Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.518603 | 3.593 | 0.000384 |
2 | 0.639496 | 4.4306 | 2.7e-05 |
3 | 0.676197 | 4.6848 | 1.2e-05 |
4 | 0.418677 | 2.9007 | 0.002802 |
5 | 0.450377 | 3.1203 | 0.001527 |
6 | 0.388511 | 2.6917 | 0.004879 |
7 | 0.205185 | 1.4216 | 0.080809 |
8 | 0.266582 | 1.8469 | 0.035463 |
9 | 0.092554 | 0.6412 | 0.262211 |
10 | 0.083195 | 0.5764 | 0.283521 |
11 | 0.095322 | 0.6604 | 0.256074 |
12 | -0.059175 | -0.41 | 0.341823 |
13 | 0.01392 | 0.0964 | 0.461787 |
14 | -0.007225 | -0.0501 | 0.480142 |
15 | -0.029709 | -0.2058 | 0.418898 |
16 | -0.076186 | -0.5278 | 0.300024 |
17 | -0.034332 | -0.2379 | 0.406502 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.518603 | 3.593 | 0.000384 |
2 | 0.506869 | 3.5117 | 0.00049 |
3 | 0.45982 | 3.1857 | 0.001269 |
4 | -0.196224 | -1.3595 | 0.090173 |
5 | -0.259552 | -1.7982 | 0.039216 |
6 | -0.101853 | -0.7057 | 0.241906 |
7 | -0.125268 | -0.8679 | 0.194888 |
8 | 0.080561 | 0.5581 | 0.28967 |
9 | -0.096803 | -0.6707 | 0.252823 |
10 | 0.03081 | 0.2135 | 0.415938 |
11 | 0.125351 | 0.8685 | 0.194733 |
12 | -0.05233 | -0.3626 | 0.359266 |
13 | -0.011615 | -0.0805 | 0.4681 |
14 | 0.034799 | 0.2411 | 0.405254 |
15 | 0.183515 | 1.2714 | 0.104851 |
16 | -0.226974 | -1.5725 | 0.061199 |
17 | -0.145544 | -1.0084 | 0.159169 |