Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.578676 | 4.0092 | 0.000106 |
2 | 0.333522 | 2.3107 | 0.012595 |
3 | 0.155353 | 1.0763 | 0.143583 |
4 | 0.069655 | 0.4826 | 0.315792 |
5 | -0.142691 | -0.9886 | 0.16391 |
6 | -0.118092 | -0.8182 | 0.208654 |
7 | -0.023847 | -0.1652 | 0.434732 |
8 | -0.081861 | -0.5672 | 0.286627 |
9 | -0.172742 | -1.1968 | 0.118632 |
10 | -0.068238 | -0.4728 | 0.319262 |
11 | -0.077173 | -0.5347 | 0.297673 |
12 | -0.277188 | -1.9204 | 0.030379 |
13 | -0.241165 | -1.6708 | 0.050631 |
14 | -0.114315 | -0.792 | 0.216129 |
15 | -0.027771 | -0.1924 | 0.424118 |
16 | -0.07665 | -0.531 | 0.298917 |
17 | -0.033479 | -0.232 | 0.408781 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.578676 | 4.0092 | 0.000106 |
2 | -0.002021 | -0.014 | 0.494443 |
3 | -0.05543 | -0.384 | 0.351325 |
4 | 0.002447 | 0.017 | 0.493272 |
5 | -0.256687 | -1.7784 | 0.040838 |
6 | 0.112007 | 0.776 | 0.220775 |
7 | 0.11473 | 0.7949 | 0.2153 |
8 | -0.18785 | -1.3015 | 0.099656 |
9 | -0.103982 | -0.7204 | 0.237384 |
10 | 0.127775 | 0.8853 | 0.190217 |
11 | -0.123348 | -0.8546 | 0.198515 |
12 | -0.302178 | -2.0935 | 0.020804 |
13 | 0.127409 | 0.8827 | 0.190894 |
14 | 0.030565 | 0.2118 | 0.416595 |
15 | 0.041568 | 0.288 | 0.387296 |
16 | -0.070573 | -0.4889 | 0.313555 |
17 | -0.174551 | -1.2093 | 0.11623 |