Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.552238 | 4.2776 | 3.4e-05 |
2 | 0.02331 | 0.1806 | 0.428663 |
3 | -0.287581 | -2.2276 | 0.014835 |
4 | -0.317931 | -2.4627 | 0.008339 |
5 | -0.193467 | -1.4986 | 0.069612 |
6 | -0.104035 | -0.8058 | 0.211756 |
7 | -0.156415 | -1.2116 | 0.11521 |
8 | -0.269776 | -2.0897 | 0.020447 |
9 | -0.260255 | -2.0159 | 0.024146 |
10 | 0.029448 | 0.2281 | 0.41017 |
11 | 0.459771 | 3.5614 | 0.000365 |
12 | 0.675448 | 5.232 | 1e-06 |
13 | 0.477782 | 3.7009 | 0.000234 |
14 | 0.030008 | 0.2324 | 0.408492 |
15 | -0.236629 | -1.8329 | 0.035889 |
16 | -0.273456 | -2.1182 | 0.019155 |
17 | -0.168838 | -1.3078 | 0.097963 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.552238 | 4.2776 | 3.4e-05 |
2 | -0.405244 | -3.139 | 0.001315 |
3 | -0.140953 | -1.0918 | 0.13964 |
4 | -0.046457 | -0.3599 | 0.36011 |
5 | -0.049038 | -0.3799 | 0.352699 |
6 | -0.131827 | -1.0211 | 0.155647 |
7 | -0.237173 | -1.8371 | 0.035572 |
8 | -0.250534 | -1.9406 | 0.028503 |
9 | -0.147125 | -1.1396 | 0.129486 |
10 | 0.153812 | 1.1914 | 0.11909 |
11 | 0.331011 | 2.564 | 0.006435 |
12 | 0.275553 | 2.1344 | 0.018452 |
13 | 0.076678 | 0.5939 | 0.277391 |
14 | -0.089669 | -0.6946 | 0.245003 |
15 | 0.10601 | 0.8211 | 0.207407 |
16 | 0.019332 | 0.1497 | 0.440734 |
17 | 0.020201 | 0.1565 | 0.438091 |