Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.791599 | 5.9238 | 0 |
2 | 0.445237 | 3.3318 | 0.000766 |
3 | 0.012497 | 0.0935 | 0.462912 |
4 | -0.396901 | -2.9701 | 0.002189 |
5 | -0.700339 | -5.2409 | 1e-06 |
6 | -0.778308 | -5.8243 | 0 |
7 | -0.650719 | -4.8695 | 5e-06 |
8 | -0.368055 | -2.7543 | 0.003959 |
9 | 0.02595 | 0.1942 | 0.423364 |
10 | 0.376102 | 2.8145 | 0.003365 |
11 | 0.626643 | 4.6894 | 9e-06 |
12 | 0.685091 | 5.1268 | 2e-06 |
13 | 0.595833 | 4.4588 | 2e-05 |
14 | 0.339599 | 2.5413 | 0.00692 |
15 | 0.026535 | 0.1986 | 0.421658 |
16 | -0.286782 | -2.1461 | 0.018107 |
17 | -0.527741 | -3.9492 | 0.000111 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.791599 | 5.9238 | 0 |
2 | -0.485825 | -3.6356 | 0.000302 |
3 | -0.443835 | -3.3214 | 0.000791 |
4 | -0.321693 | -2.4073 | 0.009695 |
5 | -0.300351 | -2.2476 | 0.014279 |
6 | 0.014968 | 0.112 | 0.455609 |
7 | 0.002934 | 0.022 | 0.491282 |
8 | -0.030856 | -0.2309 | 0.409116 |
9 | 0.177142 | 1.3256 | 0.095175 |
10 | -0.051465 | -0.3851 | 0.3508 |
11 | 0.10623 | 0.795 | 0.214999 |
12 | -0.035223 | -0.2636 | 0.396535 |
13 | 0.156293 | 1.1696 | 0.12356 |
14 | 0.023984 | 0.1795 | 0.429105 |
15 | 0.075116 | 0.5621 | 0.288141 |
16 | -0.004331 | -0.0324 | 0.487132 |
17 | -0.128114 | -0.9587 | 0.170911 |