Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.481573 | 4.7184 | 4e-06 |
2 | 0.049952 | 0.4894 | 0.312827 |
3 | -0.158754 | -1.5555 | 0.061563 |
4 | -0.253178 | -2.4806 | 0.007428 |
5 | -0.024463 | -0.2397 | 0.40554 |
6 | 0.052535 | 0.5147 | 0.30396 |
7 | -0.024622 | -0.2412 | 0.404941 |
8 | -0.251669 | -2.4658 | 0.007722 |
9 | -0.176672 | -1.731 | 0.04333 |
10 | 0.005515 | 0.054 | 0.47851 |
11 | 0.390363 | 3.8248 | 0.000116 |
12 | 0.838392 | 8.2145 | 0 |
13 | 0.407392 | 3.9916 | 6.4e-05 |
14 | 0.010042 | 0.0984 | 0.460914 |
15 | -0.180989 | -1.7733 | 0.039673 |
16 | -0.257248 | -2.5205 | 0.006684 |
17 | -0.05726 | -0.561 | 0.288042 |
18 | 0.015683 | 0.1537 | 0.439098 |
19 | -0.051348 | -0.5031 | 0.308021 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.481573 | 4.7184 | 4e-06 |
2 | -0.2369 | -2.3211 | 0.011198 |
3 | -0.102656 | -1.0058 | 0.158515 |
4 | -0.145342 | -1.4241 | 0.078836 |
5 | 0.221345 | 2.1687 | 0.016287 |
6 | -0.108048 | -1.0586 | 0.146208 |
7 | -0.096268 | -0.9432 | 0.173966 |
8 | -0.3189 | -3.1246 | 0.001178 |
9 | 0.248152 | 2.4314 | 0.008448 |
10 | -0.020312 | -0.199 | 0.421334 |
11 | 0.543341 | 5.3236 | 0 |
12 | 0.610038 | 5.9771 | 0 |
13 | -0.377084 | -3.6947 | 0.000183 |
14 | -0.059959 | -0.5875 | 0.279133 |
15 | 0.026777 | 0.2624 | 0.396802 |
16 | 0.017052 | 0.1671 | 0.433831 |
17 | -0.140929 | -1.3808 | 0.085271 |
18 | -0.056537 | -0.5539 | 0.290452 |
19 | 0.015569 | 0.1525 | 0.43954 |