Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.445679 | 4.3667 | 1.6e-05 |
2 | 0.238635 | 2.3381 | 0.010728 |
3 | -0.010388 | -0.1018 | 0.459571 |
4 | -0.268135 | -2.6272 | 0.005012 |
5 | -0.352368 | -3.4525 | 0.000414 |
6 | -0.405123 | -3.9694 | 7e-05 |
7 | -0.32367 | -3.1713 | 0.001019 |
8 | -0.295987 | -2.9001 | 0.002312 |
9 | -0.014715 | -0.1442 | 0.442833 |
10 | 0.160972 | 1.5772 | 0.05902 |
11 | 0.322334 | 3.1582 | 0.001061 |
12 | 0.644609 | 6.3159 | 0 |
13 | 0.31107 | 3.0478 | 0.001489 |
14 | 0.249792 | 2.4474 | 0.008102 |
15 | 0.033915 | 0.3323 | 0.370193 |
16 | -0.170795 | -1.6734 | 0.048748 |
17 | -0.284227 | -2.7848 | 0.003226 |
18 | -0.361752 | -3.5444 | 0.000305 |
19 | -0.307704 | -3.0149 | 0.001645 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.445679 | 4.3667 | 1.6e-05 |
2 | 0.049921 | 0.4891 | 0.312935 |
3 | -0.167234 | -1.6385 | 0.05229 |
4 | -0.280467 | -2.748 | 0.003581 |
5 | -0.155827 | -1.5268 | 0.065051 |
6 | -0.176867 | -1.7329 | 0.043159 |
7 | -0.097218 | -0.9525 | 0.171608 |
8 | -0.225464 | -2.2091 | 0.014774 |
9 | 0.091048 | 0.8921 | 0.187288 |
10 | 0.056648 | 0.555 | 0.290082 |
11 | 0.110086 | 1.0786 | 0.14173 |
12 | 0.47152 | 4.6199 | 6e-06 |
13 | -0.230962 | -2.263 | 0.012946 |
14 | 0.11336 | 1.1107 | 0.134736 |
15 | 0.02576 | 0.2524 | 0.400637 |
16 | -0.005459 | -0.0535 | 0.478729 |
17 | 0.018341 | 0.1797 | 0.428881 |
18 | -0.056239 | -0.551 | 0.291447 |
19 | -0.017588 | -0.1723 | 0.431773 |