Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.470068 | 5.1493 | 1e-06 |
2 | 0.263449 | 2.8859 | 0.002314 |
3 | 0.137393 | 1.5051 | 0.067467 |
4 | -0.048318 | -0.5293 | 0.298789 |
5 | -0.149293 | -1.6354 | 0.052291 |
6 | -0.277304 | -3.0377 | 0.001463 |
7 | -0.193611 | -2.1209 | 0.017994 |
8 | -0.097985 | -1.0734 | 0.14263 |
9 | 0.028697 | 0.3144 | 0.376897 |
10 | 0.093056 | 1.0194 | 0.155036 |
11 | 0.272221 | 2.982 | 0.001734 |
12 | 0.72629 | 7.9561 | 0 |
13 | 0.293246 | 3.2123 | 0.000845 |
14 | 0.136823 | 1.4988 | 0.068274 |
15 | 0.046742 | 0.512 | 0.304785 |
16 | -0.110833 | -1.2141 | 0.113543 |
17 | -0.160419 | -1.7573 | 0.040708 |
18 | -0.293747 | -3.2178 | 0.000831 |
19 | -0.216268 | -2.3691 | 0.009714 |
20 | -0.110613 | -1.2117 | 0.114002 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.470068 | 5.1493 | 1e-06 |
2 | 0.054535 | 0.5974 | 0.275681 |
3 | -0.006859 | -0.0751 | 0.470116 |
4 | -0.156277 | -1.7119 | 0.044747 |
5 | -0.105641 | -1.1572 | 0.124737 |
6 | -0.188293 | -2.0627 | 0.020652 |
7 | 0.054636 | 0.5985 | 0.275316 |
8 | 0.055219 | 0.6049 | 0.273196 |
9 | 0.120016 | 1.3147 | 0.095557 |
10 | 0.013281 | 0.1455 | 0.442285 |
11 | 0.214316 | 2.3477 | 0.010263 |
12 | 0.673896 | 7.3822 | 0 |
13 | -0.565816 | -6.1982 | 0 |
14 | -0.140631 | -1.5405 | 0.063031 |
15 | 0.055179 | 0.6045 | 0.27334 |
16 | 0.033731 | 0.3695 | 0.356202 |
17 | 0.024152 | 0.2646 | 0.395895 |
18 | -0.041503 | -0.4546 | 0.325095 |
19 | 0.012037 | 0.1319 | 0.447658 |
20 | -0.004244 | -0.0465 | 0.481497 |