Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.935913 | 6.4842 | 0 |
2 | 0.877452 | 6.0792 | 0 |
3 | 0.814072 | 5.6401 | 0 |
4 | 0.738531 | 5.1167 | 3e-06 |
5 | 0.655954 | 4.5446 | 1.9e-05 |
6 | 0.575256 | 3.9855 | 0.000114 |
7 | 0.480667 | 3.3302 | 0.000837 |
8 | 0.405086 | 2.8065 | 0.003607 |
9 | 0.322145 | 2.2319 | 0.015163 |
10 | 0.258924 | 1.7939 | 0.039567 |
11 | 0.200647 | 1.3901 | 0.085452 |
12 | 0.12184 | 0.8441 | 0.201391 |
13 | 0.04975 | 0.3447 | 0.36592 |
14 | -0.011592 | -0.0803 | 0.468163 |
15 | -0.072746 | -0.504 | 0.308284 |
16 | -0.126149 | -0.874 | 0.193239 |
17 | -0.188163 | -1.3036 | 0.099289 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.935913 | 6.4842 | 0 |
2 | 0.012241 | 0.0848 | 0.466383 |
3 | -0.068934 | -0.4776 | 0.317554 |
4 | -0.136652 | -0.9468 | 0.174253 |
5 | -0.1099 | -0.7614 | 0.225069 |
6 | -0.035149 | -0.2435 | 0.40432 |
7 | -0.153236 | -1.0616 | 0.146854 |
8 | 0.093347 | 0.6467 | 0.260444 |
9 | -0.094851 | -0.6571 | 0.257113 |
10 | 0.114543 | 0.7936 | 0.215674 |
11 | -0.009207 | -0.0638 | 0.474703 |
12 | -0.24326 | -1.6854 | 0.049206 |
13 | -0.036147 | -0.2504 | 0.40166 |
14 | -0.030554 | -0.2117 | 0.416624 |
15 | 0.008768 | 0.0607 | 0.475907 |
16 | -0.02758 | -0.1911 | 0.424635 |
17 | -0.12669 | -0.8777 | 0.192229 |