Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.260224 | 1.0409 | 0.156699 |
2 | -0.271739 | -1.087 | 0.14658 |
3 | -0.283128 | -1.1325 | 0.137053 |
4 | -0.458498 | -1.834 | 0.042661 |
5 | -0.143195 | -0.5728 | 0.287377 |
6 | 0.123446 | 0.4938 | 0.314084 |
7 | 0.153037 | 0.6121 | 0.27452 |
8 | 0.303941 | 1.2158 | 0.120855 |
9 | 0.057862 | 0.2314 | 0.40995 |
10 | -0.163055 | -0.6522 | 0.26176 |
11 | -0.104181 | -0.4167 | 0.341209 |
12 | -0.041186 | -0.1647 | 0.435604 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.260224 | 1.0409 | 0.156699 |
2 | -0.364112 | -1.4564 | 0.082306 |
3 | -0.113663 | -0.4547 | 0.327734 |
4 | -0.536325 | -2.1453 | 0.023811 |
5 | -0.024296 | -0.0972 | 0.461894 |
6 | -0.343894 | -1.3756 | 0.093953 |
7 | -0.079109 | -0.3164 | 0.377882 |
8 | -0.059754 | -0.239 | 0.407063 |
9 | -0.214958 | -0.8598 | 0.201291 |
10 | -0.117203 | -0.4688 | 0.322764 |
11 | -0.178454 | -0.7138 | 0.242812 |
12 | 0.071052 | 0.2842 | 0.389948 |