Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.516585 | 3.9001 | 0.000128 |
2 | 0.363097 | 2.7413 | 0.00408 |
3 | 0.509559 | 3.8471 | 0.000152 |
4 | 0.416402 | 3.1438 | 0.001324 |
5 | 0.281023 | 2.1217 | 0.019112 |
6 | 0.268144 | 2.0244 | 0.02381 |
7 | 0.08489 | 0.6409 | 0.262076 |
8 | 0.10237 | 0.7729 | 0.221395 |
9 | -0.048526 | -0.3664 | 0.357724 |
10 | -0.243074 | -1.8352 | 0.03585 |
11 | -0.144031 | -1.0874 | 0.140716 |
12 | 0.054738 | 0.4133 | 0.340482 |
13 | -0.249805 | -1.886 | 0.032198 |
14 | -0.357951 | -2.7025 | 0.004526 |
15 | -0.260844 | -1.9693 | 0.026892 |
16 | -0.234957 | -1.7739 | 0.040712 |
17 | -0.249183 | -1.8813 | 0.032521 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.516585 | 3.9001 | 0.000128 |
2 | 0.131267 | 0.991 | 0.162927 |
3 | 0.38695 | 2.9214 | 0.002493 |
4 | 0.047508 | 0.3587 | 0.360581 |
5 | -0.023963 | -0.1809 | 0.428539 |
6 | -0.034266 | -0.2587 | 0.398397 |
7 | -0.284141 | -2.1452 | 0.018105 |
8 | 0.054256 | 0.4096 | 0.341809 |
9 | -0.31051 | -2.3443 | 0.011286 |
10 | -0.218568 | -1.6502 | 0.052206 |
11 | 0.056389 | 0.4257 | 0.335956 |
12 | 0.420688 | 3.1761 | 0.001205 |
13 | -0.134714 | -1.0171 | 0.15671 |
14 | -0.210695 | -1.5907 | 0.058603 |
15 | -0.202957 | -1.5323 | 0.065491 |
16 | -0.018353 | -0.1386 | 0.445142 |
17 | 0.085872 | 0.6483 | 0.25969 |