Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.344695 | 2.4616 | 0.008627 |
2 | 0.368547 | 2.6319 | 0.005602 |
3 | 0.37655 | 2.6891 | 0.004828 |
4 | 0.359658 | 2.5685 | 0.006593 |
5 | 0.231763 | 1.6551 | 0.052021 |
6 | 0.250325 | 1.7877 | 0.039885 |
7 | 0.168254 | 1.2016 | 0.117539 |
8 | 0.136814 | 0.977 | 0.166579 |
9 | -0.0077 | -0.055 | 0.478182 |
10 | 0.112727 | 0.805 | 0.212269 |
11 | 0.009978 | 0.0713 | 0.471736 |
12 | -0.03838 | -0.2741 | 0.392561 |
13 | -0.218716 | -1.5619 | 0.062243 |
14 | -0.134466 | -0.9603 | 0.170722 |
15 | -0.106811 | -0.7628 | 0.224554 |
16 | -0.210388 | -1.5025 | 0.069571 |
17 | -0.242277 | -1.7302 | 0.044821 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.344695 | 2.4616 | 0.008627 |
2 | 0.283404 | 2.0239 | 0.024117 |
3 | 0.231769 | 1.6552 | 0.052017 |
4 | 0.167096 | 1.1933 | 0.119136 |
5 | -0.029914 | -0.2136 | 0.415843 |
6 | 0.020642 | 0.1474 | 0.441692 |
7 | -0.059119 | -0.4222 | 0.33733 |
8 | -0.042751 | -0.3053 | 0.38069 |
9 | -0.177674 | -1.2688 | 0.105129 |
10 | 0.068005 | 0.4857 | 0.314647 |
11 | -0.023402 | -0.1671 | 0.433966 |
12 | -0.050424 | -0.3601 | 0.360129 |
13 | -0.260696 | -1.8617 | 0.034203 |
14 | -0.084049 | -0.6002 | 0.275505 |
15 | 0.084155 | 0.601 | 0.275256 |
16 | -0.053129 | -0.3794 | 0.352976 |
17 | -0.064682 | -0.4619 | 0.32305 |