Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.304196 | 2.4145 | 0.009337 |
2 | 0.250388 | 1.9874 | 0.025615 |
3 | 0.237906 | 1.8883 | 0.031795 |
4 | 0.228814 | 1.8162 | 0.037052 |
5 | 0.382906 | 3.0392 | 0.001726 |
6 | 0.25048 | 1.9881 | 0.025574 |
7 | 0.109219 | 0.8669 | 0.194643 |
8 | 0.15999 | 1.2699 | 0.104398 |
9 | 0.297913 | 2.3646 | 0.010571 |
10 | 0.054604 | 0.4334 | 0.3331 |
11 | 0.041247 | 0.3274 | 0.372229 |
12 | -0.003171 | -0.0252 | 0.49 |
13 | 0.01041 | 0.0826 | 0.467204 |
14 | 0.245181 | 1.9461 | 0.028055 |
15 | -0.025139 | -0.1995 | 0.421244 |
16 | 0.006145 | 0.0488 | 0.480626 |
17 | 0.074405 | 0.5906 | 0.278461 |
18 | 0.063946 | 0.5076 | 0.306769 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.304196 | 2.4145 | 0.009337 |
2 | 0.173949 | 1.3807 | 0.086128 |
3 | 0.138718 | 1.101 | 0.137533 |
4 | 0.113257 | 0.8989 | 0.186051 |
5 | 0.284551 | 2.2586 | 0.013691 |
6 | 0.054416 | 0.4319 | 0.333641 |
7 | -0.101531 | -0.8059 | 0.211673 |
8 | 0.019659 | 0.156 | 0.438251 |
9 | 0.204788 | 1.6255 | 0.054529 |
10 | -0.225183 | -1.7873 | 0.039347 |
11 | -0.126322 | -1.0027 | 0.159932 |
12 | -0.033912 | -0.2692 | 0.394339 |
13 | -0.022314 | -0.1771 | 0.429995 |
14 | 0.170423 | 1.3527 | 0.090495 |
15 | -0.117086 | -0.9293 | 0.17813 |
16 | 0.07431 | 0.5898 | 0.278711 |
17 | 0.118664 | 0.9419 | 0.174929 |
18 | 0.005945 | 0.0472 | 0.481255 |