Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.812974 | 6.2973 | 0 |
2 | 0.475802 | 3.6855 | 0.000246 |
3 | 0.071849 | 0.5565 | 0.289955 |
4 | -0.318636 | -2.4681 | 0.008225 |
5 | -0.589462 | -4.566 | 1.3e-05 |
6 | -0.689815 | -5.3433 | 1e-06 |
7 | -0.583599 | -4.5205 | 1.5e-05 |
8 | -0.334592 | -2.5917 | 0.005987 |
9 | 0.017076 | 0.1323 | 0.447606 |
10 | 0.355899 | 2.7568 | 0.003861 |
11 | 0.587635 | 4.5518 | 1.3e-05 |
12 | 0.659697 | 5.11 | 2e-06 |
13 | 0.535908 | 4.1511 | 5.3e-05 |
14 | 0.283026 | 2.1923 | 0.016124 |
15 | -0.01726 | -0.1337 | 0.447044 |
16 | -0.305615 | -2.3673 | 0.010581 |
17 | -0.489856 | -3.7944 | 0.000173 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.812974 | 6.2973 | 0 |
2 | -0.545978 | -4.2291 | 4.1e-05 |
3 | -0.345765 | -2.6783 | 0.004767 |
4 | -0.292397 | -2.2649 | 0.013572 |
5 | -0.090663 | -0.7023 | 0.242613 |
6 | -0.041252 | -0.3195 | 0.375214 |
7 | 0.152036 | 1.1777 | 0.12179 |
8 | 0.028404 | 0.22 | 0.413301 |
9 | 0.227675 | 1.7636 | 0.041448 |
10 | 0.065058 | 0.5039 | 0.308077 |
11 | 0.048677 | 0.3771 | 0.353732 |
12 | -0.005439 | -0.0421 | 0.483267 |
13 | -0.112255 | -0.8695 | 0.194013 |
14 | 0.00478 | 0.037 | 0.485292 |
15 | 0.095402 | 0.739 | 0.231401 |
16 | -0.05533 | -0.4286 | 0.33488 |
17 | 0.060116 | 0.4657 | 0.321573 |