Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.246774 | 1.8631 | 0.033802 |
2 | -0.051665 | -0.3901 | 0.348972 |
3 | 0.067663 | 0.5108 | 0.305717 |
4 | -0.055001 | -0.4152 | 0.33976 |
5 | 0.232968 | 1.7589 | 0.041983 |
6 | 0.197446 | 1.4907 | 0.070779 |
7 | -0.264446 | -1.9965 | 0.025331 |
8 | -0.186958 | -1.4115 | 0.081766 |
9 | -0.017229 | -0.1301 | 0.448482 |
10 | -0.084249 | -0.6361 | 0.26364 |
11 | 0.039767 | 0.3002 | 0.382547 |
12 | -0.164394 | -1.2412 | 0.109817 |
13 | -0.314141 | -2.3717 | 0.010553 |
14 | -0.027717 | -0.2093 | 0.417496 |
15 | 0.127645 | 0.9637 | 0.169635 |
16 | 0.116747 | 0.8814 | 0.190897 |
17 | 0.046475 | 0.3509 | 0.363486 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.246774 | 1.8631 | 0.033802 |
2 | -0.119862 | -0.9049 | 0.184654 |
3 | 0.120482 | 0.9096 | 0.183427 |
4 | -0.123136 | -0.9297 | 0.178235 |
5 | 0.333813 | 2.5202 | 0.007276 |
6 | -0.005176 | -0.0391 | 0.484483 |
7 | -0.294409 | -2.2227 | 0.015108 |
8 | -0.074415 | -0.5618 | 0.28822 |
9 | 0.046266 | 0.3493 | 0.364077 |
10 | -0.109227 | -0.8246 | 0.206506 |
11 | -0.012277 | -0.0927 | 0.463237 |
12 | -0.14358 | -1.084 | 0.141464 |
13 | -0.075973 | -0.5736 | 0.284253 |
14 | -0.000727 | -0.0055 | 0.49782 |
15 | 0.145112 | 1.0956 | 0.138936 |
16 | 0.088094 | 0.6651 | 0.254335 |
17 | -0.025435 | -0.192 | 0.424199 |