Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.863793 | 6.6909 | 0 |
2 | 0.682049 | 5.2831 | 1e-06 |
3 | 0.429836 | 3.3295 | 0.000746 |
4 | 0.300333 | 2.3264 | 0.011697 |
5 | 0.21257 | 1.6466 | 0.052438 |
6 | 0.183261 | 1.4195 | 0.08046 |
7 | 0.118483 | 0.9178 | 0.181207 |
8 | 0.028691 | 0.2222 | 0.412441 |
9 | -0.115036 | -0.8911 | 0.188227 |
10 | -0.272688 | -2.1122 | 0.019419 |
11 | -0.412092 | -3.1921 | 0.001125 |
12 | -0.483303 | -3.7437 | 0.000204 |
13 | -0.48033 | -3.7206 | 0.00022 |
14 | -0.408538 | -3.1645 | 0.00122 |
15 | -0.317849 | -2.462 | 0.008352 |
16 | -0.230294 | -1.7839 | 0.039753 |
17 | -0.174139 | -1.3489 | 0.091223 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.863793 | 6.6909 | 0 |
2 | -0.252458 | -1.9555 | 0.027591 |
3 | -0.378563 | -2.9323 | 0.002378 |
4 | 0.472656 | 3.6612 | 0.000266 |
5 | -0.032357 | -0.2506 | 0.401477 |
6 | -0.269341 | -2.0863 | 0.020605 |
7 | -0.028711 | -0.2224 | 0.412382 |
8 | -0.069919 | -0.5416 | 0.295052 |
9 | -0.267378 | -2.0711 | 0.021329 |
10 | -0.213916 | -1.657 | 0.051372 |
11 | 0.031133 | 0.2412 | 0.405128 |
12 | 0.049454 | 0.3831 | 0.351512 |
13 | -0.05777 | -0.4475 | 0.328068 |
14 | 0.103323 | 0.8003 | 0.213337 |
15 | 0.091836 | 0.7114 | 0.23981 |
16 | 0.009493 | 0.0735 | 0.470815 |
17 | 0.008046 | 0.0623 | 0.475256 |