Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.51492 | 3.5301 | 0.000471 |
2 | -0.114891 | -0.7877 | 0.217426 |
3 | -0.510343 | -3.4987 | 0.000517 |
4 | -0.514217 | -3.5253 | 0.000478 |
5 | -0.149333 | -1.0238 | 0.155591 |
6 | 0.227943 | 1.5627 | 0.062416 |
7 | 0.45221 | 3.1002 | 0.001632 |
8 | 0.335569 | 2.3005 | 0.012951 |
9 | 0.013924 | 0.0955 | 0.462178 |
10 | -0.192895 | -1.3224 | 0.096213 |
11 | -0.284478 | -1.9503 | 0.02856 |
12 | -0.262972 | -1.8028 | 0.038913 |
13 | -0.046388 | -0.318 | 0.37594 |
14 | 0.176142 | 1.2076 | 0.116628 |
15 | 0.202997 | 1.3917 | 0.085285 |
16 | 0.04113 | 0.282 | 0.389602 |
17 | -0.075009 | -0.5142 | 0.304748 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.51492 | 3.5301 | 0.000471 |
2 | -0.517154 | -3.5454 | 0.00045 |
3 | -0.286622 | -1.965 | 0.027671 |
4 | -0.156408 | -1.0723 | 0.144535 |
5 | 0.080969 | 0.5551 | 0.29073 |
6 | 0.008837 | 0.0606 | 0.475973 |
7 | 0.182048 | 1.2481 | 0.109096 |
8 | -0.004477 | -0.0307 | 0.487821 |
9 | 0.015259 | 0.1046 | 0.458566 |
10 | 0.136366 | 0.9349 | 0.177314 |
11 | -0.079273 | -0.5435 | 0.294689 |
12 | -0.191873 | -1.3154 | 0.097376 |
13 | 0.069717 | 0.478 | 0.31745 |
14 | 0.000314 | 0.0021 | 0.499147 |
15 | -0.168257 | -1.1535 | 0.127267 |
16 | -0.128268 | -0.8794 | 0.191841 |
17 | 0.10828 | 0.7423 | 0.230791 |