Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.348414 | 2.4139 | 0.009824 |
2 | 0.447695 | 3.1017 | 0.001609 |
3 | 0.458803 | 3.1787 | 0.001295 |
4 | 0.280148 | 1.9409 | 0.029076 |
5 | 0.22131 | 1.5333 | 0.065886 |
6 | 0.151655 | 1.0507 | 0.149329 |
7 | -0.011999 | -0.0831 | 0.467046 |
8 | 0.051215 | 0.3548 | 0.362136 |
9 | 0.039766 | 0.2755 | 0.392054 |
10 | -0.048471 | -0.3358 | 0.369235 |
11 | -0.041966 | -0.2907 | 0.386248 |
12 | 0.076325 | 0.5288 | 0.299692 |
13 | 0.004385 | 0.0304 | 0.487945 |
14 | 0.070379 | 0.4876 | 0.314027 |
15 | 0.04361 | 0.3021 | 0.381925 |
16 | -0.006747 | -0.0467 | 0.481456 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.348414 | 2.4139 | 0.009824 |
2 | 0.371386 | 2.573 | 0.006614 |
3 | 0.305448 | 2.1162 | 0.01977 |
4 | -0.016064 | -0.1113 | 0.455924 |
5 | -0.121612 | -0.8426 | 0.201828 |
6 | -0.124379 | -0.8617 | 0.196563 |
7 | -0.207625 | -1.4385 | 0.078395 |
8 | 0.027142 | 0.188 | 0.425817 |
9 | 0.162293 | 1.1244 | 0.133218 |
10 | 0.06112 | 0.4234 | 0.336929 |
11 | -0.05124 | -0.355 | 0.362072 |
12 | 0.109132 | 0.7561 | 0.226646 |
13 | 0.018538 | 0.1284 | 0.449172 |
14 | 0.022894 | 0.1586 | 0.43732 |
15 | -0.056217 | -0.3895 | 0.349321 |
16 | -0.120514 | -0.8349 | 0.203943 |