Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.814572 | 4.9548 | 8e-06 |
2 | 0.570499 | 3.4702 | 0.000669 |
3 | 0.288073 | 1.7523 | 0.044005 |
4 | 0.039453 | 0.24 | 0.405833 |
5 | -0.135202 | -0.8224 | 0.208059 |
6 | -0.210165 | -1.2784 | 0.104538 |
7 | -0.242557 | -1.4754 | 0.074281 |
8 | -0.27576 | -1.6774 | 0.050948 |
9 | -0.287884 | -1.7511 | 0.044106 |
10 | -0.300582 | -1.8284 | 0.037783 |
11 | -0.310328 | -1.8876 | 0.033468 |
12 | -0.323233 | -1.9661 | 0.028409 |
13 | -0.267767 | -1.6288 | 0.055925 |
14 | -0.225319 | -1.3706 | 0.089384 |
15 | -0.150953 | -0.9182 | 0.182228 |
16 | -0.072076 | -0.4384 | 0.331816 |
17 | 0.00425 | 0.0259 | 0.489756 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.814572 | 4.9548 | 8e-06 |
2 | -0.276481 | -1.6818 | 0.050518 |
3 | -0.257149 | -1.5642 | 0.063145 |
4 | -0.085943 | -0.5228 | 0.302126 |
5 | -0.001687 | -0.0103 | 0.495934 |
6 | 0.061761 | 0.3757 | 0.354652 |
7 | -0.103641 | -0.6304 | 0.266145 |
8 | -0.195645 | -1.1901 | 0.120801 |
9 | -0.037612 | -0.2288 | 0.410148 |
10 | -0.066371 | -0.4037 | 0.344371 |
11 | -0.087896 | -0.5347 | 0.298044 |
12 | -0.151528 | -0.9217 | 0.181325 |
13 | 0.091921 | 0.5591 | 0.289719 |
14 | -0.13997 | -0.8514 | 0.200011 |
15 | -0.001008 | -0.0061 | 0.49757 |
16 | -0.038462 | -0.234 | 0.408155 |
17 | -0.022873 | -0.1391 | 0.445051 |