Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.530773 | 3.9363 | 0.000117 |
2 | 0.361681 | 2.6823 | 0.004818 |
3 | 0.492013 | 3.6489 | 0.000293 |
4 | 0.428335 | 3.1766 | 0.001222 |
5 | 0.293715 | 2.1782 | 0.016846 |
6 | 0.253013 | 1.8764 | 0.032955 |
7 | 0.093812 | 0.6957 | 0.244765 |
8 | 0.13625 | 1.0105 | 0.158351 |
9 | -0.028809 | -0.2137 | 0.415804 |
10 | -0.242793 | -1.8006 | 0.038625 |
11 | -0.12828 | -0.9514 | 0.172794 |
12 | 0.062062 | 0.4603 | 0.32357 |
13 | -0.212876 | -1.5787 | 0.060067 |
14 | -0.344768 | -2.5569 | 0.006676 |
15 | -0.260041 | -1.9285 | 0.029479 |
16 | -0.2122 | -1.5737 | 0.060644 |
17 | -0.232678 | -1.7256 | 0.045018 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.530773 | 3.9363 | 0.000117 |
2 | 0.111322 | 0.8256 | 0.206303 |
3 | 0.369797 | 2.7425 | 0.004107 |
4 | 0.070316 | 0.5215 | 0.302065 |
5 | -0.017739 | -0.1316 | 0.447907 |
6 | -0.047223 | -0.3502 | 0.363757 |
7 | -0.260674 | -1.9332 | 0.029182 |
8 | 0.093562 | 0.6939 | 0.245341 |
9 | -0.308448 | -2.2875 | 0.013018 |
10 | -0.237351 | -1.7602 | 0.041964 |
11 | 0.079839 | 0.5921 | 0.278104 |
12 | 0.364054 | 2.6999 | 0.004599 |
13 | -0.120541 | -0.894 | 0.18762 |
14 | -0.227984 | -1.6908 | 0.04827 |
15 | -0.12773 | -0.9473 | 0.173822 |
16 | -0.00073 | -0.0054 | 0.497849 |
17 | 0.055475 | 0.4114 | 0.341185 |