Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.233141 | 1.632 | 0.054547 |
2 | 0.318446 | 2.2291 | 0.015212 |
3 | 0.375289 | 2.627 | 0.005733 |
4 | 0.360441 | 2.5231 | 0.007464 |
5 | 0.264775 | 1.8534 | 0.034923 |
6 | 0.166513 | 1.1656 | 0.124712 |
7 | 0.115603 | 0.8092 | 0.21115 |
8 | 0.053174 | 0.3722 | 0.355668 |
9 | 0.027798 | 0.1946 | 0.423261 |
10 | 0.024891 | 0.1742 | 0.431199 |
11 | 0.056371 | 0.3946 | 0.347427 |
12 | -0.366004 | -2.562 | 0.006766 |
13 | -0.01554 | -0.1088 | 0.456911 |
14 | -0.074231 | -0.5196 | 0.302834 |
15 | -0.151336 | -1.0594 | 0.147317 |
16 | -0.177373 | -1.2416 | 0.110146 |
17 | -0.137028 | -0.9592 | 0.171084 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.233141 | 1.632 | 0.054547 |
2 | 0.279271 | 1.9549 | 0.028156 |
3 | 0.294383 | 2.0607 | 0.022331 |
4 | 0.234099 | 1.6387 | 0.053842 |
5 | 0.067363 | 0.4715 | 0.319675 |
6 | -0.105365 | -0.7376 | 0.23215 |
7 | -0.174258 | -1.2198 | 0.114189 |
8 | -0.191987 | -1.3439 | 0.092584 |
9 | -0.11034 | -0.7724 | 0.221799 |
10 | 0.028773 | 0.2014 | 0.420607 |
11 | 0.193708 | 1.356 | 0.090664 |
12 | -0.388555 | -2.7199 | 0.004505 |
13 | 0.023624 | 0.1654 | 0.434668 |
14 | 0.051107 | 0.3578 | 0.361033 |
15 | 0.05371 | 0.376 | 0.35428 |
16 | 0.047839 | 0.3349 | 0.369576 |
17 | 0.031985 | 0.2239 | 0.411885 |