Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.593088 | 4.594 | 1.1e-05 |
2 | 0.261158 | 2.0229 | 0.023772 |
3 | -0.002495 | -0.0193 | 0.492324 |
4 | -0.198831 | -1.5401 | 0.064393 |
5 | -0.327391 | -2.536 | 0.006918 |
6 | -0.387485 | -3.0014 | 0.001956 |
7 | -0.377334 | -2.9228 | 0.002443 |
8 | -0.296572 | -2.2972 | 0.012555 |
9 | -0.141731 | -1.0978 | 0.138329 |
10 | 0.087696 | 0.6793 | 0.249783 |
11 | 0.396128 | 3.0684 | 0.001614 |
12 | 0.791641 | 6.132 | 0 |
13 | 0.473905 | 3.6708 | 0.000258 |
14 | 0.212969 | 1.6497 | 0.05212 |
15 | 0.003842 | 0.0298 | 0.48818 |
16 | -0.15379 | -1.1913 | 0.119122 |
17 | -0.260239 | -2.0158 | 0.024153 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.593088 | 4.594 | 1.1e-05 |
2 | -0.139754 | -1.0825 | 0.141674 |
3 | -0.151269 | -1.1717 | 0.122969 |
4 | -0.157296 | -1.2184 | 0.113918 |
5 | -0.158721 | -1.2294 | 0.111852 |
6 | -0.152934 | -1.1846 | 0.12042 |
7 | -0.132378 | -1.0254 | 0.154646 |
8 | -0.090559 | -0.7015 | 0.242863 |
9 | -0.0092 | -0.0713 | 0.471713 |
10 | 0.117582 | 0.9108 | 0.183026 |
11 | 0.314144 | 2.4334 | 0.008978 |
12 | 0.668784 | 5.1804 | 1e-06 |
13 | -0.662187 | -5.1293 | 2e-06 |
14 | 0.038199 | 0.2959 | 0.38417 |
15 | 0.056718 | 0.4393 | 0.330998 |
16 | 0.061417 | 0.4757 | 0.317997 |
17 | 0.065091 | 0.5042 | 0.307987 |