Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.792797 | 6.141 | 0 |
2 | 0.377236 | 2.9221 | 0.002448 |
3 | -0.083682 | -0.6482 | 0.259666 |
4 | -0.384775 | -2.9805 | 0.002076 |
5 | -0.537663 | -4.1647 | 5.1e-05 |
6 | -0.547582 | -4.2416 | 3.9e-05 |
7 | -0.488893 | -3.787 | 0.000178 |
8 | -0.336388 | -2.6057 | 0.005774 |
9 | -0.085189 | -0.6599 | 0.255931 |
10 | 0.269553 | 2.0879 | 0.020528 |
11 | 0.574318 | 4.4486 | 1.9e-05 |
12 | 0.707141 | 5.4775 | 0 |
13 | 0.535069 | 4.1446 | 5.4e-05 |
14 | 0.19965 | 1.5465 | 0.063624 |
15 | -0.167692 | -1.2989 | 0.099467 |
16 | -0.392911 | -3.0435 | 0.001734 |
17 | -0.485046 | -3.7571 | 0.000196 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.792797 | 6.141 | 0 |
2 | -0.676475 | -5.24 | 1e-06 |
3 | -0.242009 | -1.8746 | 0.032859 |
4 | 0.202771 | 1.5707 | 0.060761 |
5 | -0.408825 | -3.1667 | 0.001212 |
6 | -0.155148 | -1.2018 | 0.117087 |
7 | -0.15228 | -1.1796 | 0.121417 |
8 | 0.029907 | 0.2317 | 0.408797 |
9 | 0.245017 | 1.8979 | 0.031262 |
10 | 0.3262 | 2.5267 | 0.007084 |
11 | -0.049124 | -0.3805 | 0.352454 |
12 | 0.018829 | 0.1459 | 0.442263 |
13 | -0.380611 | -2.9482 | 0.002274 |
14 | 0.204925 | 1.5873 | 0.058846 |
15 | 0.031625 | 0.245 | 0.40366 |
16 | -0.100986 | -0.7822 | 0.218576 |
17 | -0.014604 | -0.1131 | 0.455154 |