Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.464025 | 3.7982 | 0.000158 |
2 | 0.385198 | 3.153 | 0.001209 |
3 | 0.4519 | 3.699 | 0.000219 |
4 | 0.219182 | 1.7941 | 0.038656 |
5 | 0.155774 | 1.2751 | 0.103345 |
6 | 0.184602 | 1.511 | 0.067741 |
7 | 0.201247 | 1.6473 | 0.052091 |
8 | 0.196596 | 1.6092 | 0.056136 |
9 | 0.25454 | 2.0835 | 0.020512 |
10 | 0.221184 | 1.8105 | 0.037353 |
11 | 0.022918 | 0.1876 | 0.425883 |
12 | 0.171673 | 1.4052 | 0.08229 |
13 | 0.040854 | 0.3344 | 0.36956 |
14 | -0.030198 | -0.2472 | 0.402763 |
15 | -0.007411 | -0.0607 | 0.475903 |
16 | -0.022898 | -0.1874 | 0.425946 |
17 | -0.010381 | -0.085 | 0.466267 |
18 | 0.024563 | 0.2011 | 0.420633 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.464025 | 3.7982 | 0.000158 |
2 | 0.216494 | 1.7721 | 0.040464 |
3 | 0.282653 | 2.3136 | 0.011883 |
4 | -0.134313 | -1.0994 | 0.137765 |
5 | -0.058184 | -0.4763 | 0.31772 |
6 | 0.032724 | 0.2679 | 0.394816 |
7 | 0.165189 | 1.3521 | 0.09044 |
8 | 0.091197 | 0.7465 | 0.228994 |
9 | 0.107277 | 0.8781 | 0.191514 |
10 | -0.034426 | -0.2818 | 0.389486 |
11 | -0.277455 | -2.2711 | 0.013181 |
12 | 0.144115 | 1.1796 | 0.121159 |
13 | -0.073212 | -0.5993 | 0.275507 |
14 | 0.052968 | 0.4336 | 0.332999 |
15 | -0.138692 | -1.1352 | 0.13016 |
16 | -0.015639 | -0.128 | 0.449262 |
17 | 6e-05 | 5e-04 | 0.499806 |
18 | 0.103539 | 0.8475 | 0.199865 |