Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.53758 | 4.1292 | 5.8e-05 |
2 | 0.234412 | 1.8006 | 0.038443 |
3 | 0.115205 | 0.8849 | 0.189899 |
4 | 0.069899 | 0.5369 | 0.296676 |
5 | 0.107194 | 0.8234 | 0.206807 |
6 | 0.06298 | 0.4838 | 0.315174 |
7 | 0.090105 | 0.6921 | 0.245791 |
8 | 0.085129 | 0.6539 | 0.257861 |
9 | 0.164057 | 1.2601 | 0.10629 |
10 | 0.28343 | 2.1771 | 0.016744 |
11 | 0.359559 | 2.7618 | 0.003825 |
12 | 0.244251 | 1.8761 | 0.032794 |
13 | 0.167308 | 1.2851 | 0.101887 |
14 | 0.027179 | 0.2088 | 0.417676 |
15 | -0.016166 | -0.1242 | 0.4508 |
16 | 0.024158 | 0.1856 | 0.426713 |
17 | -0.020622 | -0.1584 | 0.437341 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.53758 | 4.1292 | 5.8e-05 |
2 | -0.076764 | -0.5896 | 0.278842 |
3 | 0.029405 | 0.2259 | 0.411044 |
4 | 0.012927 | 0.0993 | 0.460619 |
5 | 0.092319 | 0.7091 | 0.240524 |
6 | -0.051607 | -0.3964 | 0.346619 |
7 | 0.094206 | 0.7236 | 0.236083 |
8 | -0.003484 | -0.0268 | 0.489371 |
9 | 0.15754 | 1.2101 | 0.115535 |
10 | 0.169694 | 1.3034 | 0.098743 |
11 | 0.182168 | 1.3993 | 0.083485 |
12 | -0.077519 | -0.5954 | 0.276915 |
13 | 0.078779 | 0.6051 | 0.273712 |
14 | -0.160295 | -1.2313 | 0.111557 |
15 | 0.017865 | 0.1372 | 0.445661 |
16 | -0.008251 | -0.0634 | 0.474841 |
17 | -0.065261 | -0.5013 | 0.309019 |