Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.719206 | 5.7536 | 0 |
2 | 0.400778 | 3.2062 | 0.00105 |
3 | 0.103386 | 0.8271 | 0.20563 |
4 | -0.13139 | -1.0511 | 0.148578 |
5 | -0.192757 | -1.5421 | 0.063995 |
6 | -0.151056 | -1.2084 | 0.115661 |
7 | -0.065622 | -0.525 | 0.300706 |
8 | 0.079564 | 0.6365 | 0.263357 |
9 | 0.12398 | 0.9918 | 0.162506 |
10 | 0.073576 | 0.5886 | 0.279097 |
11 | -0.01729 | -0.1383 | 0.445212 |
12 | -0.162625 | -1.301 | 0.098962 |
13 | -0.236087 | -1.8887 | 0.031733 |
14 | -0.273689 | -2.1895 | 0.016106 |
15 | -0.285341 | -2.2827 | 0.012889 |
16 | -0.221913 | -1.7753 | 0.040301 |
17 | -0.152494 | -1.22 | 0.11348 |
18 | -0.042913 | -0.3433 | 0.366247 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.719206 | 5.7536 | 0 |
2 | -0.241284 | -1.9303 | 0.029003 |
3 | -0.17788 | -1.423 | 0.07979 |
4 | -0.132331 | -1.0586 | 0.14687 |
5 | 0.10833 | 0.8666 | 0.194689 |
6 | 0.038257 | 0.3061 | 0.380276 |
7 | 0.007716 | 0.0617 | 0.475487 |
8 | 0.135353 | 1.0828 | 0.141474 |
9 | -0.100384 | -0.8031 | 0.212453 |
10 | -0.100932 | -0.8075 | 0.211198 |
11 | -0.050929 | -0.4074 | 0.342525 |
12 | -0.119561 | -0.9565 | 0.171212 |
13 | 0.014077 | 0.1126 | 0.455343 |
14 | -0.11177 | -0.8942 | 0.187294 |
15 | -0.099177 | -0.7934 | 0.215233 |
16 | -0.022238 | -0.1779 | 0.429681 |
17 | -0.054817 | -0.4385 | 0.331236 |
18 | 0.097521 | 0.7802 | 0.219084 |