Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.297897 | 2.9188 | 0.002189 |
2 | 0.481692 | 4.7196 | 4e-06 |
3 | 0.397353 | 3.8932 | 9.1e-05 |
4 | 0.176272 | 1.7271 | 0.043682 |
5 | 0.289332 | 2.8349 | 0.002795 |
6 | 0.139249 | 1.3644 | 0.087823 |
7 | 0.226553 | 2.2198 | 0.014395 |
8 | 0.128357 | 1.2576 | 0.105787 |
9 | 0.352086 | 3.4497 | 0.000418 |
10 | 0.314914 | 3.0855 | 0.001327 |
11 | 0.230382 | 2.2573 | 0.013129 |
12 | 0.676174 | 6.6251 | 0 |
13 | 0.176392 | 1.7283 | 0.043576 |
14 | 0.374695 | 3.6712 | 0.000198 |
15 | 0.254251 | 2.4911 | 0.007225 |
16 | 0.061614 | 0.6037 | 0.273738 |
17 | 0.169198 | 1.6578 | 0.050311 |
18 | 0.02778 | 0.2722 | 0.39303 |
19 | 0.065024 | 0.6371 | 0.262786 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.297897 | 2.9188 | 0.002189 |
2 | 0.431217 | 4.225 | 2.7e-05 |
3 | 0.25246 | 2.4736 | 0.007566 |
4 | -0.158542 | -1.5534 | 0.06181 |
5 | 0.020347 | 0.1994 | 0.421202 |
6 | 0.002396 | 0.0235 | 0.490659 |
7 | 0.136959 | 1.3419 | 0.091394 |
8 | -0.030663 | -0.3004 | 0.382249 |
9 | 0.309389 | 3.0314 | 0.001565 |
10 | 0.217807 | 2.1341 | 0.017693 |
11 | -0.086196 | -0.8445 | 0.200233 |
12 | 0.51162 | 5.0128 | 1e-06 |
13 | -0.171661 | -1.6819 | 0.047917 |
14 | -0.200985 | -1.9692 | 0.025904 |
15 | -0.097464 | -0.9549 | 0.171002 |
16 | -0.100373 | -0.9835 | 0.163929 |
17 | -0.078669 | -0.7708 | 0.22136 |
18 | -0.014127 | -0.1384 | 0.4451 |
19 | -0.059065 | -0.5787 | 0.282069 |