Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.602488 | 4.6668 | 9e-06 |
2 | 0.402825 | 3.1203 | 0.001389 |
3 | 0.104399 | 0.8087 | 0.210951 |
4 | -0.021613 | -0.1674 | 0.433804 |
5 | -0.220737 | -1.7098 | 0.046233 |
6 | -0.21278 | -1.6482 | 0.052271 |
7 | -0.12054 | -0.9337 | 0.177101 |
8 | -0.099406 | -0.77 | 0.222163 |
9 | -0.160779 | -1.2454 | 0.108916 |
10 | -0.046858 | -0.363 | 0.358954 |
11 | -0.038183 | -0.2958 | 0.384216 |
12 | -0.082689 | -0.6405 | 0.262141 |
13 | -0.133824 | -1.0366 | 0.152041 |
14 | -0.042275 | -0.3275 | 0.37223 |
15 | 0.000734 | 0.0057 | 0.49774 |
16 | -0.079796 | -0.6181 | 0.269425 |
17 | -0.105684 | -0.8186 | 0.208121 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.602488 | 4.6668 | 9e-06 |
2 | 0.062532 | 0.4844 | 0.314943 |
3 | -0.253416 | -1.963 | 0.027146 |
4 | -0.020883 | -0.1618 | 0.43602 |
5 | -0.202931 | -1.5719 | 0.060617 |
6 | 0.037171 | 0.2879 | 0.387197 |
7 | 0.161405 | 1.2502 | 0.108034 |
8 | -0.145511 | -1.1271 | 0.132089 |
9 | -0.21075 | -1.6325 | 0.05391 |
10 | 0.198958 | 1.5411 | 0.064272 |
11 | -0.058024 | -0.4495 | 0.327363 |
12 | -0.178626 | -1.3836 | 0.085799 |
13 | -0.00843 | -0.0653 | 0.474076 |
14 | 0.068853 | 0.5333 | 0.297886 |
15 | 0.033585 | 0.2602 | 0.397819 |
16 | -0.182339 | -1.4124 | 0.0815 |
17 | -0.146011 | -1.131 | 0.131279 |