Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.388778 | 3.4773 | 0.000411 |
2 | 0.232595 | 2.0804 | 0.020345 |
3 | 0.503996 | 4.5079 | 1.1e-05 |
4 | 0.185138 | 1.6559 | 0.050827 |
5 | 0.288076 | 2.5766 | 0.005907 |
6 | 0.546138 | 4.8848 | 3e-06 |
7 | 0.188591 | 1.6868 | 0.047768 |
8 | 0.175746 | 1.5719 | 0.059958 |
9 | 0.408862 | 3.657 | 0.000228 |
10 | 0.087575 | 0.7833 | 0.217884 |
11 | 0.27066 | 2.4209 | 0.008874 |
12 | 0.614346 | 5.4949 | 0 |
13 | 0.157217 | 1.4062 | 0.08177 |
14 | 0.138825 | 1.2417 | 0.10899 |
15 | 0.275902 | 2.4677 | 0.007865 |
16 | -0.006471 | -0.0579 | 0.523004 |
17 | 0.154216 | 1.3794 | 0.085815 |
18 | 0.277923 | 2.4858 | 0.007504 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.388778 | 3.4773 | 0.000411 |
1 | 0.095949 | 0.8582 | 0.196674 |
2 | 0.4577 | 4.0938 | 5e-05 |
3 | -0.199615 | -1.7854 | 0.961008 |
4 | 0.329501 | 2.9471 | 0.002101 |
5 | 0.233198 | 2.0858 | 0.020093 |
6 | -0.103326 | -0.9242 | 0.820912 |
7 | -0.03042 | -0.2721 | 0.606872 |
8 | 0.137808 | 1.2326 | 0.110669 |
9 | -0.171229 | -1.5315 | 0.935207 |
10 | 0.278174 | 2.4881 | 0.007461 |
11 | 0.32129 | 2.8737 | 0.002597 |
12 | -0.186636 | -1.6693 | 0.950519 |
13 | -0.112266 | -1.0041 | 0.84083 |
14 | -0.180929 | -1.6183 | 0.94523 |
15 | -0.029889 | -0.2673 | 0.60505 |
16 | -0.066925 | -0.5986 | 0.724432 |
17 | -0.119425 | -1.0682 | 0.855672 |
18 | -2.3e-05 | -2e-04 | 0.500081 |