Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.262275 | 2.0316 | 0.023316 |
2 | -0.312024 | -2.4169 | 0.009355 |
3 | -0.344637 | -2.6695 | 0.004879 |
4 | -0.210416 | -1.6299 | 0.054184 |
5 | 0.116471 | 0.9022 | 0.185285 |
6 | 0.293228 | 2.2713 | 0.013364 |
7 | 0.138137 | 1.07 | 0.144452 |
8 | -0.150183 | -1.1633 | 0.124655 |
9 | -0.304596 | -2.3594 | 0.010788 |
10 | -0.303488 | -2.3508 | 0.011018 |
11 | 0.216295 | 1.6754 | 0.049529 |
12 | 0.707335 | 5.479 | 0 |
13 | 0.130437 | 1.0104 | 0.158189 |
14 | -0.295308 | -2.2874 | 0.012855 |
15 | -0.255187 | -1.9767 | 0.02634 |
16 | -0.167141 | -1.2947 | 0.100198 |
17 | 0.10845 | 0.8401 | 0.202107 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.262275 | 2.0316 | 0.023316 |
2 | -0.408943 | -3.1677 | 0.001209 |
3 | -0.157424 | -1.2194 | 0.113732 |
4 | -0.229298 | -1.7761 | 0.040391 |
5 | 0.080011 | 0.6198 | 0.268881 |
6 | 0.074443 | 0.5766 | 0.283172 |
7 | 0.022223 | 0.1721 | 0.431953 |
8 | -0.101106 | -0.7832 | 0.218305 |
9 | -0.147324 | -1.1412 | 0.129167 |
10 | -0.277726 | -2.1513 | 0.017746 |
11 | 0.267011 | 2.0683 | 0.021467 |
12 | 0.512928 | 3.9731 | 9.6e-05 |
13 | -0.269329 | -2.0862 | 0.020609 |
14 | 0.03066 | 0.2375 | 0.406542 |
15 | 0.14381 | 1.1139 | 0.134872 |
16 | -0.037819 | -0.2929 | 0.385288 |
17 | -0.015815 | -0.1225 | 0.451456 |