Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.888232 | 6.9373 | 0 |
2 | 0.76697 | 5.9902 | 0 |
3 | 0.635058 | 4.96 | 3e-06 |
4 | 0.500733 | 3.9109 | 0.000117 |
5 | 0.377303 | 2.9468 | 0.002271 |
6 | 0.262704 | 2.0518 | 0.022245 |
7 | 0.1247 | 0.9739 | 0.166967 |
8 | 0.039025 | 0.3048 | 0.380779 |
9 | -0.048066 | -0.3754 | 0.354329 |
10 | -0.122943 | -0.9602 | 0.170368 |
11 | -0.195184 | -1.5244 | 0.066284 |
12 | -0.264339 | -2.0646 | 0.021612 |
13 | -0.2764 | -2.1588 | 0.017406 |
14 | -0.256036 | -1.9997 | 0.024995 |
15 | -0.268318 | -2.0956 | 0.020136 |
16 | -0.278335 | -2.1739 | 0.016803 |
17 | -0.287751 | -2.2474 | 0.014121 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.888232 | 6.9373 | 0 |
2 | -0.104175 | -0.8136 | 0.20951 |
3 | -0.117969 | -0.9214 | 0.180245 |
4 | -0.089185 | -0.6966 | 0.244363 |
5 | -0.033775 | -0.2638 | 0.396415 |
6 | -0.048862 | -0.3816 | 0.352033 |
7 | -0.213252 | -1.6655 | 0.050466 |
8 | 0.147151 | 1.1493 | 0.127462 |
9 | -0.107508 | -0.8397 | 0.202187 |
10 | -0.049431 | -0.3861 | 0.350396 |
11 | -0.104092 | -0.813 | 0.209695 |
12 | -0.076832 | -0.6001 | 0.27534 |
13 | 0.224816 | 1.7559 | 0.042065 |
14 | 0.00482 | 0.0376 | 0.485047 |
15 | -0.205569 | -1.6055 | 0.056769 |
16 | -0.083519 | -0.6523 | 0.258328 |
17 | 9.5e-05 | 7e-04 | 0.499704 |