Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.804718 | 6.1812 | 0 |
2 | 0.712194 | 5.4705 | 0 |
3 | 0.690553 | 5.3042 | 1e-06 |
4 | 0.624572 | 4.7974 | 6e-06 |
5 | 0.58077 | 4.461 | 1.9e-05 |
6 | 0.482716 | 3.7078 | 0.000232 |
7 | 0.429842 | 3.3017 | 0.000818 |
8 | 0.370336 | 2.8446 | 0.003052 |
9 | 0.230936 | 1.7739 | 0.040624 |
10 | 0.162172 | 1.2457 | 0.108906 |
11 | 0.160055 | 1.2294 | 0.1119 |
12 | 0.115285 | 0.8855 | 0.189735 |
13 | 0.061281 | 0.4707 | 0.319793 |
14 | -0.012012 | -0.0923 | 0.463399 |
15 | -0.083341 | -0.6402 | 0.262276 |
16 | -0.064834 | -0.498 | 0.310167 |
17 | -0.087305 | -0.6706 | 0.252546 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.804718 | 6.1812 | 0 |
2 | 0.183364 | 1.4084 | 0.082124 |
3 | 0.220126 | 1.6908 | 0.048074 |
4 | -0.018714 | -0.1437 | 0.443096 |
5 | 0.04877 | 0.3746 | 0.354647 |
6 | -0.182546 | -1.4022 | 0.083053 |
7 | 0.019705 | 0.1514 | 0.440105 |
8 | -0.084518 | -0.6492 | 0.259365 |
9 | -0.25014 | -1.9214 | 0.029761 |
10 | -0.037897 | -0.2911 | 0.386 |
11 | 0.161442 | 1.2401 | 0.109932 |
12 | 0.023172 | 0.178 | 0.429671 |
13 | -0.004507 | -0.0346 | 0.486252 |
14 | -0.096309 | -0.7398 | 0.231189 |
15 | -0.154673 | -1.1881 | 0.119784 |
16 | 0.150586 | 1.1567 | 0.126034 |
17 | 0.044587 | 0.3425 | 0.366605 |