Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947183 | 6.3539 | 0 |
2 | 0.897254 | 6.019 | 0 |
3 | 0.839757 | 5.6333 | 1e-06 |
4 | 0.776192 | 5.2069 | 2e-06 |
5 | 0.71849 | 4.8198 | 8e-06 |
6 | 0.653221 | 4.3819 | 3.5e-05 |
7 | 0.583276 | 3.9127 | 0.000153 |
8 | 0.51352 | 3.4448 | 0.000624 |
9 | 0.448473 | 3.0084 | 0.002145 |
10 | 0.38068 | 2.5537 | 0.007059 |
11 | 0.320627 | 2.1508 | 0.018448 |
12 | 0.252064 | 1.6909 | 0.048886 |
13 | 0.187407 | 1.2572 | 0.107591 |
14 | 0.122015 | 0.8185 | 0.208692 |
15 | 0.048706 | 0.3267 | 0.372695 |
16 | -0.012128 | -0.0814 | 0.467759 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947183 | 6.3539 | 0 |
2 | 0.000956 | 0.0064 | 0.497456 |
3 | -0.099171 | -0.6653 | 0.254639 |
4 | -0.094831 | -0.6361 | 0.263951 |
5 | 0.023245 | 0.1559 | 0.438393 |
6 | -0.096582 | -0.6479 | 0.260174 |
7 | -0.095199 | -0.6386 | 0.263156 |
8 | -0.04335 | -0.2908 | 0.386269 |
9 | 0.018605 | 0.1248 | 0.450617 |
10 | -0.072035 | -0.4832 | 0.315638 |
11 | 0.017744 | 0.119 | 0.452891 |
12 | -0.12245 | -0.8214 | 0.20787 |
13 | -0.017478 | -0.1172 | 0.453592 |
14 | -0.067809 | -0.4549 | 0.325692 |
15 | -0.130425 | -0.8749 | 0.193133 |
16 | 0.03581 | 0.2402 | 0.405626 |