 0.184112 |
13 | 0.086758 | 0.672 | 0.252074 |
14 | 0.021208 | 0.1643 | 0.435034 |
15 | -0.079316 | -0.6144 | 0.270645 |
16 | -0.058004 | -0.4493 | 0.327417 |
17 | -0.005189 | -0.0402 | 0.484036 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.330095 | 2.5569 | 0.006554 |
2 | 0.216168 | 1.6744 | 0.049626 |
3 | 0.342401 | 2.6522 | 0.005108 |
4 | 0.149363 | 1.157 | 0.125937 |
5 | -0.047172 | -0.3654 | 0.358051 |
6 | -0.078098 | -0.6049 | 0.273748 |
7 | 0.031685 | 0.2454 | 0.403479 |
8 | 0.026232 | 0.2032 | 0.419836 |
9 | 0.099727 | 0.7725 | 0.221431 |
10 | 0.156301 | 1.2107 | 0.115378 |
11 | -0.227761 | -1.7642 | 0.041392 |
12 | -0.02701 | -0.2092 | 0.417493 |
13 | -0.095138 | -0.7369 | 0.232017 |
14 | -0.00106 | -0.0082 | 0.496737 |
15 | -0.098405 | -0.7622 | 0.224451 |
16 | -0.062434 | -0.4836 | 0.31521 |
17 | 0.017245 | 0.1336 | 0.447091 |