Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.857101 | 5.9382 | 0 |
2 | 0.624399 | 4.326 | 3.8e-05 |
3 | 0.363064 | 2.5154 | 0.007646 |
4 | 0.174326 | 1.2078 | 0.116527 |
5 | 0.052881 | 0.3664 | 0.35785 |
6 | -0.023409 | -0.1622 | 0.435923 |
7 | -0.064482 | -0.4467 | 0.328535 |
8 | -0.067535 | -0.4679 | 0.320988 |
9 | -0.041496 | -0.2875 | 0.387486 |
10 | -0.031104 | -0.2155 | 0.415149 |
11 | -0.013437 | -0.0931 | 0.463108 |
12 | -0.009048 | -0.0627 | 0.475138 |
13 | 0.024082 | 0.1668 | 0.434097 |
14 | 0.018624 | 0.129 | 0.448937 |
15 | 0.01057 | 0.0732 | 0.470963 |
16 | -0.020871 | -0.1446 | 0.442816 |
17 | -0.050103 | -0.3471 | 0.365007 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.857101 | 5.9382 | 0 |
2 | -0.415348 | -2.8776 | 0.002982 |
3 | -0.174851 | -1.2114 | 0.115835 |
4 | 0.173934 | 1.2051 | 0.117045 |
5 | -0.030633 | -0.2122 | 0.416413 |
6 | -0.105323 | -0.7297 | 0.234559 |
7 | 0.033971 | 0.2354 | 0.407467 |
8 | 0.0835 | 0.5785 | 0.282814 |
9 | 0.005802 | 0.0402 | 0.484052 |
10 | -0.149397 | -1.0351 | 0.152916 |
11 | 0.125517 | 0.8696 | 0.194421 |
12 | -0.009466 | -0.0656 | 0.473992 |
13 | 0.090137 | 0.6245 | 0.267633 |
14 | -0.223362 | -1.5475 | 0.064156 |
15 | 0.099901 | 0.6921 | 0.246094 |
16 | -0.011006 | -0.0762 | 0.469769 |
17 | -0.068035 | -0.4714 | 0.31976 |