Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.108885 | 0.8364 | 0.203164 |
2 | -0.245371 | -1.8847 | 0.032197 |
3 | -0.488711 | -3.7539 | 2e-04 |
4 | -0.341795 | -2.6254 | 0.005503 |
5 | 0.253059 | 1.9438 | 0.028348 |
6 | 0.409136 | 3.1426 | 0.00131 |
7 | 0.253729 | 1.9489 | 0.028032 |
8 | -0.265559 | -2.0398 | 0.022928 |
9 | -0.408402 | -3.137 | 0.001331 |
10 | -0.305319 | -2.3452 | 0.0112 |
11 | 0.230639 | 1.7716 | 0.040815 |
12 | 0.616648 | 4.7366 | 7e-06 |
13 | 0.148429 | 1.1401 | 0.129425 |
14 | -0.146317 | -1.1239 | 0.132807 |
15 | -0.459696 | -3.531 | 0.000405 |
16 | -0.20218 | -1.553 | 0.062888 |
17 | 0.182375 | 1.4008 | 0.083249 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.108885 | 0.8364 | 0.203164 |
2 | -0.260313 | -1.9995 | 0.025083 |
3 | -0.463202 | -3.5579 | 0.000373 |
4 | -0.458162 | -3.5192 | 0.00042 |
5 | -0.027796 | -0.2135 | 0.415834 |
6 | 0.038858 | 0.2985 | 0.383196 |
7 | 0.048277 | 0.3708 | 0.356049 |
8 | -0.235242 | -1.8069 | 0.037937 |
9 | -0.192144 | -1.4759 | 0.072646 |
10 | -0.375656 | -2.8855 | 0.002725 |
11 | -0.173345 | -1.3315 | 0.094075 |
12 | 0.232395 | 1.7851 | 0.039696 |
13 | -0.064347 | -0.4943 | 0.31148 |
14 | -0.004053 | -0.0311 | 0.487634 |
15 | 0.007479 | 0.0574 | 0.477192 |
16 | 0.167655 | 1.2878 | 0.101425 |
17 | 0.062333 | 0.4788 | 0.31693 |