Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.915794 | 6.3448 | 0 |
2 | 0.831676 | 5.762 | 0 |
3 | 0.690223 | 4.782 | 8e-06 |
4 | 0.572809 | 3.9685 | 0.00012 |
5 | 0.432481 | 2.9963 | 0.002158 |
6 | 0.297173 | 2.0589 | 0.022477 |
7 | 0.176378 | 1.222 | 0.113841 |
8 | 0.082645 | 0.5726 | 0.2848 |
9 | 0.023315 | 0.1615 | 0.436177 |
10 | -0.027859 | -0.193 | 0.423881 |
11 | -0.053308 | -0.3693 | 0.356753 |
12 | -0.079115 | -0.5481 | 0.293074 |
13 | -0.074964 | -0.5194 | 0.302946 |
14 | -0.065078 | -0.4509 | 0.327055 |
15 | -0.028191 | -0.1953 | 0.422987 |
16 | -0.012149 | -0.0842 | 0.466634 |
17 | -9.1e-05 | -6e-04 | 0.49975 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.915794 | 6.3448 | 0 |
2 | -0.043405 | -0.3007 | 0.382464 |
3 | -0.40201 | -2.7852 | 0.003817 |
4 | 0.074766 | 0.518 | 0.30342 |
5 | -0.11531 | -0.7989 | 0.214145 |
6 | -0.175842 | -1.2183 | 0.114538 |
7 | 0.097037 | 0.6723 | 0.25231 |
8 | 0.081944 | 0.5677 | 0.286434 |
9 | 0.061078 | 0.4232 | 0.337034 |
10 | -0.073812 | -0.5114 | 0.305714 |
11 | 0.025054 | 0.1736 | 0.431462 |
12 | -0.056656 | -0.3925 | 0.348205 |
13 | 0.047291 | 0.3276 | 0.372305 |
14 | 0.063005 | 0.4365 | 0.332212 |
15 | 0.106917 | 0.7407 | 0.23123 |
16 | -0.135386 | -0.938 | 0.176474 |
17 | -0.115442 | -0.7998 | 0.213881 |