Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.557211 | 4.28 | 3.5e-05 |
2 | 0.300491 | 2.3081 | 0.012258 |
3 | 0.011975 | 0.092 | 0.463513 |
4 | -0.313546 | -2.4084 | 0.009583 |
5 | -0.437905 | -3.3636 | 0.000678 |
6 | -0.494812 | -3.8007 | 0.000172 |
7 | -0.3998 | -3.0709 | 0.001612 |
8 | -0.316102 | -2.428 | 0.009125 |
9 | 0.030066 | 0.2309 | 0.409079 |
10 | 0.228072 | 1.7519 | 0.042497 |
11 | 0.30152 | 2.316 | 0.012025 |
12 | 0.56194 | 4.3163 | 3.1e-05 |
13 | 0.387924 | 2.9797 | 0.002092 |
14 | 0.303042 | 2.3277 | 0.011688 |
15 | 0.110983 | 0.8525 | 0.198698 |
16 | -0.12354 | -0.9489 | 0.173263 |
17 | -0.280017 | -2.1509 | 0.017797 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.557211 | 4.28 | 3.5e-05 |
2 | -0.014493 | -0.1113 | 0.45587 |
3 | -0.217318 | -1.6693 | 0.050183 |
4 | -0.352832 | -2.7102 | 0.004396 |
5 | -0.14806 | -1.1373 | 0.130012 |
6 | -0.165583 | -1.2719 | 0.104206 |
7 | -0.065274 | -0.5014 | 0.308986 |
8 | -0.218362 | -1.6773 | 0.049391 |
9 | 0.228349 | 1.754 | 0.042314 |
10 | 0.029483 | 0.2265 | 0.410812 |
11 | -0.074828 | -0.5748 | 0.283817 |
12 | 0.378785 | 2.9095 | 0.002549 |
13 | -0.103588 | -0.7957 | 0.214706 |
14 | 0.154812 | 1.1891 | 0.119575 |
15 | 0.02248 | 0.1727 | 0.431751 |
16 | 0.014289 | 0.1098 | 0.456486 |
17 | 0.04763 | 0.3658 | 0.357893 |