Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.339799 | 2.6321 | 0.005387 |
2 | 0.405545 | 3.1413 | 0.001306 |
3 | 0.335794 | 2.601 | 0.005844 |
4 | 0.10923 | 0.8461 | 0.200432 |
5 | 0.174861 | 1.3545 | 0.090333 |
6 | 0.074982 | 0.5808 | 0.281774 |
7 | 0.136148 | 1.0546 | 0.147919 |
8 | 0.046963 | 0.3638 | 0.358654 |
9 | 0.293499 | 2.2734 | 0.013297 |
10 | 0.220223 | 1.7058 | 0.046605 |
11 | 0.162976 | 1.2624 | 0.105844 |
12 | 0.547722 | 4.2426 | 3.9e-05 |
13 | 0.166867 | 1.2925 | 0.100562 |
14 | 0.243099 | 1.883 | 0.032273 |
15 | 0.157599 | 1.2208 | 0.113478 |
16 | -0.065569 | -0.5079 | 0.306694 |
17 | -0.001161 | -0.009 | 0.496426 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.339799 | 2.6321 | 0.005387 |
2 | 0.327947 | 2.5403 | 0.006842 |
3 | 0.166892 | 1.2927 | 0.100528 |
4 | -0.160702 | -1.2448 | 0.109024 |
5 | 0.020878 | 0.1617 | 0.436034 |
6 | -0.000316 | -0.0024 | 0.499028 |
7 | 0.119355 | 0.9245 | 0.17946 |
8 | -0.061948 | -0.4798 | 0.31654 |
9 | 0.310378 | 2.4042 | 0.009657 |
10 | 0.089606 | 0.6941 | 0.245155 |
11 | -0.069431 | -0.5378 | 0.296349 |
12 | 0.435728 | 3.3751 | 0.000649 |
13 | -0.125701 | -0.9737 | 0.167064 |
14 | -0.13848 | -1.0727 | 0.14386 |
15 | -0.086873 | -0.6729 | 0.251792 |
16 | -0.179361 | -1.3893 | 0.084935 |
17 | -0.047908 | -0.3711 | 0.355938 |