Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.870597 | 6.7436 | 0 |
2 | 0.750049 | 5.8099 | 0 |
3 | 0.648834 | 5.0258 | 2e-06 |
4 | 0.600912 | 4.6546 | 9e-06 |
5 | 0.559976 | 4.3376 | 2.8e-05 |
6 | 0.514331 | 3.984 | 9.3e-05 |
7 | 0.487459 | 3.7758 | 0.000184 |
8 | 0.456237 | 3.534 | 0.000398 |
9 | 0.398648 | 3.0879 | 0.001525 |
10 | 0.30665 | 2.3753 | 0.010374 |
11 | 0.243373 | 1.8852 | 0.032126 |
12 | 0.194521 | 1.5067 | 0.068561 |
13 | 0.164811 | 1.2766 | 0.103327 |
14 | 0.117867 | 0.913 | 0.182449 |
15 | 0.037242 | 0.2885 | 0.38699 |
16 | -0.017583 | -0.1362 | 0.44606 |
17 | -0.06827 | -0.5288 | 0.299442 |
18 | -0.083821 | -0.6493 | 0.25932 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.870597 | 6.7436 | 0 |
2 | -0.032597 | -0.2525 | 0.40076 |
3 | 0.012145 | 0.0941 | 0.462681 |
4 | 0.163106 | 1.2634 | 0.105664 |
5 | 0.013896 | 0.1076 | 0.457322 |
6 | -0.018139 | -0.1405 | 0.444367 |
7 | 0.096179 | 0.745 | 0.229591 |
8 | -0.016393 | -0.127 | 0.449689 |
9 | -0.122225 | -0.9467 | 0.173782 |
10 | -0.153879 | -1.1919 | 0.118989 |
11 | 0.045346 | 0.3513 | 0.363316 |
12 | -0.039507 | -0.306 | 0.380325 |
13 | -0.000899 | -0.007 | 0.497232 |
14 | -0.068481 | -0.5305 | 0.298878 |
15 | -0.186414 | -1.444 | 0.076976 |
16 | 0.031432 | 0.2435 | 0.404236 |
17 | -0.033379 | -0.2585 | 0.398434 |
18 | 0.084063 | 0.6511 | 0.258719 |