Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.456647 | 4.0588 | 5.8e-05 |
2 | 0.345376 | 3.0698 | 0.001468 |
3 | 0.356936 | 3.1725 | 0.001077 |
4 | 0.08237 | 0.7321 | 0.233131 |
5 | 0.010116 | 0.0899 | 0.464293 |
6 | 0.011561 | 0.1028 | 0.459209 |
7 | -0.132948 | -1.1817 | 0.120441 |
8 | -0.169075 | -1.5028 | 0.068442 |
9 | -0.183526 | -1.6312 | 0.053413 |
10 | -0.187861 | -1.6697 | 0.049464 |
11 | -0.176301 | -1.567 | 0.060557 |
12 | -0.137283 | -1.2202 | 0.113009 |
13 | -0.222543 | -1.978 | 0.025707 |
14 | -0.138728 | -1.233 | 0.110608 |
15 | -0.156069 | -1.3872 | 0.084645 |
16 | -0.052023 | -0.4624 | 0.322536 |
17 | 0.028902 | 0.2569 | 0.398968 |
18 | 0.007225 | 0.0642 | 0.474478 |
19 | 0.024566 | 0.2184 | 0.413859 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.456647 | 4.0588 | 5.8e-05 |
2 | 0.172904 | 1.5368 | 0.064168 |
3 | 0.19215 | 1.7079 | 0.045794 |
4 | -0.220403 | -1.959 | 0.026822 |
5 | -0.081573 | -0.725 | 0.235285 |
6 | -0.001192 | -0.0106 | 0.495788 |
7 | -0.093993 | -0.8354 | 0.202998 |
8 | -0.079988 | -0.7109 | 0.239605 |
9 | -0.084758 | -0.7533 | 0.226742 |
10 | 0.008837 | 0.0785 | 0.468796 |
11 | -0.023607 | -0.2098 | 0.417173 |
12 | -0.003575 | -0.0318 | 0.487367 |
13 | -0.183821 | -1.6338 | 0.053136 |
14 | 0.023988 | 0.2132 | 0.415855 |
15 | -0.089438 | -0.7949 | 0.214515 |
16 | 0.143926 | 1.2792 | 0.102278 |
17 | 0.025709 | 0.2285 | 0.409922 |
18 | -0.037585 | -0.3341 | 0.36961 |
19 | -0.064881 | -0.5767 | 0.282899 |