Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.114099 | 0.7987 | 0.214161 |
2 | 0.347255 | 2.4308 | 0.009386 |
3 | 0.325683 | 2.2798 | 0.013506 |
4 | 0.008725 | 0.0611 | 0.475775 |
5 | 0.187089 | 1.3096 | 0.098215 |
6 | 0.101996 | 0.714 | 0.239317 |
7 | 0.009668 | 0.0677 | 0.473159 |
8 | 0.073744 | 0.5162 | 0.304014 |
9 | -0.023383 | -0.1637 | 0.435329 |
10 | 0.040363 | 0.2825 | 0.389358 |
11 | -0.020399 | -0.1428 | 0.44352 |
12 | -0.054968 | -0.3848 | 0.351035 |
13 | 0.007439 | 0.0521 | 0.479341 |
14 | -0.038736 | -0.2712 | 0.393707 |
15 | -0.046939 | -0.3286 | 0.371939 |
16 | -0.082102 | -0.5747 | 0.284057 |
17 | -0.050101 | -0.3507 | 0.363656 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.114099 | 0.7987 | 0.214161 |
2 | 0.338645 | 2.3705 | 0.010871 |
3 | 0.298514 | 2.0896 | 0.020934 |
4 | -0.159263 | -1.1148 | 0.135178 |
5 | -0.021302 | -0.1491 | 0.441039 |
6 | 0.070182 | 0.4913 | 0.312712 |
7 | -0.008512 | -0.0596 | 0.476364 |
8 | -0.043346 | -0.3034 | 0.381428 |
9 | -0.054632 | -0.3824 | 0.3519 |
10 | 0.062426 | 0.437 | 0.332023 |
11 | -0.022061 | -0.1544 | 0.438953 |
12 | -0.081553 | -0.5709 | 0.285349 |
13 | 0.002075 | 0.0145 | 0.494234 |
14 | 0.044189 | 0.3093 | 0.379194 |
15 | -0.030115 | -0.2108 | 0.416956 |
16 | -0.1283 | -0.8981 | 0.186763 |
17 | 0.002743 | 0.0192 | 0.492379 |