Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.499538 | 4.2387 | 3.3e-05 |
2 | 0.294086 | 2.4954 | 0.007437 |
3 | 0.186006 | 1.5783 | 0.059439 |
4 | -0.025916 | -0.2199 | 0.413283 |
5 | -0.117689 | -0.9986 | 0.16066 |
6 | -0.219519 | -1.8627 | 0.033294 |
7 | -0.186776 | -1.5848 | 0.058692 |
8 | -0.100033 | -0.8488 | 0.199402 |
9 | 0.028785 | 0.2442 | 0.403868 |
10 | 0.073049 | 0.6198 | 0.26866 |
11 | 0.234924 | 1.9934 | 0.025004 |
12 | 0.643267 | 5.4583 | 0 |
13 | 0.276641 | 2.3474 | 0.010829 |
14 | 0.133165 | 1.1299 | 0.131125 |
15 | 0.078298 | 0.6644 | 0.254283 |
16 | -0.092697 | -0.7866 | 0.217061 |
17 | -0.124197 | -1.0538 | 0.147738 |
18 | -0.205911 | -1.7472 | 0.042432 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.499538 | 4.2387 | 3.3e-05 |
2 | 0.059361 | 0.5037 | 0.308008 |
3 | 0.024293 | 0.2061 | 0.418634 |
4 | -0.186365 | -1.5814 | 0.059089 |
5 | -0.077256 | -0.6555 | 0.257105 |
6 | -0.143315 | -1.2161 | 0.113966 |
7 | 0.030159 | 0.2559 | 0.399376 |
8 | 0.056864 | 0.4825 | 0.315454 |
9 | 0.139127 | 1.1805 | 0.120837 |
10 | -0.008644 | -0.0733 | 0.470867 |
11 | 0.194655 | 1.6517 | 0.051475 |
12 | 0.596492 | 5.0614 | 2e-06 |
13 | -0.512861 | -4.3518 | 2.2e-05 |
14 | -0.129969 | -1.1028 | 0.136887 |
15 | 0.036015 | 0.3056 | 0.380397 |
16 | 0.042795 | 0.3631 | 0.358787 |
17 | 0.009244 | 0.0784 | 0.468848 |
18 | 0.051144 | 0.434 | 0.332805 |