Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.593481 | 4.0687 | 9e-05 |
2 | -0.026467 | -0.1815 | 0.428397 |
3 | -0.495099 | -3.3942 | 0.000703 |
4 | -0.558478 | -3.8287 | 0.00019 |
5 | -0.262313 | -1.7983 | 0.039274 |
6 | 0.167884 | 1.151 | 0.127787 |
7 | 0.393038 | 2.6945 | 0.004873 |
8 | 0.42017 | 2.8805 | 0.002981 |
9 | 0.197459 | 1.3537 | 0.091152 |
10 | -0.146976 | -1.0076 | 0.159399 |
11 | -0.396209 | -2.7163 | 0.004605 |
12 | -0.454386 | -3.1151 | 0.001565 |
13 | -0.271218 | -1.8594 | 0.03462 |
14 | 0.055761 | 0.3823 | 0.35199 |
15 | 0.227131 | 1.5571 | 0.063074 |
16 | 0.220379 | 1.5108 | 0.068762 |
17 | 0.085848 | 0.5885 | 0.279493 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.593481 | 4.0687 | 9e-05 |
2 | -0.584591 | -4.0078 | 0.000109 |
3 | -0.289081 | -1.9818 | 0.026681 |
4 | -0.033924 | -0.2326 | 0.408552 |
5 | 0.041312 | 0.2832 | 0.389125 |
6 | 0.112202 | 0.7692 | 0.222806 |
7 | -0.054156 | -0.3713 | 0.356052 |
8 | 0.248252 | 1.7019 | 0.047687 |
9 | -0.028071 | -0.1924 | 0.424112 |
10 | -0.132602 | -0.9091 | 0.183974 |
11 | -0.072504 | -0.4971 | 0.310731 |
12 | -0.207574 | -1.4231 | 0.080662 |
13 | -0.044302 | -0.3037 | 0.381341 |
14 | -0.060161 | -0.4124 | 0.340946 |
15 | -0.255522 | -1.7518 | 0.043168 |
16 | -0.005666 | -0.0388 | 0.484591 |
17 | -0.004511 | -0.0309 | 0.48773 |