Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.409567 | 3.4511 | 0.000472 |
2 | 0.21582 | 1.8185 | 0.0366 |
3 | 0.054585 | 0.4599 | 0.323482 |
4 | 0.085913 | 0.7239 | 0.235749 |
5 | 0.012104 | 0.102 | 0.459526 |
6 | -0.089832 | -0.7569 | 0.225795 |
7 | -0.085212 | -0.718 | 0.237554 |
8 | -0.334377 | -2.8175 | 0.003132 |
9 | -0.197549 | -1.6646 | 0.050202 |
10 | -0.238668 | -2.0111 | 0.024059 |
11 | -0.013656 | -0.1151 | 0.45436 |
12 | -0.144392 | -1.2167 | 0.11388 |
13 | -0.174344 | -1.4691 | 0.073118 |
14 | -0.076874 | -0.6478 | 0.259616 |
15 | 0.012337 | 0.104 | 0.45875 |
16 | 0.116065 | 0.978 | 0.165703 |
17 | 0.018955 | 0.1597 | 0.436777 |
18 | 0.070377 | 0.593 | 0.277531 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.409567 | 3.4511 | 0.000472 |
2 | 0.057764 | 0.4867 | 0.313974 |
3 | -0.063124 | -0.5319 | 0.29823 |
4 | 0.088091 | 0.7423 | 0.230187 |
5 | -0.049989 | -0.4212 | 0.337435 |
6 | -0.120299 | -1.0137 | 0.157095 |
7 | 0.00185 | 0.0156 | 0.493803 |
8 | -0.343263 | -2.8924 | 0.002536 |
9 | 0.064418 | 0.5428 | 0.294486 |
10 | -0.121372 | -1.0227 | 0.154961 |
11 | 0.14358 | 1.2098 | 0.115178 |
12 | -0.166002 | -1.3988 | 0.08312 |
13 | -0.116492 | -0.9816 | 0.164819 |
14 | 0.054952 | 0.463 | 0.322379 |
15 | 0.030526 | 0.2572 | 0.398879 |
16 | -0.005903 | -0.0497 | 0.480236 |
17 | -0.037864 | -0.319 | 0.375314 |
18 | -0.072315 | -0.6093 | 0.272124 |