Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.813387 | 6.3005 | 0 |
2 | 0.576225 | 4.4634 | 1.8e-05 |
3 | 0.278105 | 2.1542 | 0.017625 |
4 | 0.032784 | 0.2539 | 0.400205 |
5 | -0.124678 | -0.9657 | 0.169023 |
6 | -0.158047 | -1.2242 | 0.112825 |
7 | -0.11321 | -0.8769 | 0.192013 |
8 | 0.047098 | 0.3648 | 0.358265 |
9 | 0.213298 | 1.6522 | 0.05186 |
10 | 0.343293 | 2.6591 | 0.005015 |
11 | 0.410863 | 3.1825 | 0.001157 |
12 | 0.410289 | 3.1781 | 0.001172 |
13 | 0.318853 | 2.4698 | 0.00819 |
14 | 0.187528 | 1.4526 | 0.075775 |
15 | 0.030934 | 0.2396 | 0.405723 |
16 | -0.093265 | -0.7224 | 0.236418 |
17 | -0.181713 | -1.4075 | 0.082213 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.813387 | 6.3005 | 0 |
2 | -0.252286 | -1.9542 | 0.027671 |
3 | -0.327041 | -2.5332 | 0.006966 |
4 | -0.028679 | -0.2222 | 0.412476 |
5 | 0.064098 | 0.4965 | 0.310678 |
6 | 0.134774 | 1.044 | 0.150347 |
7 | 0.032471 | 0.2515 | 0.401137 |
8 | 0.25629 | 1.9852 | 0.025849 |
9 | 0.079355 | 0.6147 | 0.270545 |
10 | -0.018999 | -0.1472 | 0.441749 |
11 | 0.058691 | 0.4546 | 0.325511 |
12 | 0.074309 | 0.5756 | 0.28352 |
13 | -0.067584 | -0.5235 | 0.301277 |
14 | -0.046883 | -0.3632 | 0.358883 |
15 | -0.029618 | -0.2294 | 0.409661 |
16 | -0.009981 | -0.0773 | 0.469316 |
17 | -0.107432 | -0.8322 | 0.204308 |