Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.694937 | 5.4276 | 1e-06 |
2 | 0.612527 | 4.784 | 6e-06 |
3 | 0.657186 | 5.1328 | 2e-06 |
4 | 0.509555 | 3.9798 | 9.3e-05 |
5 | 0.454088 | 3.5465 | 0.000378 |
6 | 0.460958 | 3.6002 | 0.00032 |
7 | 0.315243 | 2.4621 | 0.008326 |
8 | 0.296733 | 2.3176 | 0.011922 |
9 | 0.28147 | 2.1983 | 0.015864 |
10 | 0.162079 | 1.2659 | 0.105185 |
11 | 0.184458 | 1.4407 | 0.077396 |
12 | 0.281253 | 2.1967 | 0.015927 |
13 | 0.106223 | 0.8296 | 0.204991 |
14 | 0.068182 | 0.5325 | 0.29815 |
15 | 0.100641 | 0.786 | 0.217447 |
16 | 0.061395 | 0.4795 | 0.316646 |
17 | 0.030127 | 0.2353 | 0.407381 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.694937 | 5.4276 | 1e-06 |
2 | 0.250627 | 1.9575 | 0.027436 |
3 | 0.338501 | 2.6438 | 0.005204 |
4 | -0.134498 | -1.0505 | 0.148825 |
5 | 0.008404 | 0.0656 | 0.473942 |
6 | 0.045198 | 0.353 | 0.362649 |
7 | -0.164779 | -1.287 | 0.101485 |
8 | 0.049209 | 0.3843 | 0.351034 |
9 | -0.023451 | -0.1832 | 0.427642 |
10 | -0.082183 | -0.6419 | 0.261682 |
11 | 0.09071 | 0.7085 | 0.240677 |
12 | 0.266998 | 2.0853 | 0.020616 |
13 | -0.255223 | -1.9934 | 0.02535 |
14 | -0.126947 | -0.9915 | 0.162682 |
15 | -0.034946 | -0.2729 | 0.392912 |
16 | 0.16211 | 1.2661 | 0.105142 |
17 | -0.072238 | -0.5642 | 0.287346 |