Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.851369 | 6.864 | 0 |
2 | 0.604733 | 4.8755 | 4e-06 |
3 | 0.459163 | 3.7019 | 0.000222 |
4 | 0.474851 | 3.8284 | 0.000146 |
5 | 0.587403 | 4.7358 | 6e-06 |
6 | 0.6473 | 5.2187 | 1e-06 |
7 | 0.571139 | 4.6047 | 1e-05 |
8 | 0.420397 | 3.3893 | 0.000597 |
9 | 0.299353 | 2.4135 | 0.009315 |
10 | 0.274457 | 2.2127 | 0.015217 |
11 | 0.32474 | 2.6181 | 0.005494 |
12 | 0.3642 | 2.9363 | 0.002295 |
13 | 0.286687 | 2.3113 | 0.011997 |
14 | 0.17461 | 1.4077 | 0.081985 |
15 | 0.098356 | 0.793 | 0.21534 |
16 | 0.063553 | 0.5124 | 0.305061 |
17 | 0.053315 | 0.4298 | 0.334367 |
18 | 0.027068 | 0.2182 | 0.413969 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.851369 | 6.864 | 0 |
2 | -0.436442 | -3.5187 | 0.000399 |
3 | 0.409338 | 3.3002 | 0.000786 |
4 | 0.266684 | 2.1501 | 0.017637 |
5 | 0.236031 | 1.9029 | 0.030739 |
6 | -0.080969 | -0.6528 | 0.258097 |
7 | -0.115844 | -0.934 | 0.17689 |
8 | -0.01892 | -0.1525 | 0.439616 |
9 | -0.071222 | -0.5742 | 0.283904 |
10 | 0.001935 | 0.0156 | 0.493799 |
11 | 0.002319 | 0.0187 | 0.492571 |
12 | -0.012775 | -0.103 | 0.45914 |
13 | -0.304845 | -2.4577 | 0.008329 |
14 | 0.296147 | 2.3876 | 0.009937 |
15 | -0.187144 | -1.5088 | 0.068098 |
16 | -0.110684 | -0.8924 | 0.187745 |
17 | -0.107645 | -0.8679 | 0.194331 |
18 | -0.001552 | -0.0125 | 0.495028 |