Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.305819 | 2.6485 | 0.004926 |
2 | 0.399873 | 3.463 | 0.000443 |
3 | 0.376736 | 3.2626 | 0.000832 |
4 | 0.122726 | 1.0628 | 0.145632 |
5 | 0.211704 | 1.8334 | 0.035354 |
6 | 0.151412 | 1.3113 | 0.096884 |
7 | 0.13703 | 1.1867 | 0.119543 |
8 | 0.039429 | 0.3415 | 0.366853 |
9 | 0.292297 | 2.5314 | 0.006728 |
10 | 0.162233 | 1.405 | 0.082079 |
11 | 0.162612 | 1.4083 | 0.081593 |
12 | 0.578733 | 5.012 | 2e-06 |
13 | 0.12317 | 1.0667 | 0.144768 |
14 | 0.273848 | 2.3716 | 0.010139 |
15 | 0.185348 | 1.6052 | 0.05633 |
16 | -0.025095 | -0.2173 | 0.41427 |
17 | 0.056483 | 0.4892 | 0.313079 |
18 | 0.043505 | 0.3768 | 0.353705 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.305819 | 2.6485 | 0.004926 |
2 | 0.337955 | 2.9268 | 0.002265 |
3 | 0.239646 | 2.0754 | 0.020689 |
4 | -0.14807 | -1.2823 | 0.10184 |
5 | 0.012857 | 0.1113 | 0.45582 |
6 | 0.051396 | 0.4451 | 0.328763 |
7 | 0.078059 | 0.676 | 0.250558 |
8 | -0.12924 | -1.1193 | 0.133301 |
9 | 0.295804 | 2.5617 | 0.006211 |
10 | 0.086951 | 0.753 | 0.226898 |
11 | -0.023225 | -0.2011 | 0.420569 |
12 | 0.488393 | 4.2296 | 3.3e-05 |
13 | -0.178637 | -1.547 | 0.063031 |
14 | -0.147488 | -1.2773 | 0.102721 |
15 | -0.127635 | -1.1054 | 0.13627 |
16 | -0.121525 | -1.0524 | 0.14799 |
17 | -0.05138 | -0.445 | 0.328814 |
18 | 0.075129 | 0.6506 | 0.258634 |