Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.541824 | 4.197 | 4.5e-05 |
2 | 0.32105 | 2.4868 | 0.007844 |
3 | 0.034801 | 0.2696 | 0.394208 |
4 | -0.299251 | -2.318 | 0.011938 |
5 | -0.427385 | -3.3105 | 0.00079 |
6 | -0.475716 | -3.6849 | 0.000247 |
7 | -0.37676 | -2.9184 | 0.002473 |
8 | -0.314266 | -2.4343 | 0.008957 |
9 | 0.030221 | 0.2341 | 0.407857 |
10 | 0.216941 | 1.6804 | 0.049038 |
11 | 0.360268 | 2.7906 | 0.003522 |
12 | 0.605049 | 4.6867 | 8e-06 |
13 | 0.3702 | 2.8676 | 0.00285 |
14 | 0.301899 | 2.3385 | 0.011356 |
15 | 0.097313 | 0.7538 | 0.226964 |
16 | -0.134519 | -1.042 | 0.150801 |
17 | -0.29067 | -2.2515 | 0.014013 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.541824 | 4.197 | 4.5e-05 |
2 | 0.038895 | 0.3013 | 0.382122 |
3 | -0.217563 | -1.6852 | 0.048569 |
4 | -0.370029 | -2.8662 | 0.00286 |
5 | -0.160174 | -1.2407 | 0.109773 |
6 | -0.116476 | -0.9022 | 0.185273 |
7 | -0.025439 | -0.1971 | 0.422227 |
8 | -0.221641 | -1.7168 | 0.045585 |
9 | 0.223176 | 1.7287 | 0.044502 |
10 | 0.075401 | 0.5841 | 0.280686 |
11 | 0.07145 | 0.5535 | 0.291006 |
12 | 0.348415 | 2.6988 | 0.004513 |
13 | -0.182277 | -1.4119 | 0.081571 |
14 | 0.158401 | 1.227 | 0.112313 |
15 | 0.0756 | 0.5856 | 0.280172 |
16 | 0.001403 | 0.0109 | 0.495682 |
17 | 0.027394 | 0.2122 | 0.416336 |