Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.562152 | 3.8947 | 0.000152 |
2 | 0.176847 | 1.2252 | 0.113233 |
3 | 0.031551 | 0.2186 | 0.413946 |
4 | -0.230745 | -1.5986 | 0.058231 |
5 | -0.554562 | -3.8421 | 0.000179 |
6 | -0.663669 | -4.598 | 1.6e-05 |
7 | -0.503865 | -3.4909 | 0.000522 |
8 | -0.194679 | -1.3488 | 0.091869 |
9 | 0.061111 | 0.4234 | 0.336951 |
10 | 0.191297 | 1.3253 | 0.095665 |
11 | 0.481945 | 3.339 | 0.000816 |
12 | 0.686421 | 4.7557 | 9e-06 |
13 | 0.363662 | 2.5195 | 0.007567 |
14 | 0.122892 | 0.8514 | 0.199382 |
15 | 0.051306 | 0.3555 | 0.361902 |
16 | -0.169645 | -1.1753 | 0.122828 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.562152 | 3.8947 | 0.000152 |
2 | -0.203467 | -1.4097 | 0.082544 |
3 | 0.040093 | 0.2778 | 0.391189 |
4 | -0.357625 | -2.4777 | 0.008397 |
5 | -0.407681 | -2.8245 | 0.003439 |
6 | -0.347129 | -2.405 | 0.010039 |
7 | -0.160437 | -1.1115 | 0.135936 |
8 | 0.104134 | 0.7215 | 0.237062 |
9 | 0.076405 | 0.5293 | 0.299501 |
10 | -0.157531 | -1.0914 | 0.140271 |
11 | 0.189686 | 1.3142 | 0.097516 |
12 | 0.238871 | 1.6549 | 0.05223 |
13 | -0.278496 | -1.9295 | 0.029797 |
14 | 0.129441 | 0.8968 | 0.187152 |
15 | 0.121858 | 0.8443 | 0.201358 |
16 | 0.061978 | 0.4294 | 0.334777 |