Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.10433 | 0.7152 | 0.238996 |
2 | 0.259034 | 1.7758 | 0.041116 |
3 | 0.270825 | 1.8567 | 0.034815 |
4 | 0.250403 | 1.7167 | 0.046312 |
5 | 0.187696 | 1.2868 | 0.102237 |
6 | 0.034221 | 0.2346 | 0.407767 |
7 | 0.018322 | 0.1256 | 0.45029 |
8 | 0.101258 | 0.6942 | 0.24549 |
9 | 0.011592 | 0.0795 | 0.468498 |
10 | 0.10551 | 0.7233 | 0.236528 |
11 | -0.002928 | -0.0201 | 0.492035 |
12 | -0.005246 | -0.036 | 0.485731 |
13 | -0.030627 | -0.21 | 0.4173 |
14 | 0.013404 | 0.0919 | 0.463586 |
15 | 0.065485 | 0.4489 | 0.327769 |
16 | -0.067201 | -0.4607 | 0.323567 |
17 | -0.009536 | -0.0654 | 0.474076 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.10433 | 0.7152 | 0.238996 |
2 | 0.25088 | 1.7199 | 0.046011 |
3 | 0.242115 | 1.6599 | 0.051801 |
4 | 0.183767 | 1.2598 | 0.106973 |
5 | 0.073709 | 0.5053 | 0.307846 |
6 | -0.140596 | -0.9639 | 0.17002 |
7 | -0.17255 | -1.1829 | 0.121391 |
8 | 0.005759 | 0.0395 | 0.484338 |
9 | 0.018062 | 0.1238 | 0.450991 |
10 | 0.168991 | 1.1585 | 0.126248 |
11 | 0.046904 | 0.3216 | 0.374607 |
12 | -0.069137 | -0.474 | 0.318854 |
13 | -0.160083 | -1.0975 | 0.139012 |
14 | -0.062944 | -0.4315 | 0.33403 |
15 | 0.121707 | 0.8344 | 0.204143 |
16 | 0.047917 | 0.3285 | 0.371996 |
17 | 0.051246 | 0.3513 | 0.363458 |