Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.279509 | 2.054 | 0.022417 |
2 | 0.047875 | 0.3518 | 0.363177 |
3 | 0.096586 | 0.7098 | 0.240454 |
4 | 0.317913 | 2.3362 | 0.011612 |
5 | 0.306247 | 2.2504 | 0.014258 |
6 | 0.145346 | 1.0681 | 0.14512 |
7 | -0.161168 | -1.1843 | 0.120733 |
8 | -0.046902 | -0.3447 | 0.365845 |
9 | 0.091307 | 0.671 | 0.252551 |
10 | 0.031688 | 0.2329 | 0.408376 |
11 | 9.4e-05 | 7e-04 | 0.499726 |
12 | -0.392368 | -2.8833 | 0.00282 |
13 | -0.185443 | -1.3627 | 0.089314 |
14 | 0.065422 | 0.4808 | 0.316317 |
15 | -0.03479 | -0.2557 | 0.399594 |
16 | -0.19849 | -1.4586 | 0.075234 |
17 | -0.220274 | -1.6187 | 0.055672 |
18 | -0.193864 | -1.4246 | 0.080013 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.279509 | 2.054 | 0.022417 |
2 | -0.032815 | -0.2411 | 0.405181 |
3 | 0.099836 | 0.7336 | 0.23317 |
4 | 0.290401 | 2.134 | 0.0187 |
5 | 0.173668 | 1.2762 | 0.103674 |
6 | 0.040202 | 0.2954 | 0.384402 |
7 | -0.276751 | -2.0337 | 0.023454 |
8 | -0.080467 | -0.5913 | 0.278391 |
9 | -0.030562 | -0.2246 | 0.411574 |
10 | -0.07395 | -0.5434 | 0.294539 |
11 | 0.124518 | 0.915 | 0.182126 |
12 | -0.396048 | -2.9103 | 0.002618 |
13 | 0.051474 | 0.3783 | 0.353362 |
14 | 0.096162 | 0.7066 | 0.241414 |
15 | -0.097579 | -0.7171 | 0.238216 |
16 | 0.088568 | 0.6508 | 0.258954 |
17 | -0.09034 | -0.6639 | 0.254803 |
18 | -0.052876 | -0.3886 | 0.349566 |