Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.939418 | 6.5085 | 0 |
2 | 0.866164 | 6.001 | 0 |
3 | 0.780214 | 5.4055 | 1e-06 |
4 | 0.681134 | 4.719 | 1e-05 |
5 | 0.572121 | 3.9638 | 0.000122 |
6 | 0.46101 | 3.194 | 0.00124 |
7 | 0.347018 | 2.4042 | 0.010058 |
8 | 0.235623 | 1.6324 | 0.054565 |
9 | 0.135437 | 0.9383 | 0.176384 |
10 | 0.048303 | 0.3347 | 0.369672 |
11 | -0.025232 | -0.1748 | 0.430982 |
12 | -0.10007 | -0.6933 | 0.245729 |
13 | -0.153979 | -1.0668 | 0.1457 |
14 | -0.199665 | -1.3833 | 0.086483 |
15 | -0.244988 | -1.6973 | 0.048055 |
16 | -0.296525 | -2.0544 | 0.022703 |
17 | -0.348398 | -2.4138 | 0.009826 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.939418 | 6.5085 | 0 |
2 | -0.139099 | -0.9637 | 0.170012 |
3 | -0.13876 | -0.9614 | 0.170595 |
4 | -0.145869 | -1.0106 | 0.158635 |
5 | -0.124366 | -0.8616 | 0.196587 |
6 | -0.064016 | -0.4435 | 0.329693 |
7 | -0.084492 | -0.5854 | 0.280517 |
8 | -0.049031 | -0.3397 | 0.367785 |
9 | 0.015184 | 0.1052 | 0.45833 |
10 | 0.020034 | 0.1388 | 0.445096 |
11 | 0.014896 | 0.1032 | 0.459116 |
12 | -0.135882 | -0.9414 | 0.175602 |
13 | 0.067885 | 0.4703 | 0.320128 |
14 | -0.045739 | -0.3169 | 0.376351 |
15 | -0.111424 | -0.772 | 0.221959 |
16 | -0.17166 | -1.1893 | 0.120086 |
17 | -0.116362 | -0.8062 | 0.212058 |