Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.290067 | 2.1512 | 0.017935 |
2 | 0.087162 | 0.6464 | 0.26035 |
3 | -0.232281 | -1.7226 | 0.045286 |
4 | -0.372489 | -2.7624 | 0.003893 |
5 | -0.036806 | -0.273 | 0.392953 |
6 | -0.12116 | -0.8985 | 0.186405 |
7 | 0.022519 | 0.167 | 0.433988 |
8 | -0.233221 | -1.7296 | 0.044654 |
9 | -0.167551 | -1.2426 | 0.109645 |
10 | 0.128251 | 0.9511 | 0.172849 |
11 | 0.107391 | 0.7964 | 0.214603 |
12 | 0.523948 | 3.8857 | 0.000138 |
13 | 0.205107 | 1.5211 | 0.06698 |
14 | 0.03855 | 0.2859 | 0.388018 |
15 | -0.144326 | -1.0704 | 0.144568 |
16 | -0.279112 | -2.0699 | 0.021583 |
17 | -0.013541 | -0.1004 | 0.460188 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.290067 | 2.1512 | 0.017935 |
2 | 0.003301 | 0.0245 | 0.490279 |
3 | -0.282184 | -2.0927 | 0.0205 |
4 | -0.273647 | -2.0294 | 0.023633 |
5 | 0.211122 | 1.5657 | 0.061574 |
6 | -0.189068 | -1.4022 | 0.083242 |
7 | -0.100012 | -0.7417 | 0.230709 |
8 | -0.349793 | -2.5941 | 0.006065 |
9 | -0.020712 | -0.1536 | 0.439242 |
10 | 0.216487 | 1.6055 | 0.057054 |
11 | -0.082417 | -0.6112 | 0.271786 |
12 | 0.323619 | 2.4 | 0.009903 |
13 | 0.021513 | 0.1595 | 0.436913 |
14 | -0.006181 | -0.0458 | 0.481803 |
15 | -0.042929 | -0.3184 | 0.375705 |
16 | 0.042723 | 0.3168 | 0.376282 |
17 | 0.064384 | 0.4775 | 0.317454 |