Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.613744 | 5.5237 | 0 |
2 | 0.469 | 4.221 | 3.2e-05 |
3 | 0.457093 | 4.1138 | 4.6e-05 |
4 | 0.246531 | 2.2188 | 0.01465 |
5 | 0.147209 | 1.3249 | 0.094469 |
6 | 0.156189 | 1.4057 | 0.081819 |
7 | 0.179413 | 1.6147 | 0.05513 |
8 | 0.203536 | 1.8318 | 0.035327 |
9 | 0.255986 | 2.3039 | 0.011896 |
10 | 0.239898 | 2.1591 | 0.016901 |
11 | 0.121408 | 1.0927 | 0.138888 |
12 | 0.151777 | 1.366 | 0.087861 |
13 | 0.046252 | 0.4163 | 0.339156 |
14 | 0.039937 | 0.3594 | 0.360103 |
15 | 0.086701 | 0.7803 | 0.218741 |
16 | 0.092759 | 0.8348 | 0.203135 |
17 | 0.13439 | 1.2095 | 0.114992 |
18 | 0.184578 | 1.6612 | 0.05027 |
19 | 0.164789 | 1.4831 | 0.070964 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.613744 | 5.5237 | 0 |
2 | 0.148109 | 1.333 | 0.093138 |
3 | 0.198442 | 1.786 | 0.038923 |
4 | -0.207666 | -1.869 | 0.032619 |
5 | -0.040619 | -0.3656 | 0.357818 |
6 | 0.064534 | 0.5808 | 0.281493 |
7 | 0.175488 | 1.5794 | 0.059072 |
8 | 0.101634 | 0.9147 | 0.18153 |
9 | 0.084432 | 0.7599 | 0.224763 |
10 | -0.058265 | -0.5244 | 0.30072 |
11 | -0.193107 | -1.738 | 0.043009 |
12 | 0.094969 | 0.8547 | 0.197613 |
13 | -0.10125 | -0.9112 | 0.182434 |
14 | 0.173985 | 1.5659 | 0.06064 |
15 | 0.016902 | 0.1521 | 0.439734 |
16 | 0.052848 | 0.4756 | 0.317809 |
17 | -0.02086 | -0.1877 | 0.425776 |
18 | 0.049707 | 0.4474 | 0.327905 |
19 | -0.029135 | -0.2622 | 0.39691 |