Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.177423 | 1.2292 | 0.11249 |
2 | 0.273771 | 1.8967 | 0.031944 |
3 | 0.35698 | 2.4732 | 0.008491 |
4 | 0.161643 | 1.1199 | 0.134166 |
5 | 0.100506 | 0.6963 | 0.244791 |
6 | 0.205981 | 1.4271 | 0.080015 |
7 | -0.013541 | -0.0938 | 0.462824 |
8 | 0.062612 | 0.4338 | 0.333193 |
9 | 0.014524 | 0.1006 | 0.460133 |
10 | -0.161139 | -1.1164 | 0.134904 |
11 | 0.104638 | 0.725 | 0.236001 |
12 | -0.20817 | -1.4422 | 0.077864 |
13 | -0.131549 | -0.9114 | 0.183319 |
14 | -0.017053 | -0.1182 | 0.453221 |
15 | -0.093983 | -0.6511 | 0.259033 |
16 | -0.131727 | -0.9126 | 0.182998 |
17 | -0.026399 | -0.1829 | 0.427824 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.177423 | 1.2292 | 0.11249 |
2 | 0.250167 | 1.7332 | 0.04474 |
3 | 0.304186 | 2.1075 | 0.020163 |
4 | 0.036336 | 0.2517 | 0.401158 |
5 | -0.082895 | -0.5743 | 0.284218 |
6 | 0.066379 | 0.4599 | 0.323836 |
7 | -0.113783 | -0.7883 | 0.217196 |
8 | 0.001812 | 0.0126 | 0.495018 |
9 | -0.048978 | -0.3393 | 0.367921 |
10 | -0.182789 | -1.2664 | 0.105741 |
11 | 0.171505 | 1.1882 | 0.120296 |
12 | -0.212144 | -1.4698 | 0.074073 |
13 | -0.0284 | -0.1968 | 0.422422 |
14 | 0.039506 | 0.2737 | 0.392742 |
15 | 0.039766 | 0.2755 | 0.392054 |
16 | 0.010952 | 0.0759 | 0.469915 |
17 | -0.079122 | -0.5482 | 0.293056 |