Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.545154 | 4.2578 | 3.6e-05 |
2 | 0.389335 | 3.0408 | 0.001737 |
3 | 0.496235 | 3.8757 | 0.000131 |
4 | 0.451583 | 3.527 | 0.000402 |
5 | 0.326388 | 2.5492 | 0.006664 |
6 | 0.311861 | 2.4357 | 0.0089 |
7 | 0.133592 | 1.0434 | 0.150443 |
8 | 0.159375 | 1.2448 | 0.108991 |
9 | -0.006271 | -0.049 | 0.48055 |
10 | -0.178376 | -1.3932 | 0.084314 |
11 | -0.058628 | -0.4579 | 0.324325 |
12 | 0.144987 | 1.1324 | 0.130951 |
13 | -0.157168 | -1.2275 | 0.112172 |
14 | -0.27827 | -2.1734 | 0.016823 |
15 | -0.187966 | -1.4681 | 0.073613 |
16 | -0.117102 | -0.9146 | 0.182002 |
17 | -0.171916 | -1.3427 | 0.092172 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.545154 | 4.2578 | 3.6e-05 |
2 | 0.131106 | 1.024 | 0.154946 |
3 | 0.347954 | 2.7176 | 0.004274 |
4 | 0.103115 | 0.8054 | 0.211871 |
5 | -0.016998 | -0.1328 | 0.447411 |
6 | 0.017692 | 0.1382 | 0.445276 |
7 | -0.283351 | -2.213 | 0.015323 |
8 | 0.074315 | 0.5804 | 0.281886 |
9 | -0.343195 | -2.6804 | 0.004721 |
10 | -0.206787 | -1.6151 | 0.055729 |
11 | 0.144943 | 1.132 | 0.131024 |
12 | 0.447733 | 3.4969 | 0.000442 |
13 | -0.133348 | -1.0415 | 0.150881 |
14 | -0.250712 | -1.9581 | 0.027397 |
15 | -0.136751 | -1.0681 | 0.144851 |
16 | 0.057846 | 0.4518 | 0.326511 |
17 | -0.00743 | -0.058 | 0.476958 |