Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.641956 | 4.9726 | 3e-06 |
2 | 0.525609 | 4.0714 | 6.9e-05 |
3 | 0.660896 | 5.1193 | 2e-06 |
4 | 0.454889 | 3.5236 | 0.000411 |
5 | 0.465271 | 3.604 | 0.000319 |
6 | 0.630163 | 4.8812 | 4e-06 |
7 | 0.385459 | 2.9858 | 0.002045 |
8 | 0.372492 | 2.8853 | 0.002713 |
9 | 0.471781 | 3.6544 | 0.000272 |
10 | 0.245344 | 1.9004 | 0.031092 |
11 | 0.349944 | 2.7107 | 0.004372 |
12 | 0.505005 | 3.9118 | 0.000118 |
13 | 0.216033 | 1.6734 | 0.049729 |
14 | 0.159134 | 1.2326 | 0.111258 |
15 | 0.225276 | 1.745 | 0.043054 |
16 | 0.040104 | 0.3106 | 0.378574 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.641956 | 4.9726 | 3e-06 |
1 | 0.193066 | 1.4955 | 0.070015 |
2 | 0.467654 | 3.6224 | 0.000301 |
3 | -0.231016 | -1.7894 | 0.960705 |
4 | 0.267886 | 2.075 | 0.02114 |
5 | 0.227663 | 1.7635 | 0.041457 |
6 | -0.266499 | -2.0643 | 0.978339 |
7 | 0.106783 | 0.8271 | 0.205717 |
8 | -0.060528 | -0.4688 | 0.679561 |
9 | -0.137214 | -1.0629 | 0.853947 |
10 | 0.295325 | 2.2876 | 0.012851 |
11 | 0.061708 | 0.478 | 0.317199 |
12 | -0.268584 | -2.0804 | 0.979118 |
13 | -0.241464 | -1.8704 | 0.966844 |
14 | -0.074598 | -0.5778 | 0.717231 |
15 | 0.066516 | 0.5152 | 0.304142 |
16 | 0.040378 | 0.3128 | 0.377772 |