Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.420661 | 3.2037 | 0.001103 |
2 | 0.185354 | 1.4116 | 0.081703 |
3 | 0.008089 | 0.0616 | 0.475546 |
4 | -0.173615 | -1.3222 | 0.095643 |
5 | -0.249457 | -1.8998 | 0.031217 |
6 | -0.361662 | -2.7543 | 0.003921 |
7 | -0.207587 | -1.5809 | 0.059665 |
8 | -0.14243 | -1.0847 | 0.141269 |
9 | -0.121996 | -0.9291 | 0.178346 |
10 | -0.002934 | -0.0223 | 0.491126 |
11 | 0.165566 | 1.2609 | 0.106195 |
12 | 0.040571 | 0.309 | 0.379223 |
13 | -7.6e-05 | -6e-04 | 0.49977 |
14 | 0.06488 | 0.4941 | 0.311546 |
15 | 0.014649 | 0.1116 | 0.455777 |
16 | -0.018527 | -0.1411 | 0.44414 |
17 | -0.16041 | -1.2216 | 0.113392 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.420661 | 3.2037 | 0.001103 |
2 | 0.010203 | 0.0777 | 0.469165 |
3 | -0.089165 | -0.6791 | 0.249901 |
4 | -0.181593 | -1.383 | 0.085988 |
5 | -0.128441 | -0.9782 | 0.166024 |
6 | -0.231593 | -1.7638 | 0.041519 |
7 | 0.039357 | 0.2997 | 0.382726 |
8 | -0.06932 | -0.5279 | 0.299783 |
9 | -0.123828 | -0.943 | 0.174785 |
10 | -0.018151 | -0.1382 | 0.445268 |
11 | 0.130281 | 0.9922 | 0.162613 |
12 | -0.224706 | -1.7113 | 0.046184 |
13 | -0.074147 | -0.5647 | 0.287231 |
14 | 0.066553 | 0.5069 | 0.30709 |
15 | -0.072408 | -0.5514 | 0.291725 |
16 | -0.061739 | -0.4702 | 0.319992 |
17 | -0.1547 | -1.1782 | 0.121772 |