Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.836369 | 6.5323 | 0 |
2 | 0.712654 | 5.566 | 0 |
3 | 0.602559 | 4.7061 | 7e-06 |
4 | 0.514832 | 4.021 | 8.1e-05 |
5 | 0.397927 | 3.1079 | 0.00143 |
6 | 0.308779 | 2.4116 | 0.009453 |
7 | 0.231133 | 1.8052 | 0.037989 |
8 | 0.193164 | 1.5087 | 0.068274 |
9 | 0.125942 | 0.9836 | 0.16459 |
10 | 0.05844 | 0.4564 | 0.324851 |
11 | -0.003393 | -0.0265 | 0.489474 |
12 | -0.080428 | -0.6282 | 0.266121 |
13 | -0.130265 | -1.0174 | 0.156491 |
14 | -0.161563 | -1.2618 | 0.105903 |
15 | -0.150257 | -1.1735 | 0.12257 |
16 | -0.159962 | -1.2493 | 0.108156 |
17 | -0.209368 | -1.6352 | 0.053577 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.836369 | 6.5323 | 0 |
2 | 0.043733 | 0.3416 | 0.366927 |
3 | -0.013314 | -0.104 | 0.458762 |
4 | 0.016472 | 0.1286 | 0.44903 |
5 | -0.137987 | -1.0777 | 0.142703 |
6 | 0.000354 | 0.0028 | 0.498902 |
7 | -0.017001 | -0.1328 | 0.447402 |
8 | 0.0733 | 0.5725 | 0.284547 |
9 | -0.09631 | -0.7522 | 0.227411 |
10 | -0.073708 | -0.5757 | 0.283474 |
11 | -0.042758 | -0.3339 | 0.369782 |
12 | -0.139241 | -1.0875 | 0.140545 |
13 | 0.029533 | 0.2307 | 0.409175 |
14 | 0.012856 | 0.1004 | 0.460176 |
15 | 0.112619 | 0.8796 | 0.191269 |
16 | -0.063924 | -0.4993 | 0.309694 |
17 | -0.197073 | -1.5392 | 0.064465 |