Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.900737 | 7.643 | 0 |
2 | 0.824393 | 6.9952 | 0 |
3 | 0.724158 | 6.1447 | 0 |
4 | 0.635622 | 5.3934 | 0 |
5 | 0.529307 | 4.4913 | 1.3e-05 |
6 | 0.413362 | 3.5075 | 0.000392 |
7 | 0.30905 | 2.6224 | 0.005325 |
8 | 0.205888 | 1.747 | 0.042449 |
9 | 0.11168 | 0.9476 | 0.173243 |
10 | 0.013454 | 0.1142 | 0.454715 |
11 | -0.056639 | -0.4806 | 0.316131 |
12 | -0.153538 | -1.3028 | 0.098395 |
13 | -0.2263 | -1.9202 | 0.029396 |
14 | -0.288648 | -2.4493 | 0.008375 |
15 | -0.315063 | -2.6734 | 0.004642 |
16 | -0.344932 | -2.9268 | 0.00229 |
17 | -0.351474 | -2.9824 | 0.001951 |
18 | -0.347962 | -2.9526 | 0.002126 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.900737 | 7.643 | 0 |
2 | 0.069248 | 0.5876 | 0.279324 |
3 | -0.156346 | -1.3266 | 0.09441 |
4 | -0.019894 | -0.1688 | 0.433212 |
5 | -0.128604 | -1.0912 | 0.139402 |
6 | -0.15042 | -1.2764 | 0.102966 |
7 | -0.013544 | -0.1149 | 0.454414 |
8 | -0.054552 | -0.4629 | 0.322421 |
9 | -0.04473 | -0.3795 | 0.352699 |
10 | -0.084545 | -0.7174 | 0.237729 |
11 | 0.049693 | 0.4217 | 0.337266 |
12 | -0.206798 | -1.7547 | 0.041779 |
13 | -0.031855 | -0.2703 | 0.393852 |
14 | 0.020773 | 0.1763 | 0.43029 |
15 | 0.08352 | 0.7087 | 0.240403 |
16 | -0.058928 | -0.5 | 0.309293 |
17 | 0.05873 | 0.4983 | 0.30988 |
18 | 0.003621 | 0.0307 | 0.487786 |