Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.486218 | 3.7662 | 0.00019 |
2 | 0.364636 | 2.8245 | 0.00321 |
3 | 0.439543 | 3.4047 | 0.000593 |
4 | 0.447739 | 3.4682 | 0.000488 |
5 | 0.374016 | 2.8971 | 0.002625 |
6 | 0.264478 | 2.0486 | 0.02244 |
7 | 0.164813 | 1.2766 | 0.103325 |
8 | 0.218937 | 1.6959 | 0.047546 |
9 | 0.078956 | 0.6116 | 0.27156 |
10 | -0.048899 | -0.3788 | 0.353099 |
11 | 0.077358 | 0.5992 | 0.275644 |
12 | 0.28139 | 2.1796 | 0.01661 |
13 | -0.043218 | -0.3348 | 0.369483 |
14 | -0.113921 | -0.8824 | 0.190534 |
15 | -0.065713 | -0.509 | 0.306306 |
16 | 0.03698 | 0.2864 | 0.387763 |
17 | -0.043997 | -0.3408 | 0.367224 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.486218 | 3.7662 | 0.00019 |
2 | 0.167928 | 1.3008 | 0.099157 |
3 | 0.2835 | 2.196 | 0.015985 |
4 | 0.195754 | 1.5163 | 0.067346 |
5 | 0.07184 | 0.5565 | 0.28998 |
6 | -0.070869 | -0.5489 | 0.292539 |
7 | -0.161525 | -1.2512 | 0.107865 |
8 | 0.018737 | 0.1451 | 0.442546 |
9 | -0.18414 | -1.4263 | 0.079476 |
10 | -0.170533 | -1.3209 | 0.095768 |
11 | 0.147839 | 1.1452 | 0.128345 |
12 | 0.448511 | 3.4741 | 0.000479 |
13 | -0.228902 | -1.7731 | 0.040646 |
14 | -0.163611 | -1.2673 | 0.104968 |
15 | -0.152052 | -1.1778 | 0.121765 |
16 | 0.022158 | 0.1716 | 0.432152 |
17 | -0.138339 | -1.0716 | 0.144102 |