Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.664088 | 5.1867 | 1e-06 |
2 | 0.182848 | 1.4281 | 0.079183 |
3 | -0.054737 | -0.4275 | 0.335257 |
4 | -0.08022 | -0.6265 | 0.266649 |
5 | 0.000268 | 0.0021 | 0.499169 |
6 | 0.055357 | 0.4324 | 0.333504 |
7 | -0.021083 | -0.1647 | 0.434877 |
8 | -0.126485 | -0.9879 | 0.163558 |
9 | -0.110624 | -0.864 | 0.195486 |
10 | 0.011011 | 0.086 | 0.465876 |
11 | 0.278723 | 2.1769 | 0.016684 |
12 | 0.425422 | 3.3227 | 0.000755 |
13 | 0.162119 | 1.2662 | 0.10513 |
14 | -0.204685 | -1.5986 | 0.057534 |
15 | -0.378975 | -2.9599 | 0.002189 |
16 | -0.374087 | -2.9217 | 0.002438 |
17 | -0.281077 | -2.1953 | 0.015979 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.664088 | 5.1867 | 1e-06 |
2 | -0.461845 | -3.6071 | 0.000313 |
3 | 0.169325 | 1.3225 | 0.095475 |
4 | -0.048565 | -0.3793 | 0.352889 |
5 | 0.096475 | 0.7535 | 0.227025 |
6 | -0.048135 | -0.3759 | 0.35413 |
7 | -0.145162 | -1.1338 | 0.130668 |
8 | 0.00198 | 0.0155 | 0.493857 |
9 | 0.072355 | 0.5651 | 0.287036 |
10 | 0.064207 | 0.5015 | 0.308922 |
11 | 0.413062 | 3.2261 | 0.00101 |
12 | -0.125359 | -0.9791 | 0.165702 |
13 | -0.390632 | -3.0509 | 0.001687 |
14 | -0.002953 | -0.0231 | 0.490836 |
15 | -0.181506 | -1.4176 | 0.080697 |
16 | -0.122969 | -0.9604 | 0.170318 |
17 | -0.08424 | -0.6579 | 0.256528 |