Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.568679 | 4.8254 | 4e-06 |
2 | 0.169517 | 1.4384 | 0.077326 |
3 | -0.022769 | -0.1932 | 0.423671 |
4 | -0.325104 | -2.7586 | 0.003677 |
5 | -0.536734 | -4.5543 | 1e-05 |
6 | -0.654747 | -5.5557 | 0 |
7 | -0.527416 | -4.4753 | 1.4e-05 |
8 | -0.257705 | -2.1867 | 0.016007 |
9 | 0.00663 | 0.0563 | 0.477647 |
10 | 0.17253 | 1.464 | 0.073778 |
11 | 0.496633 | 4.2141 | 3.6e-05 |
12 | 0.806181 | 6.8407 | 0 |
13 | 0.482313 | 4.0926 | 5.5e-05 |
14 | 0.150721 | 1.2789 | 0.102518 |
15 | -0.010315 | -0.0875 | 0.46525 |
16 | -0.265054 | -2.2491 | 0.013784 |
17 | -0.435708 | -3.6971 | 0.000211 |
18 | -0.54438 | -4.6192 | 8e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.568679 | 4.8254 | 4e-06 |
2 | -0.227428 | -1.9298 | 0.028787 |
3 | -0.018331 | -0.1555 | 0.438415 |
4 | -0.409262 | -3.4727 | 0.000438 |
5 | -0.248667 | -2.11 | 0.019167 |
6 | -0.462439 | -3.9239 | 9.9e-05 |
7 | -0.16291 | -1.3823 | 0.085571 |
8 | -0.251832 | -2.1369 | 0.018004 |
9 | -0.134687 | -1.1429 | 0.128442 |
10 | -0.466739 | -3.9604 | 8.7e-05 |
11 | 0.17187 | 1.4584 | 0.074544 |
12 | 0.350189 | 2.9715 | 0.002013 |
13 | -0.3398 | -2.8833 | 0.002593 |
14 | -0.084648 | -0.7183 | 0.23746 |
15 | -0.02068 | -0.1755 | 0.4306 |
16 | 0.030228 | 0.2565 | 0.399152 |
17 | 0.017573 | 0.1491 | 0.44094 |
18 | 0.042511 | 0.3607 | 0.359683 |