Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.794648 | 6.1553 | 0 |
2 | 0.440253 | 3.4102 | 0.000583 |
3 | 0.029361 | 0.2274 | 0.410432 |
4 | -0.367608 | -2.8475 | 0.003013 |
5 | -0.630699 | -4.8854 | 4e-06 |
6 | -0.707177 | -5.4778 | 0 |
7 | -0.599109 | -4.6407 | 1e-05 |
8 | -0.32809 | -2.5414 | 0.006822 |
9 | 0.061985 | 0.4801 | 0.31644 |
10 | 0.417964 | 3.2375 | 0.000983 |
11 | 0.647241 | 5.0135 | 3e-06 |
12 | 0.736282 | 5.7032 | 0 |
13 | 0.568748 | 4.4055 | 2.2e-05 |
14 | 0.28274 | 2.1901 | 0.016208 |
15 | -0.038634 | -0.2993 | 0.382888 |
16 | -0.334366 | -2.59 | 0.006015 |
17 | -0.529658 | -4.1027 | 6.2e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.794648 | 6.1553 | 0 |
2 | -0.518846 | -4.019 | 8.3e-05 |
3 | -0.333064 | -2.5799 | 0.006175 |
4 | -0.341858 | -2.648 | 0.005165 |
5 | -0.118913 | -0.9211 | 0.180344 |
6 | -0.059375 | -0.4599 | 0.323618 |
7 | -0.018154 | -0.1406 | 0.444322 |
8 | 0.094074 | 0.7287 | 0.234512 |
9 | 0.286259 | 2.2174 | 0.015199 |
10 | 0.07934 | 0.6146 | 0.270584 |
11 | 0.056113 | 0.4346 | 0.332688 |
12 | 0.210745 | 1.6324 | 0.053914 |
13 | -0.280806 | -2.1751 | 0.016787 |
14 | 0.157661 | 1.2212 | 0.113387 |
15 | 0.06121 | 0.4741 | 0.318565 |
16 | 0.067865 | 0.5257 | 0.300525 |
17 | -0.01028 | -0.0796 | 0.468397 |