Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.830303 | 5.8121 | 0 |
2 | 0.569558 | 3.9869 | 0.000111 |
3 | 0.277409 | 1.9419 | 0.028957 |
4 | 0.026481 | 0.1854 | 0.426852 |
5 | -0.14054 | -0.9838 | 0.165028 |
6 | -0.226607 | -1.5863 | 0.059558 |
7 | -0.250308 | -1.7522 | 0.043001 |
8 | -0.261617 | -1.8313 | 0.036568 |
9 | -0.273787 | -1.9165 | 0.030571 |
10 | -0.29148 | -2.0404 | 0.023361 |
11 | -0.297465 | -2.0823 | 0.021281 |
12 | -0.301588 | -2.1111 | 0.019944 |
13 | -0.264821 | -1.8537 | 0.0349 |
14 | -0.21673 | -1.5171 | 0.067832 |
15 | -0.137451 | -0.9622 | 0.170347 |
16 | -0.072217 | -0.5055 | 0.307732 |
17 | -0.017388 | -0.1217 | 0.45181 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.830303 | 5.8121 | 0 |
2 | -0.385856 | -2.701 | 0.004733 |
3 | -0.217865 | -1.5251 | 0.066838 |
4 | -0.045791 | -0.3205 | 0.374963 |
5 | 0.019817 | 0.1387 | 0.445121 |
6 | -0.026517 | -0.1856 | 0.426754 |
7 | -0.045344 | -0.3174 | 0.376142 |
8 | -0.146544 | -1.0258 | 0.15501 |
9 | -0.1011 | -0.7077 | 0.241243 |
10 | -0.08427 | -0.5899 | 0.278988 |
11 | -0.036079 | -0.2526 | 0.400835 |
12 | -0.124136 | -0.869 | 0.194555 |
13 | 0.025061 | 0.1754 | 0.430733 |
14 | -0.104377 | -0.7306 | 0.23424 |
15 | 0.0312 | 0.2184 | 0.414013 |
16 | -0.118147 | -0.827 | 0.206116 |
17 | -0.029507 | -0.2065 | 0.418609 |