Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.566446 | 4.4241 | 2e-05 |
2 | 0.410465 | 3.2058 | 0.001072 |
3 | 0.506342 | 3.9547 | 0.000101 |
4 | 0.5232 | 4.0863 | 6.5e-05 |
5 | 0.457511 | 3.5733 | 0.000348 |
6 | 0.55264 | 4.3163 | 3e-05 |
7 | 0.357248 | 2.7902 | 0.00351 |
8 | 0.430089 | 3.3591 | 0.000676 |
9 | 0.367899 | 2.8734 | 0.00279 |
10 | 0.179112 | 1.3989 | 0.083452 |
11 | 0.292841 | 2.2872 | 0.012835 |
12 | 0.564935 | 4.4123 | 2.1e-05 |
13 | 0.241784 | 1.8884 | 0.031866 |
14 | 0.14754 | 1.1523 | 0.126842 |
15 | 0.170331 | 1.3303 | 0.094182 |
16 | 0.150585 | 1.1761 | 0.122061 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.566446 | 4.4241 | 2e-05 |
1 | 0.131938 | 1.0305 | 0.153429 |
2 | 0.344329 | 2.6893 | 0.004611 |
3 | 0.199806 | 1.5605 | 0.061903 |
4 | 0.101364 | 0.7917 | 0.215809 |
5 | 0.293291 | 2.2907 | 0.012726 |
6 | -0.248276 | -1.9391 | 0.97144 |
7 | 0.262124 | 2.0473 | 0.022474 |
8 | -0.281235 | -2.1965 | 0.984067 |
9 | -0.269301 | -2.1033 | 0.980215 |
10 | 0.26087 | 2.0375 | 0.022974 |
11 | 0.311469 | 2.4327 | 0.008968 |
12 | -0.283189 | -2.2118 | 0.984631 |
13 | -0.068154 | -0.5323 | 0.701773 |
14 | -0.130898 | -1.0223 | 0.844673 |
15 | -0.07501 | -0.5858 | 0.719929 |
16 | -0.051057 | -0.3988 | 0.654272 |