Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.408354 | 3.465 | 0.000449 |
2 | 0.007951 | 0.0675 | 0.473198 |
3 | -0.173095 | -1.4688 | 0.073127 |
4 | -0.234766 | -1.9921 | 0.025079 |
5 | -0.229509 | -1.9474 | 0.027691 |
6 | -0.054132 | -0.4593 | 0.323692 |
7 | 0.072886 | 0.6185 | 0.269112 |
8 | 0.089263 | 0.7574 | 0.225636 |
9 | 0.092207 | 0.7824 | 0.218272 |
10 | -0.093288 | -0.7916 | 0.215605 |
11 | -0.415411 | -3.5249 | 0.00037 |
12 | -0.612868 | -5.2004 | 1e-06 |
13 | -0.109002 | -0.9249 | 0.17905 |
14 | 0.210668 | 1.7876 | 0.039026 |
15 | 0.251466 | 2.1338 | 0.018135 |
16 | 0.284086 | 2.4105 | 0.009242 |
17 | 0.217305 | 1.8439 | 0.034657 |
18 | 0.048775 | 0.4139 | 0.340098 |
19 | -0.04261 | -0.3616 | 0.35937 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.408354 | 3.465 | 0.000449 |
2 | -0.190582 | -1.6171 | 0.05511 |
3 | -0.123459 | -1.0476 | 0.149166 |
4 | -0.130549 | -1.1077 | 0.135829 |
5 | -0.124044 | -1.0526 | 0.148033 |
6 | 0.059208 | 0.5024 | 0.30846 |
7 | 0.012524 | 0.1063 | 0.457832 |
8 | -0.018873 | -0.1601 | 0.436608 |
9 | 0.033963 | 0.2882 | 0.387018 |
10 | -0.194508 | -1.6505 | 0.051603 |
11 | -0.381017 | -3.233 | 0.000925 |
12 | -0.484004 | -4.1069 | 5.2e-05 |
13 | 0.273291 | 2.319 | 0.01162 |
14 | 0.109509 | 0.9292 | 0.177942 |
15 | -0.116444 | -0.9881 | 0.163216 |
16 | -0.0017 | -0.0144 | 0.494266 |
17 | -0.005231 | -0.0444 | 0.482361 |
18 | 0.053216 | 0.4516 | 0.326473 |
19 | 0.046699 | 0.3963 | 0.346545 |