Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.1854 | 0 |
1 | 0.53445 | 4.3747 | 2.2e-05 |
2 | 0.449946 | 3.683 | 0.000231 |
3 | 0.509269 | 4.1685 | 4.5e-05 |
4 | 0.245379 | 2.0085 | 0.024311 |
5 | 0.336898 | 2.7576 | 0.003748 |
6 | 0.421373 | 3.4491 | 0.000489 |
7 | 0.241058 | 1.9731 | 0.026303 |
8 | 0.202191 | 1.655 | 0.051301 |
9 | 0.374106 | 3.0622 | 0.001581 |
10 | 0.232176 | 1.9004 | 0.03084 |
11 | 0.333203 | 2.7274 | 0.004071 |
12 | 0.551851 | 4.5171 | 1.3e-05 |
13 | 0.222827 | 1.8239 | 0.036312 |
14 | 0.241212 | 1.9744 | 0.02623 |
15 | 0.208753 | 1.7087 | 0.046066 |
16 | -0.009242 | -0.0757 | 0.53004 |
17 | 0.113169 | 0.9263 | 0.1788 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.53445 | 4.3747 | 2.2e-05 |
1 | 0.230008 | 1.8827 | 0.032042 |
2 | 0.297351 | 2.4339 | 0.008804 |
3 | -0.221674 | -1.8145 | 0.96296 |
4 | 0.204649 | 1.6751 | 0.049286 |
5 | 0.189249 | 1.5491 | 0.063038 |
6 | -0.06416 | -0.5252 | 0.699402 |
7 | -0.173176 | -1.4175 | 0.919516 |
8 | 0.33629 | 2.7527 | 0.0038 |
9 | -0.006405 | -0.0524 | 0.520827 |
10 | 0.157487 | 1.2891 | 0.1009 |
11 | 0.267292 | 2.1879 | 0.016085 |
12 | -0.268082 | -2.1943 | 0.984159 |
13 | -0.108587 | -0.8888 | 0.811361 |
14 | -0.200536 | -1.6415 | 0.947305 |
15 | -0.053543 | -0.4383 | 0.668698 |
16 | -0.006874 | -0.0563 | 0.522352 |
17 | 0.026721 | 0.2187 | 0.413767 |