Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.492511 | 2.9551 | 0.002742 |
2 | 0.271004 | 1.626 | 0.056334 |
3 | 0.202898 | 1.2174 | 0.115689 |
4 | 0.123898 | 0.7434 | 0.231035 |
5 | -0.120624 | -0.7237 | 0.236949 |
6 | -0.074371 | -0.4462 | 0.329052 |
7 | 0.060108 | 0.3606 | 0.360235 |
8 | -0.12679 | -0.7607 | 0.225884 |
9 | -0.180054 | -1.0803 | 0.143591 |
10 | -0.046633 | -0.2798 | 0.390617 |
11 | -0.006101 | -0.0366 | 0.4855 |
12 | -0.345079 | -2.0705 | 0.022819 |
13 | -0.220699 | -1.3242 | 0.096892 |
14 | -0.11927 | -0.7156 | 0.239421 |
15 | -0.072616 | -0.4357 | 0.332829 |
16 | -0.08924 | -0.5354 | 0.297819 |
17 | 0.005862 | 0.0352 | 0.486068 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.492511 | 2.9551 | 0.002742 |
2 | 0.037545 | 0.2253 | 0.411522 |
3 | 0.073966 | 0.4438 | 0.329923 |
4 | -0.011722 | -0.0703 | 0.472158 |
5 | -0.259793 | -1.5588 | 0.063902 |
6 | 0.086927 | 0.5216 | 0.302586 |
7 | 0.151971 | 0.9118 | 0.183963 |
8 | -0.254691 | -1.5281 | 0.067608 |
9 | -0.037035 | -0.2222 | 0.412703 |
10 | 0.081906 | 0.4914 | 0.31305 |
11 | 0.000913 | 0.0055 | 0.49783 |
12 | -0.408256 | -2.4495 | 0.00965 |
13 | 0.106327 | 0.638 | 0.263769 |
14 | -0.00126 | -0.0076 | 0.497005 |
15 | 0.121615 | 0.7297 | 0.235151 |
16 | -0.003336 | -0.02 | 0.49207 |
17 | -0.213605 | -1.2816 | 0.104083 |