Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.482021 | 3.7647 | 0.000189 |
2 | 0.346226 | 2.7041 | 0.004431 |
3 | 0.455684 | 3.559 | 0.000364 |
4 | 0.514247 | 4.0164 | 8.2e-05 |
5 | 0.445254 | 3.4775 | 0.00047 |
6 | 0.524655 | 4.0977 | 6.3e-05 |
7 | 0.298624 | 2.3323 | 0.0115 |
8 | 0.414466 | 3.2371 | 0.000977 |
9 | 0.352724 | 2.7549 | 0.003865 |
10 | 0.151637 | 1.1843 | 0.120439 |
11 | 0.274304 | 2.1424 | 0.018081 |
12 | 0.576144 | 4.4998 | 1.6e-05 |
13 | 0.177211 | 1.3841 | 0.085691 |
14 | 0.114073 | 0.8909 | 0.188232 |
15 | 0.137157 | 1.0712 | 0.144144 |
16 | 0.144133 | 1.1257 | 0.132348 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.482021 | 3.7647 | 0.000189 |
1 | 0.148351 | 1.1587 | 0.125556 |
2 | 0.3224 | 2.518 | 0.007221 |
3 | 0.27951 | 2.183 | 0.016445 |
4 | 0.142828 | 1.1155 | 0.1345 |
5 | 0.295076 | 2.3046 | 0.012303 |
6 | -0.21737 | -1.6977 | 0.952671 |
7 | 0.197676 | 1.5439 | 0.063893 |
8 | -0.199983 | -1.5619 | 0.93826 |
9 | -0.349489 | -2.7296 | 0.995862 |
10 | 0.13634 | 1.0648 | 0.145571 |
11 | 0.411421 | 3.2133 | 0.001049 |
12 | -0.2979 | -2.3267 | 0.98834 |
13 | -0.047747 | -0.3729 | 0.644748 |
14 | -0.118969 | -0.9292 | 0.821769 |
15 | -0.172664 | -1.3485 | 0.908766 |
16 | -0.086835 | -0.6782 | 0.749897 |