Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.270067 | 2.2106 | 0.015241 |
2 | 0.253769 | 2.0772 | 0.02081 |
3 | 0.311216 | 2.5474 | 0.006577 |
4 | 0.165965 | 1.3585 | 0.089434 |
5 | 0.306561 | 2.5093 | 0.00726 |
6 | 0.165432 | 1.3541 | 0.090124 |
7 | 0.10564 | 0.8647 | 0.195145 |
8 | 0.124632 | 1.0202 | 0.155662 |
9 | 0.238123 | 1.9491 | 0.027734 |
10 | 0.156479 | 1.2808 | 0.102334 |
11 | 0.143567 | 1.1752 | 0.122047 |
12 | 0.312007 | 2.5539 | 0.006467 |
13 | 0.12979 | 1.0624 | 0.14594 |
14 | 0.175191 | 1.434 | 0.078111 |
15 | 0.063024 | 0.5159 | 0.303819 |
16 | -0.039548 | -0.3237 | 0.373582 |
17 | 0.0374 | 0.3061 | 0.380227 |
18 | -0.061555 | -0.5038 | 0.308011 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.270067 | 2.2106 | 0.015241 |
2 | 0.19506 | 1.5966 | 0.057526 |
3 | 0.228047 | 1.8666 | 0.033164 |
4 | 0.016142 | 0.1321 | 0.447641 |
5 | 0.203986 | 1.6697 | 0.049823 |
6 | -0.016059 | -0.1314 | 0.447907 |
7 | -0.034562 | -0.2829 | 0.389063 |
8 | -0.028519 | -0.2334 | 0.408065 |
9 | 0.194587 | 1.5928 | 0.05796 |
10 | 0.010343 | 0.0847 | 0.46639 |
11 | 0.032406 | 0.2653 | 0.395814 |
12 | 0.221141 | 1.8101 | 0.037381 |
13 | -0.027491 | -0.225 | 0.411323 |
14 | -0.023888 | -0.1955 | 0.422784 |
15 | -0.154102 | -1.2614 | 0.105773 |
16 | -0.132419 | -1.0839 | 0.141149 |
17 | -0.101342 | -0.8295 | 0.204878 |
18 | -0.106878 | -0.8748 | 0.192394 |