Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.882393 | 6.1134 | 0 |
2 | 0.692114 | 4.7951 | 8e-06 |
3 | 0.441398 | 3.0581 | 0.001818 |
4 | 0.28379 | 1.9662 | 0.027539 |
5 | 0.180747 | 1.2523 | 0.108273 |
6 | 0.131267 | 0.9094 | 0.18383 |
7 | 0.06502 | 0.4505 | 0.3272 |
8 | -0.029151 | -0.202 | 0.420398 |
9 | -0.163522 | -1.1329 | 0.131439 |
10 | -0.319137 | -2.211 | 0.015915 |
11 | -0.445069 | -3.0835 | 0.001693 |
12 | -0.51712 | -3.5827 | 0.000396 |
13 | -0.485822 | -3.3659 | 0.000754 |
14 | -0.393309 | -2.7249 | 0.004474 |
15 | -0.260426 | -1.8043 | 0.038732 |
16 | -0.14468 | -1.0024 | 0.160595 |
17 | -0.044025 | -0.305 | 0.380837 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.882393 | 6.1134 | 0 |
2 | -0.390739 | -2.7071 | 0.004686 |
3 | -0.336725 | -2.3329 | 0.011946 |
4 | 0.491565 | 3.4057 | 0.000671 |
5 | -0.080464 | -0.5575 | 0.289898 |
6 | -0.323928 | -2.2442 | 0.014732 |
7 | -0.011186 | -0.0775 | 0.469274 |
8 | -0.069624 | -0.4824 | 0.315868 |
9 | -0.255056 | -1.7671 | 0.041786 |
10 | -0.249474 | -1.7284 | 0.045172 |
11 | 0.152203 | 1.0545 | 0.148469 |
12 | 0.019674 | 0.1363 | 0.446074 |
13 | 0.09166 | 0.635 | 0.264209 |
14 | 0.064937 | 0.4499 | 0.327405 |
15 | 0.002372 | 0.0164 | 0.493478 |
16 | 0.159608 | 1.1058 | 0.137162 |
17 | 0.155488 | 1.0773 | 0.143376 |