Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.326232 | 2.1884 | 0.016935 |
2 | 0.026761 | 0.1795 | 0.429169 |
3 | 0.03268 | 0.2192 | 0.413734 |
4 | -0.013486 | -0.0905 | 0.464158 |
5 | 0.300418 | 2.0153 | 0.024937 |
6 | 0.135784 | 0.9109 | 0.183609 |
7 | -0.32291 | -2.1661 | 0.017818 |
8 | -0.226171 | -1.5172 | 0.068105 |
9 | -0.060232 | -0.404 | 0.344047 |
10 | -0.014244 | -0.0956 | 0.46215 |
11 | 0.022023 | 0.1477 | 0.441606 |
12 | -0.408123 | -2.7378 | 0.004414 |
13 | -0.324703 | -2.1782 | 0.017336 |
14 | -0.030806 | -0.2067 | 0.418608 |
15 | 0.12314 | 0.826 | 0.206568 |
16 | 0.177148 | 1.1883 | 0.120466 |
17 | -0.060111 | -0.4032 | 0.344342 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.326232 | 2.1884 | 0.016935 |
2 | -0.089155 | -0.5981 | 0.276396 |
3 | 0.058949 | 0.3954 | 0.347193 |
4 | -0.04704 | -0.3156 | 0.376901 |
5 | 0.365767 | 2.4536 | 0.009039 |
6 | -0.129451 | -0.8684 | 0.194896 |
7 | -0.388471 | -2.6059 | 0.006189 |
8 | -0.01275 | -0.0855 | 0.466111 |
9 | 0.120641 | 0.8093 | 0.211304 |
10 | -0.117751 | -0.7899 | 0.216866 |
11 | -0.09004 | -0.604 | 0.274435 |
12 | -0.316465 | -2.1229 | 0.019648 |
13 | 0.121331 | 0.8139 | 0.20999 |
14 | -0.037988 | -0.2548 | 0.400007 |
15 | 0.156745 | 1.0515 | 0.149327 |
16 | 0.029896 | 0.2006 | 0.420977 |
17 | 0.013748 | 0.0922 | 0.463464 |