Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.524655 | 4.6336 | 7e-06 |
2 | 0.292442 | 2.5828 | 0.005836 |
3 | 0.517634 | 4.5716 | 9e-06 |
4 | 0.701026 | 6.1913 | 0 |
5 | 0.428469 | 3.7841 | 0.000151 |
6 | 0.148726 | 1.3135 | 0.096431 |
7 | 0.36224 | 3.1992 | 0.000996 |
8 | 0.504316 | 4.454 | 1.4e-05 |
9 | 0.194349 | 1.7164 | 0.045025 |
10 | -0.03001 | -0.265 | 0.395837 |
11 | 0.120488 | 1.0641 | 0.145278 |
12 | 0.238902 | 2.1099 | 0.019036 |
13 | -0.01358 | -0.1199 | 0.452421 |
14 | -0.165715 | -1.4636 | 0.073667 |
15 | -0.010753 | -0.095 | 0.462293 |
16 | 0.125332 | 1.1069 | 0.13587 |
17 | -0.106694 | -0.9423 | 0.174475 |
18 | -0.235073 | -2.0761 | 0.020589 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.524655 | 4.6336 | 7e-06 |
2 | 0.023704 | 0.2094 | 0.41736 |
3 | 0.490665 | 4.3334 | 2.2e-05 |
4 | 0.456485 | 4.0316 | 6.4e-05 |
5 | -0.040338 | -0.3563 | 0.361307 |
6 | -0.338389 | -2.9886 | 0.001873 |
7 | -0.006042 | -0.0534 | 0.47879 |
8 | 0.041662 | 0.368 | 0.356953 |
9 | -0.181556 | -1.6035 | 0.056438 |
10 | -0.176627 | -1.5599 | 0.061413 |
11 | -0.138955 | -1.2272 | 0.111716 |
12 | -0.037079 | -0.3275 | 0.372093 |
13 | -0.013645 | -0.1205 | 0.452193 |
14 | 0.111746 | 0.9869 | 0.163367 |
15 | 0.067152 | 0.5931 | 0.277424 |
16 | 0.188743 | 1.6669 | 0.049769 |
17 | 0.00428 | 0.0378 | 0.484974 |
18 | -0.000686 | -0.0061 | 0.497592 |