Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.533643 | 4.1679 | 4.9e-05 |
2 | 0.341952 | 2.6707 | 0.004845 |
3 | 0.424449 | 3.315 | 0.000773 |
4 | 0.400189 | 3.1256 | 0.001358 |
5 | 0.293071 | 2.289 | 0.012779 |
6 | 0.260654 | 2.0358 | 0.023061 |
7 | 0.062844 | 0.4908 | 0.312654 |
8 | 0.140662 | 1.0986 | 0.138129 |
9 | 0.01711 | 0.1336 | 0.447066 |
10 | -0.099456 | -0.7768 | 0.220146 |
11 | 0.044306 | 0.346 | 0.36525 |
12 | 0.265761 | 2.0757 | 0.021074 |
13 | 0.005661 | 0.0442 | 0.48244 |
14 | -0.10444 | -0.8157 | 0.208923 |
15 | -0.033882 | -0.2646 | 0.396095 |
16 | 0.062152 | 0.4854 | 0.314557 |
17 | -0.020646 | -0.1612 | 0.436216 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.533643 | 4.1679 | 4.9e-05 |
2 | 0.079942 | 0.6244 | 0.267356 |
3 | 0.300984 | 2.3508 | 0.010992 |
4 | 0.099931 | 0.7805 | 0.219061 |
5 | 0.006052 | 0.0473 | 0.481229 |
6 | 0.020716 | 0.1618 | 0.436001 |
7 | -0.287068 | -2.2421 | 0.014302 |
8 | 0.158287 | 1.2363 | 0.11055 |
9 | -0.286048 | -2.2341 | 0.014576 |
10 | -0.017285 | -0.135 | 0.446528 |
11 | 0.215521 | 1.6833 | 0.048717 |
12 | 0.390439 | 3.0494 | 0.001695 |
13 | -0.198513 | -1.5504 | 0.063105 |
14 | -0.21564 | -1.6842 | 0.048627 |
15 | -0.067778 | -0.5294 | 0.299238 |
16 | -0.016774 | -0.131 | 0.448098 |
17 | -0.137705 | -1.0755 | 0.143191 |