Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.652685 | 4.5219 | 2e-05 |
2 | 0.388728 | 2.6932 | 0.004859 |
3 | 0.096795 | 0.6706 | 0.25284 |
4 | -0.031957 | -0.2214 | 0.412857 |
5 | -0.21292 | -1.4752 | 0.073351 |
6 | -0.15226 | -1.0549 | 0.148378 |
7 | -0.080783 | -0.5597 | 0.289149 |
8 | -0.068156 | -0.4722 | 0.319463 |
9 | -0.138938 | -0.9626 | 0.170288 |
10 | -0.099615 | -0.6902 | 0.246711 |
11 | -0.116599 | -0.8078 | 0.211589 |
12 | -0.210249 | -1.4566 | 0.075862 |
13 | -0.177859 | -1.2322 | 0.11193 |
14 | -0.087737 | -0.6079 | 0.273073 |
15 | -0.014533 | -0.1007 | 0.460109 |
16 | -0.059085 | -0.4094 | 0.342052 |
17 | -0.031641 | -0.2192 | 0.413707 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.652685 | 4.5219 | 2e-05 |
2 | -0.064929 | -0.4498 | 0.327426 |
3 | -0.229219 | -1.5881 | 0.059418 |
4 | 0.027918 | 0.1934 | 0.423723 |
5 | -0.224708 | -1.5568 | 0.063041 |
6 | 0.183492 | 1.2713 | 0.104879 |
7 | 0.05157 | 0.3573 | 0.361222 |
8 | -0.198403 | -1.3746 | 0.087823 |
9 | -0.107883 | -0.7474 | 0.229224 |
10 | 0.073828 | 0.5115 | 0.305675 |
11 | -0.071258 | -0.4937 | 0.311887 |
12 | -0.215929 | -1.496 | 0.0706 |
13 | 0.118574 | 0.8215 | 0.20771 |
14 | -0.001234 | -0.0086 | 0.496607 |
15 | -0.010188 | -0.0706 | 0.47201 |
16 | -0.139982 | -0.9698 | 0.168499 |
17 | -0.064055 | -0.4438 | 0.329596 |