Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.236614 | 1.5516 | 0.064046 |
2 | 0.348661 | 2.2863 | 0.013611 |
3 | -0.079287 | -0.5199 | 0.302892 |
4 | -0.087765 | -0.5755 | 0.283971 |
5 | -0.058358 | -0.3827 | 0.351922 |
6 | -0.31202 | -2.0461 | 0.023449 |
7 | -0.232719 | -1.526 | 0.067162 |
8 | -0.344635 | -2.2599 | 0.014474 |
9 | -0.075767 | -0.4968 | 0.310916 |
10 | -0.271214 | -1.7785 | 0.041199 |
11 | -0.021867 | -0.1434 | 0.443326 |
12 | -0.158825 | -1.0415 | 0.151736 |
13 | 0.201709 | 1.3227 | 0.096465 |
14 | 0.223807 | 1.4676 | 0.074745 |
15 | 0.24154 | 1.5839 | 0.060274 |
16 | 0.258012 | 1.6919 | 0.04895 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.236614 | 1.5516 | 0.064046 |
2 | 0.310033 | 2.033 | 0.024127 |
3 | -0.245602 | -1.6105 | 0.057301 |
4 | -0.165561 | -1.0857 | 0.141841 |
5 | 0.131347 | 0.8613 | 0.196925 |
6 | -0.320725 | -2.1031 | 0.020672 |
7 | -0.229446 | -1.5046 | 0.069871 |
8 | -0.051954 | -0.3407 | 0.367499 |
9 | 0.091441 | 0.5996 | 0.275953 |
10 | -0.395909 | -2.5961 | 0.006425 |
11 | -0.0293 | -0.1921 | 0.424272 |
12 | -0.025999 | -0.1705 | 0.432715 |
13 | 0.118762 | 0.7788 | 0.220188 |
14 | 0.020257 | 0.1328 | 0.447473 |
15 | 0.016926 | 0.111 | 0.456069 |
16 | 0.037803 | 0.2479 | 0.4027 |