Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.563537 | 4.7818 | 4e-06 |
2 | 0.167163 | 1.4184 | 0.080191 |
3 | -0.015364 | -0.1304 | 0.551681 |
4 | -0.117431 | -0.9964 | 0.838811 |
5 | -0.13353 | -1.133 | 0.869522 |
6 | -0.173906 | -1.4756 | 0.9278 |
7 | -0.195917 | -1.6624 | 0.949611 |
8 | -0.167537 | -1.4216 | 0.92027 |
9 | -0.081412 | -0.6908 | 0.754046 |
10 | 0.087537 | 0.7428 | 0.230017 |
11 | 0.351329 | 2.9811 | 0.001958 |
12 | 0.537532 | 4.5611 | 1e-05 |
13 | 0.303936 | 2.579 | 0.005976 |
14 | 0.057493 | 0.4878 | 0.31357 |
15 | -0.068198 | -0.5787 | 0.717696 |
16 | -0.183464 | -1.5567 | 0.938042 |
17 | -0.181456 | -1.5397 | 0.935992 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.563537 | 4.7818 | 4e-06 |
1 | -0.220406 | -1.8702 | 0.96724 |
2 | -0.009429 | -0.08 | 0.531774 |
3 | -0.101388 | -0.8603 | 0.803762 |
4 | -0.015023 | -0.1275 | 0.55054 |
5 | -0.133373 | -1.1317 | 0.869245 |
6 | -0.06709 | -0.5693 | 0.714529 |
7 | -0.049205 | -0.4175 | 0.661229 |
8 | 0.024464 | 0.2076 | 0.418069 |
9 | 0.135407 | 1.149 | 0.127185 |
10 | 0.311229 | 2.6409 | 0.005067 |
11 | 0.279446 | 2.3712 | 0.010205 |
12 | -0.234181 | -1.9871 | 0.974641 |
13 | -0.018806 | -0.1596 | 0.563167 |
14 | -0.050767 | -0.4308 | 0.666039 |
15 | -0.132911 | -1.1278 | 0.868422 |
16 | 0.024196 | 0.2053 | 0.418955 |
17 | -0.040014 | -0.3395 | 0.632402 |