Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.941403 | 7.2921 | 0 |
2 | 0.866809 | 6.7143 | 0 |
3 | 0.806212 | 6.2449 | 0 |
4 | 0.74743 | 5.7896 | 0 |
5 | 0.703624 | 5.4502 | 0 |
6 | 0.656437 | 5.0847 | 2e-06 |
7 | 0.559228 | 4.3318 | 2.9e-05 |
8 | 0.454536 | 3.5208 | 0.000414 |
9 | 0.378883 | 2.9348 | 0.002362 |
10 | 0.316079 | 2.4483 | 0.008646 |
11 | 0.293258 | 2.2716 | 0.013356 |
12 | 0.255991 | 1.9829 | 0.025981 |
13 | 0.166381 | 1.2888 | 0.101211 |
14 | 0.074366 | 0.576 | 0.283372 |
15 | 0.009734 | 0.0754 | 0.470073 |
16 | -0.056243 | -0.4357 | 0.332324 |
17 | -0.097273 | -0.7535 | 0.227056 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.941403 | 7.2921 | 0 |
2 | -0.170807 | -1.3231 | 0.095416 |
3 | 0.105153 | 0.8145 | 0.209287 |
4 | -0.056129 | -0.4348 | 0.332644 |
5 | 0.122005 | 0.945 | 0.174213 |
6 | -0.106554 | -0.8254 | 0.206218 |
7 | -0.441554 | -3.4203 | 0.000565 |
8 | -0.018798 | -0.1456 | 0.442361 |
9 | 0.157996 | 1.2238 | 0.1129 |
10 | 0.01346 | 0.1043 | 0.458655 |
11 | 0.307581 | 2.3825 | 0.01019 |
12 | -0.327009 | -2.533 | 0.006971 |
13 | -0.312743 | -2.4225 | 0.009225 |
14 | 0.021517 | 0.1667 | 0.434095 |
15 | 0.079403 | 0.6151 | 0.270422 |
16 | -0.198673 | -1.5389 | 0.064541 |
17 | -0.035834 | -0.2776 | 0.391148 |