Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.580132 | 4.0609 | 8.8e-05 |
2 | 0.54944 | 3.8461 | 0.000173 |
3 | 0.461096 | 3.2277 | 0.001114 |
4 | 0.401032 | 2.8072 | 0.003576 |
5 | 0.321745 | 2.2522 | 0.014411 |
6 | 0.214676 | 1.5027 | 0.069663 |
7 | 0.102292 | 0.716 | 0.238682 |
8 | 0.023102 | 0.1617 | 0.436099 |
9 | -0.026042 | -0.1823 | 0.428051 |
10 | -0.152992 | -1.0709 | 0.14472 |
11 | -0.161699 | -1.1319 | 0.131594 |
12 | -0.352533 | -2.4677 | 0.008569 |
13 | -0.259634 | -1.8174 | 0.037634 |
14 | -0.275921 | -1.9314 | 0.029611 |
15 | -0.391148 | -2.738 | 0.004296 |
16 | -0.358583 | -2.5101 | 0.007711 |
17 | -0.385629 | -2.6994 | 0.004753 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.580132 | 4.0609 | 8.8e-05 |
2 | 0.32088 | 2.2462 | 0.014618 |
3 | 0.098255 | 0.6878 | 0.247415 |
4 | 0.037108 | 0.2598 | 0.398071 |
5 | -0.026418 | -0.1849 | 0.427024 |
6 | -0.108175 | -0.7572 | 0.226271 |
7 | -0.144901 | -1.0143 | 0.15771 |
8 | -0.095326 | -0.6673 | 0.253861 |
9 | -0.024816 | -0.1737 | 0.431405 |
10 | -0.149309 | -1.0452 | 0.150539 |
11 | -0.00058 | -0.0041 | 0.49839 |
12 | -0.267811 | -1.8747 | 0.033402 |
13 | 0.105216 | 0.7365 | 0.232465 |
14 | 0.064747 | 0.4532 | 0.326192 |
15 | -0.215705 | -1.5099 | 0.068741 |
16 | -0.010197 | -0.0714 | 0.471694 |
17 | -0.071348 | -0.4994 | 0.309854 |