Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.26661 | 2.1985 | 0.015659 |
2 | 0.033653 | 0.2775 | 0.391116 |
3 | 0.197655 | 1.6299 | 0.053873 |
4 | 0.121119 | 0.9988 | 0.160723 |
5 | 0.359711 | 2.9663 | 0.002078 |
6 | 0.419511 | 3.4594 | 0.00047 |
7 | 0.270282 | 2.2288 | 0.014568 |
8 | 0.082996 | 0.6844 | 0.248024 |
9 | 0.046117 | 0.3803 | 0.352459 |
10 | -0.131488 | -1.0843 | 0.141035 |
11 | 0.10252 | 0.8454 | 0.200426 |
12 | 0.530372 | 4.3736 | 2.1e-05 |
13 | 0.024833 | 0.2048 | 0.419179 |
14 | -0.202743 | -1.6719 | 0.049574 |
15 | -0.143557 | -1.1838 | 0.120306 |
16 | -0.099368 | -0.8194 | 0.207708 |
17 | 0.082206 | 0.6779 | 0.250071 |
18 | 0.060175 | 0.4962 | 0.31067 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.26661 | 2.1985 | 0.015659 |
2 | -0.040292 | -0.3323 | 0.370359 |
3 | 0.214645 | 1.77 | 0.040604 |
4 | 0.01212 | 0.0999 | 0.460341 |
5 | 0.378202 | 3.1187 | 0.001332 |
6 | 0.256046 | 2.1114 | 0.019208 |
7 | 0.223292 | 1.8413 | 0.034969 |
8 | -0.075838 | -0.6254 | 0.26691 |
9 | -0.056518 | -0.4661 | 0.321332 |
10 | -0.495224 | -4.0837 | 6e-05 |
11 | -0.133528 | -1.1011 | 0.137368 |
12 | 0.35031 | 2.8887 | 0.002592 |
13 | -0.141596 | -1.1676 | 0.123518 |
14 | -0.198656 | -1.6382 | 0.053004 |
15 | -0.184667 | -1.5228 | 0.066222 |
16 | 0.134988 | 1.1131 | 0.134784 |
17 | 0.022364 | 0.1844 | 0.427118 |
18 | -0.086967 | -0.7171 | 0.23787 |