Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.478439 | 3.675 | 0.000258 |
2 | 0.419347 | 3.2211 | 0.00104 |
3 | 0.177115 | 1.3604 | 0.089432 |
4 | 0.056814 | 0.4364 | 0.332072 |
5 | -0.07393 | -0.5679 | 0.286141 |
6 | -0.163974 | -1.2595 | 0.106403 |
7 | -0.095281 | -0.7319 | 0.233574 |
8 | -0.035692 | -0.2742 | 0.392462 |
9 | -0.053276 | -0.4092 | 0.341929 |
10 | 0.094824 | 0.7284 | 0.234638 |
11 | 0.047867 | 0.3677 | 0.357217 |
12 | 0.269017 | 2.0664 | 0.021597 |
13 | 0.117818 | 0.905 | 0.18458 |
14 | 0.083205 | 0.6391 | 0.262612 |
15 | 0.022814 | 0.1752 | 0.430747 |
16 | -0.102889 | -0.7903 | 0.216258 |
17 | -0.179754 | -1.3807 | 0.086287 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.478439 | 3.675 | 0.000258 |
2 | 0.246977 | 1.8971 | 0.031358 |
3 | -0.127239 | -0.9773 | 0.166194 |
4 | -0.104555 | -0.8031 | 0.212569 |
5 | -0.094395 | -0.7251 | 0.235641 |
6 | -0.101305 | -0.7781 | 0.219799 |
7 | 0.099542 | 0.7646 | 0.22378 |
8 | 0.107887 | 0.8287 | 0.205307 |
9 | -0.089999 | -0.6913 | 0.246045 |
10 | 0.129407 | 0.994 | 0.162142 |
11 | -0.040414 | -0.3104 | 0.378665 |
12 | 0.248361 | 1.9077 | 0.030651 |
13 | -0.092254 | -0.7086 | 0.240677 |
14 | -0.136475 | -1.0483 | 0.149391 |
15 | -0.003267 | -0.0251 | 0.490031 |
16 | -0.104562 | -0.8032 | 0.212554 |
17 | -0.08625 | -0.6625 | 0.255117 |