Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.75691 | 5.244 | 2e-06 |
2 | 0.542061 | 3.7555 | 0.000234 |
3 | 0.340339 | 2.3579 | 0.01125 |
4 | 0.18315 | 1.2689 | 0.105298 |
5 | 0.029346 | 0.2033 | 0.419875 |
6 | -0.095301 | -0.6603 | 0.25612 |
7 | -0.182936 | -1.2674 | 0.10556 |
8 | -0.237896 | -1.6482 | 0.052922 |
9 | -0.282146 | -1.9548 | 0.028224 |
10 | -0.298193 | -2.0659 | 0.022127 |
11 | -0.283685 | -1.9654 | 0.027582 |
12 | -0.250655 | -1.7366 | 0.044437 |
13 | -0.26208 | -1.8157 | 0.037829 |
14 | -0.279415 | -1.9358 | 0.029394 |
15 | -0.282782 | -1.9592 | 0.027958 |
16 | -0.273837 | -1.8972 | 0.031913 |
17 | -0.234697 | -1.626 | 0.055246 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.75691 | 5.244 | 2e-06 |
2 | -0.072236 | -0.5005 | 0.309517 |
3 | -0.105714 | -0.7324 | 0.23374 |
4 | -0.04237 | -0.2935 | 0.385184 |
5 | -0.121562 | -0.8422 | 0.201924 |
6 | -0.081095 | -0.5618 | 0.288419 |
7 | -0.051324 | -0.3556 | 0.361854 |
8 | -0.052534 | -0.364 | 0.35874 |
9 | -0.085428 | -0.5919 | 0.278359 |
10 | -0.044954 | -0.3114 | 0.378404 |
11 | -0.020951 | -0.1452 | 0.442599 |
12 | -0.028215 | -0.1955 | 0.422923 |
13 | -0.158254 | -1.0964 | 0.139184 |
14 | -0.114736 | -0.7949 | 0.215288 |
15 | -0.078061 | -0.5408 | 0.295566 |
16 | -0.088367 | -0.6122 | 0.271638 |
17 | -0.022132 | -0.1533 | 0.439389 |