Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.581191 | 4.5019 | 1.6e-05 |
2 | 0.366467 | 2.8386 | 0.003087 |
3 | 0.143157 | 1.1089 | 0.135952 |
4 | 0.022204 | 0.172 | 0.432011 |
5 | 0.032109 | 0.2487 | 0.402214 |
6 | 0.016271 | 0.126 | 0.450064 |
7 | -0.03923 | -0.3039 | 0.381138 |
8 | -0.043867 | -0.3398 | 0.367601 |
9 | -0.060991 | -0.4724 | 0.319166 |
10 | -0.278502 | -2.1573 | 0.0175 |
11 | -0.435643 | -3.3745 | 0.000651 |
12 | -0.550778 | -4.2663 | 3.6e-05 |
13 | -0.417675 | -3.2353 | 0.000989 |
14 | -0.213554 | -1.6542 | 0.051656 |
15 | -0.01961 | -0.1519 | 0.439889 |
16 | -0.098895 | -0.766 | 0.223328 |
17 | -0.011575 | -0.0897 | 0.464429 |
18 | -0.009765 | -0.0756 | 0.469979 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.581191 | 4.5019 | 1.6e-05 |
2 | 0.043314 | 0.3355 | 0.369206 |
3 | -0.129777 | -1.0052 | 0.159407 |
4 | -0.038609 | -0.2991 | 0.382963 |
5 | 0.099607 | 0.7716 | 0.221703 |
6 | -0.016915 | -0.131 | 0.448097 |
7 | -0.104024 | -0.8058 | 0.211779 |
8 | 0.015847 | 0.1227 | 0.451358 |
9 | -0.00253 | -0.0196 | 0.492214 |
10 | -0.370425 | -2.8693 | 0.002836 |
11 | -0.275131 | -2.1312 | 0.018591 |
12 | -0.186274 | -1.4429 | 0.077129 |
13 | 0.098999 | 0.7668 | 0.223091 |
14 | 0.080144 | 0.6208 | 0.268543 |
15 | 0.106702 | 0.8265 | 0.205895 |
16 | -0.274173 | -2.1237 | 0.018912 |
17 | 0.122904 | 0.952 | 0.172455 |
18 | 0.036793 | 0.285 | 0.388313 |