Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.883291 | 6.8419 | 0 |
2 | 0.716488 | 5.5499 | 0 |
3 | 0.599693 | 4.6452 | 1e-05 |
4 | 0.570086 | 4.4159 | 2.1e-05 |
5 | 0.604774 | 4.6846 | 8e-06 |
6 | 0.624899 | 4.8404 | 5e-06 |
7 | 0.583322 | 4.5184 | 1.5e-05 |
8 | 0.499705 | 3.8707 | 0.000135 |
9 | 0.437108 | 3.3858 | 0.000628 |
10 | 0.390482 | 3.0247 | 0.00183 |
11 | 0.382272 | 2.9611 | 0.002193 |
12 | 0.365767 | 2.8332 | 0.003134 |
13 | 0.297709 | 2.306 | 0.01229 |
14 | 0.227797 | 1.7645 | 0.041368 |
15 | 0.173889 | 1.3469 | 0.091532 |
16 | 0.127813 | 0.99 | 0.163067 |
17 | 0.08888 | 0.6885 | 0.246907 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.883291 | 6.8419 | 0 |
2 | -0.289879 | -2.2454 | 0.01422 |
3 | 0.195792 | 1.5166 | 0.06731 |
4 | 0.244714 | 1.8955 | 0.03142 |
5 | 0.196847 | 1.5248 | 0.066285 |
6 | -0.030043 | -0.2327 | 0.408387 |
7 | -0.091382 | -0.7078 | 0.240891 |
8 | -0.033359 | -0.2584 | 0.398494 |
9 | 0.085983 | 0.666 | 0.253975 |
10 | -0.149869 | -1.1609 | 0.125144 |
11 | 0.092327 | 0.7152 | 0.238641 |
12 | -0.117157 | -0.9075 | 0.183889 |
13 | -0.177674 | -1.3763 | 0.086929 |
14 | 0.077266 | 0.5985 | 0.275881 |
15 | -0.046979 | -0.3639 | 0.358607 |
16 | -0.143985 | -1.1153 | 0.134584 |
17 | -0.040288 | -0.3121 | 0.378036 |