Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.131606 | 1.0109 | 0.158099 |
2 | -0.145613 | -1.1185 | 0.133948 |
3 | -0.023035 | -0.1769 | 0.430082 |
4 | -0.117769 | -0.9046 | 0.184677 |
5 | 0.0375 | 0.288 | 0.387163 |
6 | 0.437356 | 3.3594 | 0.000687 |
7 | 0.067918 | 0.5217 | 0.30192 |
8 | -0.259815 | -1.9957 | 0.025296 |
9 | -0.099824 | -0.7668 | 0.223141 |
10 | -0.307159 | -2.3593 | 0.010818 |
11 | 0.139164 | 1.0689 | 0.144726 |
12 | 0.469752 | 3.6082 | 0.000318 |
13 | 0.012471 | 0.0958 | 0.462005 |
14 | -0.25858 | -1.9862 | 0.025832 |
15 | -0.004127 | -0.0317 | 0.487408 |
16 | -0.188971 | -1.4515 | 0.075967 |
17 | 0.05392 | 0.4142 | 0.340126 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.131606 | 1.0109 | 0.158099 |
2 | -0.165805 | -1.2736 | 0.103904 |
3 | 0.022107 | 0.1698 | 0.432871 |
4 | -0.148344 | -1.1394 | 0.12956 |
5 | 0.083545 | 0.6417 | 0.261769 |
6 | 0.403621 | 3.1003 | 0.001481 |
7 | -0.047102 | -0.3618 | 0.359398 |
8 | -0.203034 | -1.5595 | 0.062109 |
9 | -0.046218 | -0.355 | 0.361924 |
10 | -0.331553 | -2.5467 | 0.006752 |
11 | 0.296179 | 2.275 | 0.013278 |
12 | 0.262822 | 2.0188 | 0.024032 |
13 | -0.103755 | -0.797 | 0.214337 |
14 | -0.116366 | -0.8938 | 0.187524 |
15 | 0.091748 | 0.7047 | 0.241875 |
16 | -0.063423 | -0.4872 | 0.313974 |
17 | 0.029127 | 0.2237 | 0.411871 |