Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.932734 | 7.2249 | 0 |
2 | 0.845899 | 6.5523 | 0 |
3 | 0.762017 | 5.9026 | 0 |
4 | 0.666946 | 5.1661 | 1e-06 |
5 | 0.560436 | 4.3411 | 2.8e-05 |
6 | 0.448915 | 3.4773 | 0.000474 |
7 | 0.355705 | 2.7553 | 0.003877 |
8 | 0.295001 | 2.2851 | 0.012929 |
9 | 0.247588 | 1.9178 | 0.029949 |
10 | 0.197328 | 1.5285 | 0.065822 |
11 | 0.162123 | 1.2558 | 0.107029 |
12 | 0.158896 | 1.2308 | 0.111599 |
13 | 0.158259 | 1.2259 | 0.112518 |
14 | 0.147808 | 1.1449 | 0.128396 |
15 | 0.122393 | 0.9481 | 0.173453 |
16 | 0.072627 | 0.5626 | 0.287914 |
17 | 0.02553 | 0.1978 | 0.421952 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.932734 | 7.2249 | 0 |
2 | -0.185326 | -1.4355 | 0.078164 |
3 | -0.002747 | -0.0213 | 0.491547 |
4 | -0.146461 | -1.1345 | 0.130553 |
5 | -0.12254 | -0.9492 | 0.173166 |
6 | -0.097484 | -0.7551 | 0.22657 |
7 | 0.081802 | 0.6336 | 0.264364 |
8 | 0.170927 | 1.324 | 0.095263 |
9 | 0.025232 | 0.1954 | 0.422852 |
10 | -0.090654 | -0.7022 | 0.242634 |
11 | 0.026659 | 0.2065 | 0.418551 |
12 | 0.14028 | 1.0866 | 0.140779 |
13 | -0.057222 | -0.4432 | 0.329594 |
14 | -0.057965 | -0.449 | 0.327526 |
15 | -0.128892 | -0.9984 | 0.16105 |
16 | -0.248347 | -1.9237 | 0.029571 |
17 | 0.001047 | 0.0081 | 0.496777 |