Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.531561 | 4.1175 | 5.9e-05 |
2 | -0.032213 | -0.2495 | 0.401905 |
3 | -0.358828 | -2.7795 | 0.00363 |
4 | -0.219001 | -1.6964 | 0.047499 |
5 | 0.226674 | 1.7558 | 0.042112 |
6 | 0.430885 | 3.3376 | 0.000728 |
7 | 0.241878 | 1.8736 | 0.032931 |
8 | -0.193945 | -1.5023 | 0.069134 |
9 | -0.377676 | -2.9255 | 0.002425 |
10 | -0.165302 | -1.2804 | 0.102663 |
11 | 0.328118 | 2.5416 | 0.006818 |
12 | 0.600222 | 4.6493 | 9e-06 |
13 | 0.299718 | 2.3216 | 0.011834 |
14 | -0.145597 | -1.1278 | 0.13195 |
15 | -0.436508 | -3.3812 | 0.000637 |
16 | -0.29393 | -2.2768 | 0.01319 |
17 | 0.032168 | 0.2492 | 0.40204 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.531561 | 4.1175 | 5.9e-05 |
2 | -0.438738 | -3.3985 | 0.000605 |
3 | -0.174295 | -1.3501 | 0.09103 |
4 | 0.19723 | 1.5277 | 0.065916 |
5 | 0.337347 | 2.6131 | 0.005662 |
6 | -0.023061 | -0.1786 | 0.429416 |
7 | -0.119778 | -0.9278 | 0.178615 |
8 | -0.186853 | -1.4474 | 0.076501 |
9 | 0.090433 | 0.7005 | 0.243165 |
10 | 0.114521 | 0.8871 | 0.189291 |
11 | 0.314262 | 2.4343 | 0.008957 |
12 | 0.144836 | 1.1219 | 0.133188 |
13 | -0.252233 | -1.9538 | 0.027697 |
14 | -0.006324 | -0.049 | 0.480547 |
15 | -0.058303 | -0.4516 | 0.326588 |
16 | -0.072614 | -0.5625 | 0.287947 |
17 | -0.233103 | -1.8056 | 0.037998 |