Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.891593 | 6.9636 | 0 |
2 | 0.811617 | 6.3389 | 0 |
3 | 0.749489 | 5.8537 | 0 |
4 | 0.677192 | 5.289 | 1e-06 |
5 | 0.585023 | 4.5692 | 1.2e-05 |
6 | 0.50287 | 3.9275 | 0.000111 |
7 | 0.421532 | 3.2923 | 0.000828 |
8 | 0.340851 | 2.6621 | 0.004957 |
9 | 0.253709 | 1.9815 | 0.026022 |
10 | 0.193053 | 1.5078 | 0.068385 |
11 | 0.137895 | 1.077 | 0.142863 |
12 | 0.058103 | 0.4538 | 0.325791 |
13 | -0.012414 | -0.097 | 0.461539 |
14 | -0.07236 | -0.5652 | 0.287022 |
15 | -0.086272 | -0.6738 | 0.25149 |
16 | -0.129747 | -1.0134 | 0.157447 |
17 | -0.18768 | -1.4658 | 0.073915 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.891593 | 6.9636 | 0 |
2 | 0.081332 | 0.6352 | 0.263829 |
3 | 0.059869 | 0.4676 | 0.32087 |
4 | -0.062267 | -0.4863 | 0.314242 |
5 | -0.142492 | -1.1129 | 0.13506 |
6 | -0.039865 | -0.3114 | 0.378296 |
7 | -0.058075 | -0.4536 | 0.32587 |
8 | -0.04177 | -0.3262 | 0.372683 |
9 | -0.083626 | -0.6531 | 0.25806 |
10 | 0.05488 | 0.4286 | 0.334853 |
11 | 0.002686 | 0.021 | 0.491667 |
12 | -0.146163 | -1.1416 | 0.129047 |
13 | -0.051471 | -0.402 | 0.344545 |
14 | -0.052842 | -0.4127 | 0.340634 |
15 | 0.193985 | 1.5151 | 0.06746 |
16 | -0.107173 | -0.837 | 0.202916 |
17 | -0.139568 | -1.0901 | 0.139986 |