Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.677816 | 5.0268 | 3e-06 |
2 | 0.430459 | 3.1924 | 0.001167 |
3 | 0.262889 | 1.9496 | 0.028162 |
4 | -0.020914 | -0.1551 | 0.438655 |
5 | -0.218512 | -1.6205 | 0.05542 |
6 | -0.252773 | -1.8746 | 0.03308 |
7 | -0.195143 | -1.4472 | 0.076756 |
8 | -0.226076 | -1.6766 | 0.049646 |
9 | -0.084212 | -0.6245 | 0.26743 |
10 | 0.09621 | 0.7135 | 0.239272 |
11 | 0.093261 | 0.6916 | 0.246036 |
12 | 0.088851 | 0.6589 | 0.256343 |
13 | 0.118339 | 0.8776 | 0.191982 |
14 | 0.056585 | 0.4196 | 0.33819 |
15 | -0.117342 | -0.8702 | 0.193979 |
16 | -0.204341 | -1.5154 | 0.067695 |
17 | -0.251918 | -1.8683 | 0.033527 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.677816 | 5.0268 | 3e-06 |
2 | -0.053602 | -0.3975 | 0.346259 |
3 | -0.015195 | -0.1127 | 0.455344 |
4 | -0.333538 | -2.4736 | 0.008246 |
5 | -0.122167 | -0.906 | 0.18444 |
6 | 0.052731 | 0.3911 | 0.348631 |
7 | 0.153772 | 1.1404 | 0.12953 |
8 | -0.193249 | -1.4332 | 0.078734 |
9 | 0.167736 | 1.244 | 0.109395 |
10 | 0.098771 | 0.7325 | 0.233486 |
11 | -0.091509 | -0.6787 | 0.250103 |
12 | -0.094945 | -0.7041 | 0.24216 |
13 | 0.037253 | 0.2763 | 0.391686 |
14 | -0.008145 | -0.0604 | 0.476026 |
15 | -0.179515 | -1.3313 | 0.094288 |
16 | -0.134663 | -0.9987 | 0.16116 |
17 | -0.032934 | -0.2442 | 0.403974 |