Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.254372 | 1.9704 | 0.026708 |
2 | 0.005089 | 0.0394 | 0.484342 |
3 | 0.145643 | 1.1281 | 0.131874 |
4 | 0.059333 | 0.4596 | 0.323736 |
5 | 0.28178 | 2.1827 | 0.016493 |
6 | 0.309225 | 2.3952 | 0.009874 |
7 | 0.17275 | 1.3381 | 0.092954 |
8 | -0.016668 | -0.1291 | 0.448853 |
9 | -0.095778 | -0.7419 | 0.230522 |
10 | -0.292433 | -2.2652 | 0.013563 |
11 | -0.007281 | -0.0564 | 0.477607 |
12 | 0.426682 | 3.3051 | 0.000803 |
13 | -0.055901 | -0.433 | 0.33328 |
14 | -0.265259 | -2.0547 | 0.022136 |
15 | -0.214391 | -1.6607 | 0.050999 |
16 | -0.137985 | -1.0688 | 0.144714 |
17 | 0.039436 | 0.3055 | 0.380533 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.254372 | 1.9704 | 0.026708 |
2 | -0.06374 | -0.4937 | 0.31165 |
3 | 0.172282 | 1.3345 | 0.093543 |
4 | -0.027591 | -0.2137 | 0.415746 |
5 | 0.318227 | 2.465 | 0.008291 |
6 | 0.15323 | 1.1869 | 0.11997 |
7 | 0.128436 | 0.9949 | 0.1619 |
8 | -0.156189 | -1.2098 | 0.115544 |
9 | -0.12208 | -0.9456 | 0.174065 |
10 | -0.494008 | -3.8266 | 0.000156 |
11 | 0.015777 | 0.1222 | 0.45157 |
12 | 0.411537 | 3.1878 | 0.001139 |
13 | -0.077934 | -0.6037 | 0.274167 |
14 | -0.175058 | -1.356 | 0.090091 |
15 | -0.108977 | -0.8441 | 0.200974 |
16 | 0.191191 | 1.481 | 0.071925 |
17 | -0.000164 | -0.0013 | 0.499497 |