Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.902696 | 7.6596 | 0 |
2 | 0.796709 | 6.7603 | 0 |
3 | 0.685605 | 5.8176 | 0 |
4 | 0.574501 | 4.8748 | 3e-06 |
5 | 0.482318 | 4.0926 | 5.5e-05 |
6 | 0.399908 | 3.3933 | 0.000563 |
7 | 0.317497 | 2.694 | 0.004389 |
8 | 0.221471 | 1.8792 | 0.032129 |
9 | 0.150801 | 1.2796 | 0.102399 |
10 | 0.093371 | 0.7923 | 0.215401 |
11 | 0.027844 | 0.2363 | 0.406949 |
12 | -0.017659 | -0.1498 | 0.440654 |
13 | -0.047783 | -0.4054 | 0.343175 |
14 | -0.077008 | -0.6534 | 0.257779 |
15 | -0.093019 | -0.7893 | 0.216267 |
16 | -0.10903 | -0.9251 | 0.17899 |
17 | -0.133924 | -1.1364 | 0.129783 |
18 | -0.168589 | -1.4305 | 0.078446 |
19 | -0.203255 | -1.7247 | 0.044438 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.902696 | 7.6596 | 0 |
2 | -0.098034 | -0.8318 | 0.204123 |
3 | -0.085027 | -0.7215 | 0.236477 |
4 | -0.063923 | -0.5424 | 0.294606 |
5 | 0.034275 | 0.2908 | 0.386007 |
6 | -0.016847 | -0.143 | 0.443363 |
7 | -0.069724 | -0.5916 | 0.277975 |
8 | -0.14332 | -1.2161 | 0.113957 |
9 | 0.078681 | 0.6676 | 0.253253 |
10 | 0.012129 | 0.1029 | 0.459156 |
11 | -0.119457 | -1.0136 | 0.157078 |
12 | 0.025222 | 0.214 | 0.415569 |
13 | 0.044778 | 0.38 | 0.352549 |
14 | -0.033197 | -0.2817 | 0.389495 |
15 | 0.013463 | 0.1142 | 0.454682 |
16 | -0.060673 | -0.5148 | 0.304126 |
17 | -0.066672 | -0.5657 | 0.286668 |
18 | -0.068428 | -0.5806 | 0.28165 |
19 | -0.067152 | -0.5698 | 0.285291 |