Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.546503 | 3.7466 | 0.000245 |
2 | -0.129773 | -0.8897 | 0.189085 |
3 | -0.536021 | -3.6748 | 0.000305 |
4 | -0.52773 | -3.6179 | 0.000362 |
5 | -0.129776 | -0.8897 | 0.18908 |
6 | 0.189913 | 1.302 | 0.099635 |
7 | 0.22106 | 1.5155 | 0.06817 |
8 | 0.087033 | 0.5967 | 0.276796 |
9 | -0.102711 | -0.7042 | 0.242407 |
10 | -0.090252 | -0.6187 | 0.269538 |
11 | 0.02719 | 0.1864 | 0.426465 |
12 | 0.068428 | 0.4691 | 0.320577 |
13 | 0.078781 | 0.5401 | 0.295842 |
14 | 0.021089 | 0.1446 | 0.442831 |
15 | -0.059196 | -0.4058 | 0.343355 |
16 | -0.038753 | -0.2657 | 0.395824 |
17 | -0.032656 | -0.2239 | 0.411911 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.546503 | 3.7466 | 0.000245 |
2 | -0.610889 | -4.188 | 6.1e-05 |
3 | -0.200002 | -1.3711 | 0.08842 |
4 | -0.162213 | -1.1121 | 0.13588 |
5 | 0.148432 | 1.0176 | 0.15704 |
6 | -0.225597 | -1.5466 | 0.064332 |
7 | -0.107262 | -0.7353 | 0.23289 |
8 | -0.027371 | -0.1876 | 0.425981 |
9 | -0.108196 | -0.7418 | 0.230964 |
10 | 0.12744 | 0.8737 | 0.193366 |
11 | -0.089643 | -0.6146 | 0.270904 |
12 | -0.041724 | -0.286 | 0.388049 |
13 | 0.074769 | 0.5126 | 0.305319 |
14 | 0.027404 | 0.1879 | 0.425892 |
15 | -0.043253 | -0.2965 | 0.384068 |
16 | 0.064262 | 0.4406 | 0.330776 |
17 | -0.064228 | -0.4403 | 0.330859 |