Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.820001 | 6.4044 | 0 |
2 | 0.776581 | 6.0653 | 0 |
3 | 0.718636 | 5.6127 | 0 |
4 | 0.695823 | 5.4346 | 1e-06 |
5 | 0.625958 | 4.8889 | 4e-06 |
6 | 0.553387 | 4.3221 | 2.9e-05 |
7 | 0.482311 | 3.767 | 0.000187 |
8 | 0.466712 | 3.6451 | 0.000277 |
9 | 0.418899 | 3.2717 | 0.000881 |
10 | 0.391309 | 3.0562 | 0.001662 |
11 | 0.378387 | 2.9553 | 0.002217 |
12 | 0.387012 | 3.0227 | 0.00183 |
13 | 0.313835 | 2.4511 | 0.008561 |
14 | 0.292276 | 2.2827 | 0.012972 |
15 | 0.236645 | 1.8483 | 0.034707 |
16 | 0.177033 | 1.3827 | 0.085903 |
17 | 0.108129 | 0.8445 | 0.20084 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.820001 | 6.4044 | 0 |
2 | 0.318011 | 2.4837 | 0.007882 |
3 | 0.080069 | 0.6254 | 0.267033 |
4 | 0.117551 | 0.9181 | 0.181091 |
5 | -0.076318 | -0.5961 | 0.276669 |
6 | -0.120635 | -0.9422 | 0.174906 |
7 | -0.089393 | -0.6982 | 0.243859 |
8 | 0.105038 | 0.8204 | 0.207598 |
9 | 0.008228 | 0.0643 | 0.474486 |
10 | 0.048027 | 0.3751 | 0.354444 |
11 | 0.107647 | 0.8407 | 0.201886 |
12 | 0.101996 | 0.7966 | 0.214383 |
13 | -0.224102 | -1.7503 | 0.042548 |
14 | -0.05425 | -0.4237 | 0.336635 |
15 | -0.113183 | -0.884 | 0.190088 |
16 | -0.195868 | -1.5298 | 0.065621 |
17 | -0.090939 | -0.7103 | 0.240126 |