Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.863464 | 6.6884 | 0 |
2 | 0.65584 | 5.0801 | 2e-06 |
3 | 0.522582 | 4.0479 | 7.5e-05 |
4 | 0.509807 | 3.9489 | 0.000104 |
5 | 0.558091 | 4.323 | 2.9e-05 |
6 | 0.57843 | 4.4805 | 1.7e-05 |
7 | 0.526212 | 4.076 | 6.8e-05 |
8 | 0.431341 | 3.3412 | 0.00072 |
9 | 0.371217 | 2.8754 | 0.002788 |
10 | 0.377695 | 2.9256 | 0.002424 |
11 | 0.426753 | 3.3056 | 0.000801 |
12 | 0.422494 | 3.2726 | 0.000885 |
13 | 0.341558 | 2.6457 | 0.005197 |
14 | 0.237894 | 1.8427 | 0.035156 |
15 | 0.172147 | 1.3334 | 0.093713 |
16 | 0.139216 | 1.0784 | 0.142595 |
17 | 0.112003 | 0.8676 | 0.194543 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.863464 | 6.6884 | 0 |
2 | -0.352674 | -2.7318 | 0.00413 |
3 | 0.274219 | 2.1241 | 0.018897 |
4 | 0.259546 | 2.0104 | 0.024443 |
5 | 0.111102 | 0.8606 | 0.196444 |
6 | -0.002533 | -0.0196 | 0.492204 |
7 | -0.063537 | -0.4922 | 0.312203 |
8 | -0.030852 | -0.239 | 0.405968 |
9 | 0.090823 | 0.7035 | 0.242229 |
10 | 0.066131 | 0.5123 | 0.305178 |
11 | 0.07743 | 0.5998 | 0.275459 |
12 | -0.176837 | -1.3698 | 0.087931 |
13 | -0.076346 | -0.5914 | 0.278245 |
14 | -0.014916 | -0.1155 | 0.454202 |
15 | -0.041256 | -0.3196 | 0.375203 |
16 | -0.165179 | -1.2795 | 0.102829 |
17 | -0.097089 | -0.752 | 0.227481 |