Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.936824 | 7.2566 | 0 |
2 | 0.848005 | 6.5686 | 0 |
3 | 0.748609 | 5.7987 | 0 |
4 | 0.636274 | 4.9286 | 3e-06 |
5 | 0.516723 | 4.0025 | 8.7e-05 |
6 | 0.398529 | 3.087 | 0.00153 |
7 | 0.2807 | 2.1743 | 0.016819 |
8 | 0.176793 | 1.3694 | 0.087984 |
9 | 0.091168 | 0.7062 | 0.241403 |
10 | 0.025571 | 0.1981 | 0.42183 |
11 | -0.017439 | -0.1351 | 0.446499 |
12 | -0.044787 | -0.3469 | 0.364934 |
13 | -0.070718 | -0.5478 | 0.292938 |
14 | -0.102283 | -0.7923 | 0.215658 |
15 | -0.14086 | -1.0911 | 0.139795 |
16 | -0.179391 | -1.3896 | 0.084899 |
17 | -0.217527 | -1.685 | 0.048596 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.936824 | 7.2566 | 0 |
2 | -0.242198 | -1.8761 | 0.032757 |
3 | -0.09841 | -0.7623 | 0.22444 |
4 | -0.145466 | -1.1268 | 0.132163 |
5 | -0.097164 | -0.7526 | 0.227307 |
6 | -0.045864 | -0.3553 | 0.361819 |
7 | -0.080316 | -0.6221 | 0.268108 |
8 | 0.036 | 0.2789 | 0.390658 |
9 | 0.034773 | 0.2694 | 0.394291 |
10 | 0.046933 | 0.3635 | 0.358738 |
11 | 0.061739 | 0.4782 | 0.317113 |
12 | -0.00653 | -0.0506 | 0.479914 |
13 | -0.107395 | -0.8319 | 0.204387 |
14 | -0.14495 | -1.1228 | 0.133003 |
15 | -0.133493 | -1.034 | 0.152635 |
16 | -0.04168 | -0.3229 | 0.373964 |
17 | -0.030064 | -0.2329 | 0.408326 |