Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.541656 | 3.7527 | 0.000236 |
2 | 0.634169 | 4.3937 | 3.1e-05 |
3 | 0.688982 | 4.7734 | 9e-06 |
4 | 0.411417 | 2.8504 | 0.003209 |
5 | 0.413627 | 2.8657 | 0.003079 |
6 | 0.386508 | 2.6778 | 0.005057 |
7 | 0.173631 | 1.2029 | 0.117448 |
8 | 0.216429 | 1.4995 | 0.070151 |
9 | 0.081256 | 0.563 | 0.288043 |
10 | 0.049604 | 0.3437 | 0.3663 |
11 | 0.072731 | 0.5039 | 0.308321 |
12 | -0.045702 | -0.3166 | 0.376447 |
13 | 0.009447 | 0.0655 | 0.474043 |
14 | 0.006136 | 0.0425 | 0.483135 |
15 | -0.042984 | -0.2978 | 0.383569 |
16 | -0.071508 | -0.4954 | 0.311281 |
17 | -0.002043 | -0.0142 | 0.494383 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.541656 | 3.7527 | 0.000236 |
2 | 0.482273 | 3.3413 | 0.000811 |
3 | 0.460879 | 3.1931 | 0.001243 |
4 | -0.239235 | -1.6575 | 0.051974 |
5 | -0.319394 | -2.2128 | 0.015849 |
6 | -0.073901 | -0.512 | 0.305498 |
7 | -0.073118 | -0.5066 | 0.307385 |
8 | 0.087943 | 0.6093 | 0.272604 |
9 | -0.106209 | -0.7358 | 0.232704 |
10 | 0.069572 | 0.482 | 0.315995 |
11 | 0.167938 | 1.1635 | 0.125187 |
12 | -0.019071 | -0.1321 | 0.447717 |
13 | -0.024675 | -0.171 | 0.43249 |
14 | -0.031159 | -0.2159 | 0.415 |
15 | 0.056314 | 0.3902 | 0.349074 |
16 | -0.261906 | -1.8145 | 0.037923 |
17 | -0.010366 | -0.0718 | 0.471522 |