Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.82278 | 6.3732 | 0 |
2 | 0.48632 | 3.767 | 0.000189 |
3 | 0.109987 | 0.852 | 0.198813 |
4 | -0.14327 | -1.1098 | 0.135764 |
5 | -0.285914 | -2.2147 | 0.015296 |
6 | -0.321355 | -2.4892 | 0.007797 |
7 | -0.290273 | -2.2484 | 0.014117 |
8 | -0.190727 | -1.4774 | 0.072404 |
9 | -0.028052 | -0.2173 | 0.414359 |
10 | 0.209866 | 1.6256 | 0.054636 |
11 | 0.434885 | 3.3686 | 0.000662 |
12 | 0.565668 | 4.3816 | 2.4e-05 |
13 | 0.488115 | 3.7809 | 0.000181 |
14 | 0.279039 | 2.1614 | 0.017331 |
15 | 0.025863 | 0.2003 | 0.420949 |
16 | -0.135085 | -1.0464 | 0.149795 |
17 | -0.219219 | -1.6981 | 0.047339 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.82278 | 6.3732 | 0 |
2 | -0.590174 | -4.5715 | 1.2e-05 |
3 | -0.193395 | -1.498 | 0.069684 |
4 | 0.239143 | 1.8524 | 0.034445 |
5 | -0.229244 | -1.7757 | 0.040425 |
6 | -0.057028 | -0.4417 | 0.330135 |
7 | 0.062812 | 0.4865 | 0.314178 |
8 | 0.072751 | 0.5635 | 0.287588 |
9 | 0.179252 | 1.3885 | 0.085062 |
10 | 0.344659 | 2.6697 | 0.004876 |
11 | 0.017355 | 0.1344 | 0.446755 |
12 | -0.015017 | -0.1163 | 0.453894 |
13 | -0.268075 | -2.0765 | 0.021069 |
14 | 0.099462 | 0.7704 | 0.222034 |
15 | 0.088297 | 0.6839 | 0.248321 |
16 | 0.089702 | 0.6948 | 0.244923 |
17 | -0.132019 | -1.0226 | 0.155297 |