Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.305932 | 2.7534 | 0.00364 |
2 | 0.451807 | 4.0663 | 5.5e-05 |
3 | 0.368052 | 3.3125 | 0.000692 |
4 | 0.384505 | 3.4605 | 0.000431 |
5 | 0.254904 | 2.2941 | 0.012186 |
6 | 0.16333 | 1.47 | 0.072722 |
7 | 0.124044 | 1.1164 | 0.133776 |
8 | 0.083216 | 0.7489 | 0.22803 |
9 | 0.017756 | 0.1598 | 0.436717 |
10 | 0.031186 | 0.2807 | 0.389839 |
11 | -0.010623 | -0.0956 | 0.462034 |
12 | -0.105522 | -0.9497 | 0.172544 |
13 | -0.114009 | -1.0261 | 0.153955 |
14 | -0.025843 | -0.2326 | 0.408336 |
15 | -0.040362 | -0.3633 | 0.358679 |
16 | -0.101098 | -0.9099 | 0.182792 |
17 | -0.034016 | -0.3061 | 0.380139 |
18 | -0.033342 | -0.3001 | 0.382442 |
19 | 0.058423 | 0.5258 | 0.300231 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.305932 | 2.7534 | 0.00364 |
2 | 0.395201 | 3.5568 | 0.000315 |
3 | 0.213837 | 1.9245 | 0.028899 |
4 | 0.166346 | 1.4971 | 0.069125 |
5 | -0.026966 | -0.2427 | 0.404429 |
6 | -0.160189 | -1.4417 | 0.076621 |
7 | -0.123566 | -1.1121 | 0.134693 |
8 | -0.059313 | -0.5338 | 0.297464 |
9 | -0.042211 | -0.3799 | 0.352508 |
10 | 0.06139 | 0.5525 | 0.291059 |
11 | 0.046184 | 0.4157 | 0.339381 |
12 | -0.114634 | -1.0317 | 0.152639 |
13 | -0.119732 | -1.0776 | 0.142207 |
14 | 0.077942 | 0.7015 | 0.242507 |
15 | 0.116975 | 1.0528 | 0.147787 |
16 | 0.003685 | 0.0332 | 0.486814 |
17 | 0.041719 | 0.3755 | 0.354146 |
18 | -0.020612 | -0.1855 | 0.426646 |
19 | 0.070491 | 0.6344 | 0.263796 |