Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.637674 | 4.8143 | 6e-06 |
2 | 0.544825 | 4.1133 | 6.3e-05 |
3 | 0.604576 | 4.5644 | 1.4e-05 |
4 | 0.420114 | 3.1718 | 0.00122 |
5 | 0.356986 | 2.6952 | 0.004615 |
6 | 0.321752 | 2.4292 | 0.009154 |
7 | 0.089478 | 0.6755 | 0.25103 |
8 | 0.020882 | 0.1577 | 0.437643 |
9 | -0.096828 | -0.731 | 0.233876 |
10 | -0.264102 | -1.9939 | 0.025476 |
11 | -0.259141 | -1.9565 | 0.027658 |
12 | -0.154568 | -1.167 | 0.124042 |
13 | -0.3723 | -2.8108 | 0.003381 |
14 | -0.418693 | -3.1611 | 0.001259 |
15 | -0.3596 | -2.7149 | 0.004378 |
16 | -0.374724 | -2.8291 | 0.003217 |
17 | -0.33189 | -2.5057 | 0.00755 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.637674 | 4.8143 | 6e-06 |
2 | 0.232902 | 1.7584 | 0.042026 |
3 | 0.337775 | 2.5501 | 0.00674 |
4 | -0.161558 | -1.2197 | 0.113794 |
5 | -0.006313 | -0.0477 | 0.481075 |
6 | -0.06642 | -0.5015 | 0.308989 |
7 | -0.299831 | -2.2637 | 0.013709 |
8 | -0.108229 | -0.8171 | 0.208633 |
9 | -0.25092 | -1.8944 | 0.031624 |
10 | -0.159398 | -1.2034 | 0.116892 |
11 | 0.013149 | 0.0993 | 0.460635 |
12 | 0.428188 | 3.2327 | 0.00102 |
13 | -0.183977 | -1.389 | 0.085119 |
14 | -0.136257 | -1.0287 | 0.153979 |
15 | -0.123898 | -0.9354 | 0.176762 |
16 | 0.09922 | 0.7491 | 0.228441 |
17 | -0.037753 | -0.285 | 0.388328 |