Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.749421 | 5.1921 | 2e-06 |
2 | 0.733091 | 5.079 | 3e-06 |
3 | 0.663789 | 4.5989 | 1.6e-05 |
4 | 0.428283 | 2.9672 | 0.002337 |
5 | 0.358954 | 2.4869 | 0.008208 |
6 | 0.232394 | 1.6101 | 0.05697 |
7 | 0.017948 | 0.1243 | 0.45078 |
8 | 0.011263 | 0.078 | 0.469063 |
9 | -0.129474 | -0.897 | 0.187092 |
10 | -0.185417 | -1.2846 | 0.102547 |
11 | -0.158303 | -1.0968 | 0.139109 |
12 | -0.196588 | -1.362 | 0.089777 |
13 | -0.176623 | -1.2237 | 0.113523 |
14 | -0.145572 | -1.0086 | 0.159123 |
15 | -0.137925 | -0.9556 | 0.172038 |
16 | -0.135782 | -0.9407 | 0.175778 |
17 | -0.077694 | -0.5383 | 0.296435 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.749421 | 5.1921 | 2e-06 |
2 | 0.391132 | 2.7098 | 0.004653 |
3 | 0.09738 | 0.6747 | 0.251561 |
4 | -0.479791 | -3.3241 | 0.000852 |
5 | -0.140008 | -0.97 | 0.168454 |
6 | 0.05564 | 0.3855 | 0.35079 |
7 | -0.218222 | -1.5119 | 0.06856 |
8 | 0.10324 | 0.7153 | 0.238954 |
9 | -0.008266 | -0.0573 | 0.477283 |
10 | 0.081674 | 0.5659 | 0.287065 |
11 | 0.05022 | 0.3479 | 0.364706 |
12 | 0.073137 | 0.5067 | 0.30734 |
13 | -0.050026 | -0.3466 | 0.365208 |
14 | -0.160751 | -1.1137 | 0.135474 |
15 | 0.041125 | 0.2849 | 0.388464 |
16 | -0.170566 | -1.1817 | 0.12157 |
17 | 0.11474 | 0.7949 | 0.215281 |