Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.63305 | 4.9036 | 4e-06 |
2 | 0.547821 | 4.2434 | 3.9e-05 |
3 | 0.564193 | 4.3702 | 2.5e-05 |
4 | 0.400008 | 3.0984 | 0.00148 |
5 | 0.323395 | 2.505 | 0.007489 |
6 | 0.300472 | 2.3274 | 0.011666 |
7 | 0.059986 | 0.4646 | 0.321933 |
8 | 0.029242 | 0.2265 | 0.410787 |
9 | -0.085285 | -0.6606 | 0.255693 |
10 | -0.230076 | -1.7822 | 0.039892 |
11 | -0.219564 | -1.7007 | 0.047085 |
12 | -0.146859 | -1.1376 | 0.129912 |
13 | -0.348646 | -2.7006 | 0.004491 |
14 | -0.381116 | -2.9521 | 0.002249 |
15 | -0.340347 | -2.6363 | 0.005327 |
16 | -0.32285 | -2.5008 | 0.00757 |
17 | -0.310779 | -2.4073 | 0.009582 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.63305 | 4.9036 | 4e-06 |
2 | 0.245422 | 1.901 | 0.031052 |
3 | 0.261282 | 2.0239 | 0.023721 |
4 | -0.123494 | -0.9566 | 0.171309 |
5 | -0.047082 | -0.3647 | 0.358312 |
6 | 0.008183 | 0.0634 | 0.474835 |
7 | -0.323038 | -2.5022 | 0.007542 |
8 | -0.011713 | -0.0907 | 0.464007 |
9 | -0.206863 | -1.6024 | 0.057164 |
10 | -0.106071 | -0.8216 | 0.207273 |
11 | 0.030752 | 0.2382 | 0.406268 |
12 | 0.26114 | 2.0228 | 0.023779 |
13 | -0.230067 | -1.7821 | 0.039897 |
14 | -0.195942 | -1.5178 | 0.067164 |
15 | 0.008334 | 0.0646 | 0.474372 |
16 | 0.136094 | 1.0542 | 0.148014 |
17 | -0.057882 | -0.4483 | 0.327758 |