Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.780814 | 6.0482 | 0 |
2 | 0.442027 | 3.4239 | 0.000559 |
3 | 0.02411 | 0.1868 | 0.426241 |
4 | -0.374016 | -2.8971 | 0.002625 |
5 | -0.643005 | -4.9807 | 3e-06 |
6 | -0.74959 | -5.8063 | 0 |
7 | -0.639949 | -4.957 | 3e-06 |
8 | -0.380163 | -2.9447 | 0.002297 |
9 | -0.024263 | -0.1879 | 0.425777 |
10 | 0.357669 | 2.7705 | 0.00372 |
11 | 0.609145 | 4.7184 | 7e-06 |
12 | 0.718084 | 5.5623 | 0 |
13 | 0.578799 | 4.4834 | 1.7e-05 |
14 | 0.313023 | 2.4247 | 0.009176 |
15 | -0.001625 | -0.0126 | 0.494999 |
16 | -0.326279 | -2.5273 | 0.007073 |
17 | -0.545949 | -4.2289 | 4.1e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.780814 | 6.0482 | 0 |
2 | -0.429493 | -3.3268 | 0.000752 |
3 | -0.420673 | -3.2585 | 0.000923 |
4 | -0.327509 | -2.5369 | 0.006902 |
5 | -0.169667 | -1.3142 | 0.096885 |
6 | -0.175185 | -1.357 | 0.089936 |
7 | 0.030362 | 0.2352 | 0.407435 |
8 | 0.001016 | 0.0079 | 0.496874 |
9 | 0.090611 | 0.7019 | 0.242736 |
10 | 0.224481 | 1.7388 | 0.043597 |
11 | 0.006879 | 0.0533 | 0.47884 |
12 | 0.116623 | 0.9034 | 0.184975 |
13 | -0.227812 | -1.7646 | 0.041358 |
14 | 0.020446 | 0.1584 | 0.437347 |
15 | 0.09927 | 0.7689 | 0.222472 |
16 | -0.046253 | -0.3583 | 0.360699 |
17 | -0.034559 | -0.2677 | 0.394928 |