Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.288207 | 2.251 | 0.014001 |
2 | 0.028713 | 0.2243 | 0.411654 |
3 | 0.16856 | 1.3165 | 0.096466 |
4 | 0.154414 | 1.206 | 0.116235 |
5 | 0.37783 | 2.9509 | 0.002245 |
6 | 0.382681 | 2.9888 | 0.002016 |
7 | 0.221896 | 1.7331 | 0.044069 |
8 | 0.057622 | 0.45 | 0.327139 |
9 | -0.013258 | -0.1036 | 0.458933 |
10 | -0.15304 | -1.1953 | 0.118302 |
11 | 0.099371 | 0.7761 | 0.220342 |
12 | 0.467066 | 3.6479 | 0.000275 |
13 | -0.015788 | -0.1233 | 0.451134 |
14 | -0.266114 | -2.0784 | 0.020943 |
15 | -0.225708 | -1.7628 | 0.041468 |
16 | -0.109108 | -0.8522 | 0.198729 |
17 | 0.066769 | 0.5215 | 0.301961 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.288207 | 2.251 | 0.014001 |
2 | -0.059274 | -0.4629 | 0.322526 |
3 | 0.193581 | 1.5119 | 0.06786 |
4 | 0.055292 | 0.4318 | 0.33369 |
5 | 0.374582 | 2.9256 | 0.002411 |
6 | 0.211376 | 1.6509 | 0.051949 |
7 | 0.156388 | 1.2214 | 0.113311 |
8 | -0.092549 | -0.7228 | 0.236273 |
9 | -0.142674 | -1.1143 | 0.134756 |
10 | -0.488067 | -3.8119 | 0.000162 |
11 | -0.126857 | -0.9908 | 0.162851 |
12 | 0.371579 | 2.9021 | 0.002575 |
13 | -0.086418 | -0.6749 | 0.251131 |
14 | -0.139583 | -1.0902 | 0.139961 |
15 | -0.17453 | -1.3631 | 0.088928 |
16 | 0.069023 | 0.5391 | 0.295894 |
17 | -0.061774 | -0.4825 | 0.315599 |