Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.672362 | 4.7543 | 9e-06 |
2 | 0.254289 | 1.7981 | 0.0391 |
3 | 0.056368 | 0.3986 | 0.34595 |
4 | 0.040991 | 0.2898 | 0.386566 |
5 | 0.088398 | 0.6251 | 0.267385 |
6 | 0.10807 | 0.7642 | 0.224179 |
7 | 0.040359 | 0.2854 | 0.388265 |
8 | -0.063841 | -0.4514 | 0.326818 |
9 | -0.055854 | -0.395 | 0.34728 |
10 | 0.137244 | 0.9705 | 0.168244 |
11 | 0.336252 | 2.3777 | 0.010644 |
12 | 0.361071 | 2.5532 | 0.006886 |
13 | 0.118491 | 0.8379 | 0.203049 |
14 | -0.178953 | -1.2654 | 0.105799 |
15 | -0.298763 | -2.1126 | 0.019827 |
16 | -0.294216 | -2.0804 | 0.021315 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.672362 | 4.7543 | 9e-06 |
2 | -0.360961 | -2.5524 | 0.0069 |
3 | 0.139285 | 0.9849 | 0.164709 |
4 | 0.036649 | 0.2591 | 0.398293 |
5 | 0.052491 | 0.3712 | 0.356041 |
6 | 0.008216 | 0.0581 | 0.476951 |
7 | -0.091624 | -0.6479 | 0.260014 |
8 | -0.055645 | -0.3935 | 0.347823 |
9 | 0.114924 | 0.8126 | 0.210139 |
10 | 0.258604 | 1.8286 | 0.036713 |
11 | 0.119879 | 0.8477 | 0.200329 |
12 | 0.010915 | 0.0772 | 0.469394 |
13 | -0.293824 | -2.0777 | 0.021448 |
14 | -0.17104 | -1.2094 | 0.116092 |
15 | -0.068639 | -0.4853 | 0.314774 |
16 | -0.183043 | -1.2943 | 0.100753 |