Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.33367 | 2.5846 | 0.0061 |
2 | 0.148125 | 1.1474 | 0.127891 |
3 | 0.037858 | 0.2932 | 0.385172 |
4 | -0.195877 | -1.5173 | 0.067226 |
5 | -0.365484 | -2.831 | 0.003152 |
6 | -0.565263 | -4.3785 | 2.4e-05 |
7 | -0.393652 | -3.0492 | 0.001706 |
8 | -0.231438 | -1.7927 | 0.03903 |
9 | -0.019435 | -0.1505 | 0.44042 |
10 | 0.101469 | 0.786 | 0.217488 |
11 | 0.319608 | 2.4757 | 0.008069 |
12 | 0.686578 | 5.3182 | 1e-06 |
13 | 0.297152 | 2.3017 | 0.012419 |
14 | 0.169604 | 1.3137 | 0.096967 |
15 | 0.075551 | 0.5852 | 0.280298 |
16 | -0.077209 | -0.5981 | 0.276026 |
17 | -0.268161 | -2.0772 | 0.021038 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.33367 | 2.5846 | 0.0061 |
2 | 0.041398 | 0.3207 | 0.374787 |
3 | -0.026303 | -0.2037 | 0.419624 |
4 | -0.233078 | -1.8054 | 0.038014 |
5 | -0.280972 | -2.1764 | 0.016736 |
6 | -0.449056 | -3.4784 | 0.000473 |
7 | -0.198886 | -1.5406 | 0.06434 |
8 | -0.147075 | -1.1392 | 0.129567 |
9 | 0.000251 | 0.0019 | 0.499227 |
10 | -0.121914 | -0.9443 | 0.174391 |
11 | 0.018207 | 0.141 | 0.444158 |
12 | 0.455462 | 3.528 | 0.000405 |
13 | -0.112279 | -0.8697 | 0.193963 |
14 | -0.067449 | -0.5225 | 0.301639 |
15 | -0.010423 | -0.0807 | 0.467961 |
16 | 0.128887 | 0.9984 | 0.161059 |
17 | 0.073993 | 0.5731 | 0.284344 |