Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.632623 | 5.6584 | 0 |
2 | 0.48402 | 4.3292 | 2.1e-05 |
3 | 0.643082 | 5.7519 | 0 |
4 | 0.450469 | 4.0291 | 6.3e-05 |
5 | 0.449076 | 4.0167 | 6.6e-05 |
6 | 0.626648 | 5.6049 | 0 |
7 | 0.391452 | 3.5013 | 0.00038 |
8 | 0.295657 | 2.6444 | 0.004923 |
9 | 0.414018 | 3.7031 | 0.000195 |
10 | 0.212745 | 1.9029 | 0.030329 |
11 | 0.273792 | 2.4489 | 0.008258 |
12 | 0.524841 | 4.6943 | 5e-06 |
13 | 0.286666 | 2.564 | 0.006109 |
14 | 0.176823 | 1.5816 | 0.058848 |
15 | 0.291893 | 2.6108 | 0.005391 |
16 | 0.13568 | 1.2136 | 0.114243 |
17 | 0.132598 | 1.186 | 0.119568 |
18 | 0.303597 | 2.7155 | 0.004053 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.632623 | 5.6584 | 0 |
1 | 0.13973 | 1.2498 | 0.107511 |
2 | 0.495289 | 4.43 | 1.5e-05 |
3 | -0.23772 | -2.1262 | 0.981716 |
4 | 0.337652 | 3.0201 | 0.001696 |
5 | 0.166068 | 1.4854 | 0.07069 |
6 | -0.233377 | -2.0874 | 0.979982 |
7 | -0.031376 | -0.2806 | 0.610144 |
8 | -0.045992 | -0.4114 | 0.659048 |
9 | -0.182705 | -1.6342 | 0.946923 |
10 | 0.32743 | 2.9286 | 0.002217 |
11 | 0.248923 | 2.2264 | 0.014399 |
12 | -0.170641 | -1.5263 | 0.934555 |
13 | -0.097619 | -0.8731 | 0.807398 |
14 | -0.152562 | -1.3646 | 0.911891 |
15 | 0.009113 | 0.0815 | 0.46762 |
16 | -0.05672 | -0.5073 | 0.693336 |
17 | 0.017288 | 0.1546 | 0.438751 |
18 | -0.006186 | -0.0553 | 0.521992 |