Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.311112 | 2.4099 | 0.009521 |
2 | 0.222003 | 1.7196 | 0.045328 |
3 | 0.283437 | 2.1955 | 0.016003 |
4 | 0.059262 | 0.459 | 0.32393 |
5 | 0.187995 | 1.4562 | 0.075275 |
6 | 0.312276 | 2.4189 | 0.009309 |
7 | 0.133006 | 1.0303 | 0.153512 |
8 | 0.396182 | 3.0688 | 0.001612 |
9 | 0.219589 | 1.7009 | 0.047067 |
10 | 0.085028 | 0.6586 | 0.256329 |
11 | 0.210231 | 1.6284 | 0.054336 |
12 | -0.101466 | -0.786 | 0.217494 |
13 | -0.123252 | -0.9547 | 0.171778 |
14 | 0.179642 | 1.3915 | 0.084606 |
15 | 0.038103 | 0.2951 | 0.384452 |
16 | 0.030582 | 0.2369 | 0.406776 |
17 | 0.118606 | 0.9187 | 0.18096 |
18 | -0.021431 | -0.166 | 0.434355 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.311112 | 2.4099 | 0.009521 |
2 | 0.13863 | 1.0738 | 0.1436 |
3 | 0.204114 | 1.5811 | 0.059561 |
4 | -0.106967 | -0.8286 | 0.205318 |
5 | 0.15304 | 1.1854 | 0.120258 |
6 | 0.220286 | 1.7063 | 0.046559 |
7 | -0.017695 | -0.1371 | 0.445718 |
8 | 0.310334 | 2.4038 | 0.009665 |
9 | -0.056271 | -0.4359 | 0.332246 |
10 | -0.020809 | -0.1612 | 0.436243 |
11 | 0.027955 | 0.2165 | 0.41465 |
12 | -0.297057 | -2.301 | 0.012441 |
13 | -0.156322 | -1.2109 | 0.115348 |
14 | 0.108152 | 0.8377 | 0.202751 |
15 | 0.029073 | 0.2252 | 0.411296 |
16 | -0.133037 | -1.0305 | 0.153456 |
17 | 0.026471 | 0.205 | 0.419117 |
18 | 0.101001 | 0.7823 | 0.218544 |