Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.584692 | 4.0928 | 7.9e-05 |
2 | 0.674343 | 4.7204 | 1e-05 |
3 | 0.738503 | 5.1695 | 2e-06 |
4 | 0.489102 | 3.4237 | 0.000628 |
5 | 0.542106 | 3.7947 | 0.000204 |
6 | 0.458699 | 3.2109 | 0.001169 |
7 | 0.295084 | 2.0656 | 0.022089 |
8 | 0.351148 | 2.458 | 0.008777 |
9 | 0.183824 | 1.2868 | 0.102111 |
10 | 0.145292 | 1.017 | 0.157064 |
11 | 0.152432 | 1.067 | 0.145594 |
12 | 0.000881 | 0.0062 | 0.497553 |
13 | 0.039849 | 0.2789 | 0.390732 |
14 | 0.008981 | 0.0629 | 0.475065 |
15 | -0.044055 | -0.3084 | 0.37955 |
16 | -0.070736 | -0.4952 | 0.311353 |
17 | -0.043612 | -0.3053 | 0.380721 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.584692 | 4.0928 | 7.9e-05 |
2 | 0.505183 | 3.5363 | 0.000449 |
3 | 0.506004 | 3.542 | 0.000441 |
4 | -0.201777 | -1.4124 | 0.082071 |
5 | -0.201722 | -1.4121 | 0.082126 |
6 | -0.183962 | -1.2877 | 0.101944 |
7 | -0.195287 | -1.367 | 0.088931 |
8 | 0.055327 | 0.3873 | 0.350109 |
9 | -0.044228 | -0.3096 | 0.37909 |
10 | 0.036205 | 0.2534 | 0.400497 |
11 | 0.073673 | 0.5157 | 0.304188 |
12 | -0.037562 | -0.2629 | 0.396851 |
13 | 0.010877 | 0.0761 | 0.46981 |
14 | 0.031827 | 0.2228 | 0.412312 |
15 | 0.11061 | 0.7743 | 0.221245 |
16 | -0.184801 | -1.2936 | 0.100933 |
17 | -0.01244 | -0.0871 | 0.465483 |