Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.305833 | 3.5004 | 0.000318 |
2 | -0.015411 | -0.1764 | 0.430133 |
3 | 0.008071 | 0.0924 | 0.463268 |
4 | 0.056984 | 0.6522 | 0.257704 |
5 | 0.084135 | 0.963 | 0.168668 |
6 | -0.055647 | -0.6369 | 0.262646 |
7 | -0.174327 | -1.9953 | 0.024044 |
8 | 0.010967 | 0.1255 | 0.450152 |
9 | 0.042239 | 0.4835 | 0.314791 |
10 | -0.024925 | -0.2853 | 0.38794 |
11 | -0.04009 | -0.4589 | 0.323551 |
12 | -0.130756 | -1.4966 | 0.068455 |
13 | -0.054915 | -0.6285 | 0.265375 |
14 | 0.093426 | 1.0693 | 0.143449 |
15 | 0.039129 | 0.4479 | 0.3275 |
16 | -0.009768 | -0.1118 | 0.455579 |
17 | 0.082999 | 0.95 | 0.17194 |
18 | 0.107913 | 1.2351 | 0.109497 |
19 | 0.085632 | 0.9801 | 0.16442 |
20 | -0.022343 | -0.2557 | 0.39928 |
21 | -0.095062 | -1.088 | 0.139288 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.305833 | 3.5004 | 0.000318 |
2 | -0.120186 | -1.3756 | 0.085648 |
3 | 0.056088 | 0.642 | 0.261011 |
4 | 0.039147 | 0.4481 | 0.327428 |
5 | 0.06086 | 0.6966 | 0.243652 |
6 | -0.107931 | -1.2353 | 0.109459 |
7 | -0.128089 | -1.466 | 0.072516 |
8 | 0.110562 | 1.2654 | 0.10398 |
9 | -0.023544 | -0.2695 | 0.393995 |
10 | -0.027101 | -0.3102 | 0.378456 |
11 | -0.000213 | -0.0024 | 0.499028 |
12 | -0.12171 | -1.393 | 0.082984 |
13 | -0.003986 | -0.0456 | 0.481842 |
14 | 0.094114 | 1.0772 | 0.141688 |
15 | 0.006328 | 0.0724 | 0.471187 |
16 | -0.00553 | -0.0633 | 0.474812 |
17 | 0.110749 | 1.2676 | 0.103598 |
18 | 0.039775 | 0.4552 | 0.324843 |
19 | -0.010078 | -0.1154 | 0.454171 |
20 | -0.039798 | -0.4555 | 0.32475 |
21 | -0.040505 | -0.4636 | 0.321853 |