Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.30901 | 3.3709 | 0.000505 |
2 | -0.026088 | -0.2846 | 0.388229 |
3 | 0.028875 | 0.315 | 0.376661 |
4 | 0.072783 | 0.794 | 0.214397 |
5 | 0.011891 | 0.1297 | 0.448507 |
6 | -0.102897 | -1.1225 | 0.13196 |
7 | -0.16884 | -1.8418 | 0.033995 |
8 | -0.09068 | -0.9892 | 0.162285 |
9 | -0.019811 | -0.2161 | 0.414634 |
10 | -0.047109 | -0.5139 | 0.304139 |
11 | -0.028031 | -0.3058 | 0.380154 |
12 | -0.107713 | -1.175 | 0.121168 |
13 | -0.074664 | -0.8145 | 0.208497 |
14 | 0.018395 | 0.2007 | 0.420651 |
15 | 0.069472 | 0.7578 | 0.225021 |
16 | 0.068779 | 0.7503 | 0.22728 |
17 | 0.092505 | 1.0091 | 0.157485 |
18 | 0.130479 | 1.4234 | 0.078625 |
19 | 0.18973 | 2.0697 | 0.020322 |
20 | 0.047175 | 0.5146 | 0.303889 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.30901 | 3.3709 | 0.000505 |
2 | -0.134409 | -1.4662 | 0.072612 |
3 | 0.08957 | 0.9771 | 0.165253 |
4 | 0.034402 | 0.3753 | 0.354059 |
5 | -0.020763 | -0.2265 | 0.410603 |
6 | -0.102619 | -1.1194 | 0.132603 |
7 | -0.12028 | -1.3121 | 0.096006 |
8 | -0.018501 | -0.2018 | 0.420201 |
9 | -0.001978 | -0.0216 | 0.491408 |
10 | -0.033025 | -0.3603 | 0.359645 |
11 | 0.021012 | 0.2292 | 0.409549 |
12 | -0.130127 | -1.4195 | 0.079181 |
13 | -0.02311 | -0.2521 | 0.400699 |
14 | 0.010693 | 0.1166 | 0.453668 |
15 | 0.051936 | 0.5666 | 0.286041 |
16 | 0.049832 | 0.5436 | 0.293865 |
17 | 0.072392 | 0.7897 | 0.215636 |
18 | 0.076202 | 0.8313 | 0.203744 |
19 | 0.113156 | 1.2344 | 0.109746 |
20 | -0.076358 | -0.833 | 0.203267 |