Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.291221 | 2.2931 | 0.012624 |
2 | -0.058352 | -0.4595 | 0.323753 |
3 | 0.25789 | 2.0306 | 0.023294 |
4 | 0.23326 | 1.8367 | 0.035525 |
5 | 0.006322 | 0.0498 | 0.48023 |
6 | -0.042287 | -0.333 | 0.370141 |
7 | 0.011193 | 0.0881 | 0.465028 |
8 | -0.009674 | -0.0762 | 0.469763 |
9 | 0.004343 | 0.0342 | 0.486414 |
10 | -0.023823 | -0.1876 | 0.425908 |
11 | -0.023404 | -0.1843 | 0.427196 |
12 | 0.154484 | 1.2164 | 0.114221 |
13 | -0.021476 | -0.1691 | 0.433132 |
14 | -0.053539 | -0.4216 | 0.3374 |
15 | 0.174537 | 1.3743 | 0.087147 |
16 | 0.168213 | 1.3245 | 0.095097 |
17 | 0.004091 | 0.0322 | 0.487202 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.291221 | 2.2931 | 0.012624 |
2 | -0.156429 | -1.2317 | 0.111352 |
3 | 0.361894 | 2.8496 | 0.002968 |
4 | 0.013119 | 0.1033 | 0.45903 |
5 | 0.004504 | 0.0355 | 0.485911 |
6 | -0.094451 | -0.7437 | 0.22993 |
7 | -0.036806 | -0.2898 | 0.386464 |
8 | -0.038992 | -0.307 | 0.379929 |
9 | 0.06581 | 0.5182 | 0.303085 |
10 | -0.036493 | -0.2873 | 0.387404 |
11 | 0.033682 | 0.2652 | 0.395863 |
12 | 0.176257 | 1.3879 | 0.085075 |
13 | -0.181014 | -1.4253 | 0.079542 |
14 | 0.106352 | 0.8374 | 0.202788 |
15 | 0.066103 | 0.5205 | 0.302285 |
16 | 0.093218 | 0.734 | 0.232858 |
17 | -0.009766 | -0.0769 | 0.469475 |