Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.577934 | 4.4767 | 1.7e-05 |
2 | 0.106341 | 0.8237 | 0.206683 |
3 | -0.107026 | -0.829 | 0.20519 |
4 | -0.200542 | -1.5534 | 0.062794 |
5 | -0.343699 | -2.6623 | 0.004974 |
6 | -0.488825 | -3.7864 | 0.000178 |
7 | -0.479356 | -3.7131 | 0.000225 |
8 | -0.290255 | -2.2483 | 0.014121 |
9 | -0.116709 | -0.904 | 0.184799 |
10 | 0.052106 | 0.4036 | 0.343966 |
11 | 0.365718 | 2.8328 | 0.003137 |
12 | 0.604241 | 4.6804 | 8e-06 |
13 | 0.456547 | 3.5364 | 0.000395 |
14 | 0.167304 | 1.2959 | 0.099982 |
15 | -0.034474 | -0.267 | 0.395179 |
16 | -0.128089 | -0.9922 | 0.162549 |
17 | -0.188335 | -1.4588 | 0.074913 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.577934 | 4.4767 | 1.7e-05 |
2 | -0.341845 | -2.6479 | 0.005166 |
3 | 0.013723 | 0.1063 | 0.457851 |
4 | -0.148777 | -1.1524 | 0.126859 |
5 | -0.274739 | -2.1281 | 0.018722 |
6 | -0.290317 | -2.2488 | 0.014105 |
7 | -0.209018 | -1.619 | 0.055341 |
8 | -0.125874 | -0.975 | 0.166734 |
9 | -0.23558 | -1.8248 | 0.036506 |
10 | -0.089555 | -0.6937 | 0.245276 |
11 | 0.246754 | 1.9113 | 0.03037 |
12 | 0.186325 | 1.4433 | 0.077073 |
13 | -0.149518 | -1.1582 | 0.125693 |
14 | -0.036218 | -0.2805 | 0.390012 |
15 | -0.085081 | -0.659 | 0.256197 |
16 | -0.07273 | -0.5634 | 0.287643 |
17 | 0.068673 | 0.5319 | 0.298367 |