Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.60086 | 3.6052 | 0.000469 |
2 | 0.360222 | 2.1613 | 0.018699 |
3 | 0.148677 | 0.8921 | 0.189141 |
4 | 0.027658 | 0.1659 | 0.434563 |
5 | -0.156483 | -0.9389 | 0.17702 |
6 | -0.11341 | -0.6805 | 0.250283 |
7 | -0.023524 | -0.1411 | 0.444271 |
8 | -0.104251 | -0.6255 | 0.267793 |
9 | -0.141252 | -0.8475 | 0.201155 |
10 | -0.088432 | -0.5306 | 0.299479 |
11 | -0.065561 | -0.3934 | 0.348185 |
12 | -0.286813 | -1.7209 | 0.046929 |
13 | -0.193131 | -1.1588 | 0.127087 |
14 | -0.118054 | -0.7083 | 0.241652 |
15 | -0.038488 | -0.2309 | 0.40934 |
16 | -0.0638 | -0.3828 | 0.352061 |
17 | -0.005457 | -0.0327 | 0.487031 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.60086 | 3.6052 | 0.000469 |
2 | -0.001268 | -0.0076 | 0.496985 |
3 | -0.105292 | -0.6317 | 0.265771 |
4 | -0.033022 | -0.1981 | 0.422028 |
5 | -0.209035 | -1.2542 | 0.108924 |
6 | 0.134165 | 0.805 | 0.213056 |
7 | 0.108356 | 0.6501 | 0.259866 |
8 | -0.242854 | -1.4571 | 0.076876 |
9 | -0.039013 | -0.2341 | 0.408126 |
10 | 0.056436 | 0.3386 | 0.368434 |
11 | -0.022406 | -0.1344 | 0.446903 |
12 | -0.365931 | -2.1956 | 0.017325 |
13 | 0.175813 | 1.0549 | 0.149255 |
14 | 0.029641 | 0.1778 | 0.42992 |
15 | 0.022258 | 0.1335 | 0.447252 |
16 | -0.086203 | -0.5172 | 0.304083 |
17 | -0.163737 | -0.9824 | 0.166224 |