Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.671145 | 4.698 | 1.1e-05 |
2 | 0.537072 | 3.7595 | 0.000227 |
3 | 0.582041 | 4.0743 | 8.4e-05 |
4 | 0.464837 | 3.2539 | 0.001033 |
5 | 0.371266 | 2.5989 | 0.006161 |
6 | 0.342892 | 2.4002 | 0.010114 |
7 | 0.146316 | 1.0242 | 0.155383 |
8 | 0.143583 | 1.0051 | 0.159897 |
9 | 0.029329 | 0.2053 | 0.419092 |
10 | -0.163124 | -1.1419 | 0.129529 |
11 | -0.070812 | -0.4957 | 0.311167 |
12 | -0.00521 | -0.0365 | 0.485528 |
13 | -0.262402 | -1.8368 | 0.036154 |
14 | -0.313351 | -2.1935 | 0.016525 |
15 | -0.314804 | -2.2036 | 0.01614 |
16 | -0.367041 | -2.5693 | 0.006643 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.671145 | 4.698 | 1.1e-05 |
2 | 0.157645 | 1.1035 | 0.137597 |
3 | 0.322088 | 2.2546 | 0.01433 |
4 | -0.078493 | -0.5495 | 0.292595 |
5 | -0.013255 | -0.0928 | 0.463227 |
6 | -0.022403 | -0.1568 | 0.438016 |
7 | -0.302636 | -2.1185 | 0.019616 |
8 | 0.134175 | 0.9392 | 0.176112 |
9 | -0.297889 | -2.0852 | 0.02114 |
10 | -0.154985 | -1.0849 | 0.141638 |
11 | 0.248864 | 1.742 | 0.043887 |
12 | 0.157684 | 1.1038 | 0.137538 |
13 | -0.331279 | -2.319 | 0.012305 |
14 | -0.192669 | -1.3487 | 0.09182 |
15 | -0.081794 | -0.5726 | 0.28478 |
16 | 0.000829 | 0.0058 | 0.497696 |