Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.509969 | 3.9502 | 0.000104 |
2 | 0.097421 | 0.7546 | 0.226713 |
3 | -0.012413 | -0.0962 | 0.46186 |
4 | 0.015184 | 0.1176 | 0.453382 |
5 | 0.065753 | 0.5093 | 0.306198 |
6 | 0.175137 | 1.3566 | 0.089995 |
7 | 0.121471 | 0.9409 | 0.175261 |
8 | -0.030507 | -0.2363 | 0.406999 |
9 | -0.104467 | -0.8092 | 0.210799 |
10 | 0.04036 | 0.3126 | 0.377823 |
11 | 0.296111 | 2.2937 | 0.012664 |
12 | 0.548265 | 4.2468 | 3.8e-05 |
13 | 0.326629 | 2.5301 | 0.007024 |
14 | 0.023016 | 0.1783 | 0.429552 |
15 | -0.1169 | -0.9055 | 0.184411 |
16 | -0.051444 | -0.3985 | 0.345844 |
17 | -0.029327 | -0.2272 | 0.410532 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.509969 | 3.9502 | 0.000104 |
2 | -0.219814 | -1.7027 | 0.046903 |
3 | 0.055501 | 0.4299 | 0.334402 |
4 | 0.027823 | 0.2155 | 0.415048 |
5 | 0.05018 | 0.3887 | 0.349441 |
6 | 0.161247 | 1.249 | 0.108255 |
7 | -0.071505 | -0.5539 | 0.290862 |
8 | -0.075846 | -0.5875 | 0.279536 |
9 | -0.032553 | -0.2522 | 0.400892 |
10 | 0.161943 | 1.2544 | 0.10728 |
11 | 0.267647 | 2.0732 | 0.021229 |
12 | 0.382208 | 2.9606 | 0.002196 |
13 | -0.183385 | -1.4205 | 0.08032 |
14 | -0.069067 | -0.535 | 0.297317 |
15 | -0.101108 | -0.7832 | 0.2183 |
16 | 0.0412 | 0.3191 | 0.375367 |
17 | -0.125131 | -0.9693 | 0.168154 |