Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.852946 | 6.6617 | 0 |
2 | 0.634231 | 4.9535 | 3e-06 |
3 | 0.518338 | 4.0483 | 7.4e-05 |
4 | 0.542175 | 4.2345 | 3.9e-05 |
5 | 0.631933 | 4.9356 | 3e-06 |
6 | 0.67582 | 5.2783 | 1e-06 |
7 | 0.597725 | 4.6684 | 9e-06 |
8 | 0.45116 | 3.5237 | 0.000407 |
9 | 0.34236 | 2.6739 | 0.004804 |
10 | 0.315562 | 2.4646 | 0.008274 |
11 | 0.363267 | 2.8372 | 0.003085 |
12 | 0.371012 | 2.8977 | 0.002608 |
13 | 0.288164 | 2.2506 | 0.014012 |
14 | 0.189428 | 1.4795 | 0.072079 |
15 | 0.130799 | 1.0216 | 0.155509 |
16 | 0.098566 | 0.7698 | 0.222187 |
17 | 0.075219 | 0.5875 | 0.279525 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.852946 | 6.6617 | 0 |
2 | -0.342352 | -2.6739 | 0.004805 |
3 | 0.349952 | 2.7332 | 0.004098 |
4 | 0.281235 | 2.1965 | 0.015933 |
5 | 0.206603 | 1.6136 | 0.055886 |
6 | 0.045275 | 0.3536 | 0.362426 |
7 | -0.17432 | -1.3615 | 0.089184 |
8 | -0.090474 | -0.7066 | 0.241244 |
9 | -0.05115 | -0.3995 | 0.345463 |
10 | -0.072101 | -0.5631 | 0.287705 |
11 | 0.092914 | 0.7257 | 0.235404 |
12 | -0.200204 | -1.5636 | 0.061538 |
13 | -0.076853 | -0.6002 | 0.275284 |
14 | 0.115081 | 0.8988 | 0.186144 |
15 | -0.0414 | -0.3233 | 0.373772 |
16 | -0.138483 | -1.0816 | 0.141847 |
17 | -0.081391 | -0.6357 | 0.263681 |