Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.883501 | 6.1211 | 0 |
2 | 0.676599 | 4.6876 | 1.2e-05 |
3 | 0.492185 | 3.41 | 0.000663 |
4 | 0.38868 | 2.6929 | 0.004864 |
5 | 0.374226 | 2.5927 | 0.006292 |
6 | 0.384355 | 2.6629 | 0.005256 |
7 | 0.352451 | 2.4418 | 0.009174 |
8 | 0.242157 | 1.6777 | 0.049952 |
9 | 0.084501 | 0.5854 | 0.280498 |
10 | -0.049076 | -0.34 | 0.367666 |
11 | -0.140993 | -0.9768 | 0.166777 |
12 | -0.188861 | -1.3085 | 0.098473 |
13 | -0.208911 | -1.4474 | 0.077146 |
14 | -0.224744 | -1.5571 | 0.063011 |
15 | -0.260811 | -1.807 | 0.03852 |
16 | -0.302554 | -2.0962 | 0.020682 |
17 | -0.317326 | -2.1985 | 0.016383 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.883501 | 6.1211 | 0 |
2 | -0.473849 | -3.2829 | 0.00096 |
3 | 0.175131 | 1.2133 | 0.115468 |
4 | 0.164376 | 1.1388 | 0.130213 |
5 | 0.16231 | 1.1245 | 0.133193 |
6 | -0.09755 | -0.6758 | 0.251191 |
7 | -0.134063 | -0.9288 | 0.178817 |
8 | -0.209384 | -1.4507 | 0.07669 |
9 | -0.072688 | -0.5036 | 0.308424 |
10 | 0.028399 | 0.1968 | 0.422425 |
11 | -0.175507 | -1.216 | 0.114975 |
12 | -0.05433 | -0.3764 | 0.354134 |
13 | -0.011823 | -0.0819 | 0.467527 |
14 | 0.032107 | 0.2224 | 0.412457 |
15 | -0.091818 | -0.6361 | 0.263855 |
16 | 0.047666 | 0.3302 | 0.371328 |
17 | 0.079546 | 0.5511 | 0.292057 |