Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.755051 | 6.4068 | 0 |
2 | 0.396957 | 3.3683 | 0.000609 |
3 | 0.019396 | 0.1646 | 0.434869 |
4 | -0.355898 | -3.0199 | 0.001749 |
5 | -0.608566 | -5.1639 | 1e-06 |
6 | -0.681383 | -5.7817 | 0 |
7 | -0.60791 | -5.1583 | 1e-06 |
8 | -0.378212 | -3.2092 | 0.000994 |
9 | -0.012976 | -0.1101 | 0.456317 |
10 | 0.383253 | 3.252 | 0.000873 |
11 | 0.650207 | 5.5172 | 0 |
12 | 0.723167 | 6.1363 | 0 |
13 | 0.638001 | 5.4136 | 0 |
14 | 0.371578 | 3.1529 | 0.001179 |
15 | 0.009467 | 0.0803 | 0.468097 |
16 | -0.2937 | -2.4921 | 0.0075 |
17 | -0.496742 | -4.215 | 3.6e-05 |
18 | -0.585559 | -4.9686 | 2e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.755051 | 6.4068 | 0 |
2 | -0.402759 | -3.4175 | 0.000521 |
3 | -0.269154 | -2.2839 | 0.012666 |
4 | -0.372371 | -3.1597 | 0.001155 |
5 | -0.192068 | -1.6298 | 0.053761 |
6 | -0.11561 | -0.981 | 0.164943 |
7 | -0.152737 | -1.296 | 0.099555 |
8 | 0.005216 | 0.0443 | 0.48241 |
9 | 0.20164 | 1.711 | 0.045696 |
10 | 0.295303 | 2.5057 | 0.007241 |
11 | 0.120693 | 1.0241 | 0.154605 |
12 | 0.021604 | 0.1833 | 0.427534 |
13 | 0.138406 | 1.1744 | 0.12205 |
14 | -0.026658 | -0.2262 | 0.410844 |
15 | -0.061025 | -0.5178 | 0.303087 |
16 | 0.093598 | 0.7942 | 0.214843 |
17 | 0.133508 | 1.1329 | 0.130517 |
18 | 0.050714 | 0.4303 | 0.334124 |