Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.879885 | 6.8721 | 0 |
2 | 0.736405 | 5.7515 | 0 |
3 | 0.633609 | 4.9486 | 3e-06 |
4 | 0.582572 | 4.55 | 1.3e-05 |
5 | 0.562305 | 4.3917 | 2.3e-05 |
6 | 0.508698 | 3.9731 | 9.5e-05 |
7 | 0.413243 | 3.2275 | 0.001005 |
8 | 0.304705 | 2.3798 | 0.010231 |
9 | 0.238008 | 1.8589 | 0.033933 |
10 | 0.220833 | 1.7248 | 0.044817 |
11 | 0.234321 | 1.8301 | 0.036061 |
12 | 0.22133 | 1.7286 | 0.044466 |
13 | 0.084316 | 0.6585 | 0.256338 |
14 | -0.047453 | -0.3706 | 0.356103 |
15 | -0.138889 | -1.0848 | 0.141149 |
16 | -0.172079 | -1.344 | 0.091966 |
17 | -0.170623 | -1.3326 | 0.093808 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.879885 | 6.8721 | 0 |
2 | -0.16737 | -1.3072 | 0.098025 |
3 | 0.11152 | 0.871 | 0.193586 |
4 | 0.135711 | 1.0599 | 0.146676 |
5 | 0.090366 | 0.7058 | 0.241506 |
6 | -0.138198 | -1.0794 | 0.142338 |
7 | -0.134922 | -1.0538 | 0.148072 |
8 | -0.089469 | -0.6988 | 0.243675 |
9 | 0.071157 | 0.5558 | 0.290205 |
10 | 0.072024 | 0.5625 | 0.28791 |
11 | 0.102487 | 0.8004 | 0.213279 |
12 | -0.053171 | -0.4153 | 0.339698 |
13 | -0.490726 | -3.8327 | 0.000151 |
14 | 0.030109 | 0.2352 | 0.407436 |
15 | -0.078537 | -0.6134 | 0.270948 |
16 | 0.031417 | 0.2454 | 0.403494 |
17 | 0.046633 | 0.3642 | 0.358477 |