Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.89392 | 6.9243 | 0 |
2 | 0.73179 | 5.6684 | 0 |
3 | 0.610798 | 4.7312 | 7e-06 |
4 | 0.554571 | 4.2957 | 3.2e-05 |
5 | 0.552561 | 4.2801 | 3.4e-05 |
6 | 0.535436 | 4.1475 | 5.4e-05 |
7 | 0.46632 | 3.6121 | 0.000311 |
8 | 0.387629 | 3.0026 | 0.00195 |
9 | 0.362084 | 2.8047 | 0.003389 |
10 | 0.386803 | 2.9962 | 0.001985 |
11 | 0.445926 | 3.4541 | 0.000509 |
12 | 0.455557 | 3.5287 | 0.000404 |
13 | 0.321152 | 2.4876 | 0.007828 |
14 | 0.158761 | 1.2298 | 0.111794 |
15 | 0.041171 | 0.3189 | 0.375451 |
16 | -0.013558 | -0.105 | 0.458357 |
17 | -0.023209 | -0.1798 | 0.428967 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.89392 | 6.9243 | 0 |
2 | -0.335002 | -2.5949 | 0.005938 |
3 | 0.207201 | 1.605 | 0.056875 |
4 | 0.141392 | 1.0952 | 0.1389 |
5 | 0.158423 | 1.2271 | 0.112281 |
6 | -0.134661 | -1.0431 | 0.150548 |
7 | -0.119095 | -0.9225 | 0.17998 |
8 | 0.077978 | 0.604 | 0.274054 |
9 | 0.211026 | 1.6346 | 0.053685 |
10 | 0.040986 | 0.3175 | 0.375991 |
11 | 0.155535 | 1.2048 | 0.116512 |
12 | -0.204899 | -1.5871 | 0.058869 |
13 | -0.57561 | -4.4587 | 1.8e-05 |
14 | 0.134604 | 1.0426 | 0.15065 |
15 | -0.073207 | -0.5671 | 0.286394 |
16 | -0.054918 | -0.4254 | 0.336035 |
17 | -0.042218 | -0.327 | 0.372397 |