Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.471632 | 4.3226 | 2.1e-05 |
2 | 0.435323 | 3.9898 | 7e-05 |
3 | 0.425968 | 3.9041 | 9.5e-05 |
4 | 0.06033 | 0.5529 | 0.290888 |
5 | 0.139573 | 1.2792 | 0.102174 |
6 | 0.096826 | 0.8874 | 0.188693 |
7 | -0.042997 | -0.3941 | 0.347263 |
8 | -0.009589 | -0.0879 | 0.465089 |
9 | 0.037341 | 0.3422 | 0.366515 |
10 | -0.052043 | -0.477 | 0.317306 |
11 | 0.087265 | 0.7998 | 0.213043 |
12 | 0.251864 | 2.3084 | 0.011718 |
13 | -0.023008 | -0.2109 | 0.416751 |
14 | 0.050764 | 0.4653 | 0.321475 |
15 | -0.077946 | -0.7144 | 0.238485 |
16 | -0.245162 | -2.247 | 0.013633 |
17 | -0.129931 | -1.1908 | 0.118537 |
18 | -0.222404 | -2.0384 | 0.02233 |
19 | -0.261056 | -2.3926 | 0.00948 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.471632 | 4.3226 | 2.1e-05 |
2 | 0.273786 | 2.5093 | 0.007009 |
3 | 0.205402 | 1.8825 | 0.031613 |
4 | -0.358592 | -3.2865 | 0.000741 |
5 | 0.058545 | 0.5366 | 0.296491 |
6 | 0.069213 | 0.6343 | 0.26379 |
7 | -0.021689 | -0.1988 | 0.421456 |
8 | -0.124054 | -1.137 | 0.129391 |
9 | 0.143913 | 1.319 | 0.095379 |
10 | -0.02745 | -0.2516 | 0.400989 |
11 | 0.134398 | 1.2318 | 0.110734 |
12 | 0.257842 | 2.3632 | 0.010215 |
13 | -0.33072 | -3.0311 | 0.00162 |
14 | -0.200341 | -1.8362 | 0.034936 |
15 | -0.177637 | -1.6281 | 0.053628 |
16 | 0.098456 | 0.9024 | 0.184722 |
17 | -0.013335 | -0.1222 | 0.451509 |
18 | -0.029734 | -0.2725 | 0.392946 |
19 | -0.116703 | -1.0696 | 0.143932 |