Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.507404 | 3.963 | 9.8e-05 |
2 | 0.376724 | 2.9423 | 0.0023 |
3 | 0.485455 | 3.7915 | 0.000173 |
4 | 0.521262 | 4.0712 | 6.8e-05 |
5 | 0.46693 | 3.6468 | 0.000276 |
6 | 0.561402 | 4.3847 | 2.3e-05 |
7 | 0.323254 | 2.5247 | 0.007098 |
8 | 0.421545 | 3.2924 | 0.000828 |
9 | 0.383348 | 2.994 | 0.001986 |
10 | 0.186705 | 1.4582 | 0.074956 |
11 | 0.299322 | 2.3378 | 0.011348 |
12 | 0.575948 | 4.4983 | 1.6e-05 |
13 | 0.193449 | 1.5109 | 0.06799 |
14 | 0.129333 | 1.0101 | 0.158213 |
15 | 0.148094 | 1.1567 | 0.125962 |
16 | 0.131806 | 1.0294 | 0.153669 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.507404 | 3.963 | 9.8e-05 |
1 | 0.160618 | 1.2545 | 0.10723 |
2 | 0.336623 | 2.6291 | 0.005409 |
3 | 0.254827 | 1.9903 | 0.025524 |
4 | 0.151996 | 1.1871 | 0.11989 |
5 | 0.316042 | 2.4684 | 0.008196 |
6 | -0.239393 | -1.8697 | 0.966838 |
7 | 0.195371 | 1.5259 | 0.066102 |
8 | -0.200461 | -1.5657 | 0.938698 |
9 | -0.343267 | -2.681 | 0.995286 |
10 | 0.151936 | 1.1867 | 0.119982 |
11 | 0.37413 | 2.9221 | 0.002435 |
12 | -0.304113 | -2.3752 | 0.989651 |
13 | -0.075083 | -0.5864 | 0.720121 |
14 | -0.154256 | -1.2048 | 0.883529 |
15 | -0.170347 | -1.3304 | 0.905839 |
16 | -0.106379 | -0.8308 | 0.795349 |