Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.477272 | 4.3743 | 1.7e-05 |
2 | 0.436795 | 4.0033 | 6.7e-05 |
3 | 0.421454 | 3.8627 | 0.00011 |
4 | 0.070049 | 0.642 | 0.261307 |
5 | 0.139963 | 1.2828 | 0.101548 |
6 | 0.099852 | 0.9152 | 0.181363 |
7 | -0.037394 | -0.3427 | 0.366331 |
8 | -0.009012 | -0.0826 | 0.467183 |
9 | 0.035732 | 0.3275 | 0.372057 |
10 | -0.049771 | -0.4562 | 0.324727 |
11 | 0.084141 | 0.7712 | 0.221386 |
12 | 0.249267 | 2.2846 | 0.01243 |
13 | -0.017917 | -0.1642 | 0.434979 |
14 | 0.049527 | 0.4539 | 0.325528 |
15 | -0.081994 | -0.7515 | 0.22723 |
16 | -0.235064 | -2.1544 | 0.017036 |
17 | -0.131372 | -1.204 | 0.115978 |
18 | -0.216326 | -1.9827 | 0.025337 |
19 | -0.253636 | -2.3246 | 0.011253 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.477272 | 4.3743 | 1.7e-05 |
2 | 0.270659 | 2.4806 | 0.007555 |
3 | 0.19595 | 1.7959 | 0.038052 |
4 | -0.343312 | -3.1465 | 0.001143 |
5 | 0.055982 | 0.5131 | 0.30462 |
6 | 0.06908 | 0.6331 | 0.264186 |
7 | -0.029862 | -0.2737 | 0.392496 |
8 | -0.114273 | -1.0473 | 0.148976 |
9 | 0.133444 | 1.223 | 0.112368 |
10 | -0.023211 | -0.2127 | 0.416026 |
11 | 0.127898 | 1.1722 | 0.122214 |
12 | 0.261411 | 2.3959 | 0.009401 |
13 | -0.322665 | -2.9573 | 0.002015 |
14 | -0.190079 | -1.7421 | 0.042575 |
15 | -0.190542 | -1.7463 | 0.042204 |
16 | 0.097739 | 0.8958 | 0.186462 |
17 | -0.010747 | -0.0985 | 0.460886 |
18 | -0.024304 | -0.2228 | 0.412134 |
19 | -0.11565 | -1.06 | 0.146103 |