Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.860096 | 6.6623 | 0 |
2 | 0.674123 | 5.2217 | 1e-06 |
3 | 0.424552 | 3.2886 | 0.000844 |
4 | 0.289644 | 2.2436 | 0.014282 |
5 | 0.210164 | 1.6279 | 0.05439 |
6 | 0.18596 | 1.4404 | 0.07747 |
7 | 0.128191 | 0.993 | 0.162358 |
8 | 0.036333 | 0.2814 | 0.389671 |
9 | -0.115435 | -0.8942 | 0.187405 |
10 | -0.278605 | -2.1581 | 0.017467 |
11 | -0.418153 | -3.239 | 0.000979 |
12 | -0.48201 | -3.7336 | 0.000211 |
13 | -0.473253 | -3.6658 | 0.000262 |
14 | -0.397888 | -3.082 | 0.001552 |
15 | -0.299048 | -2.3164 | 0.011984 |
16 | -0.223066 | -1.7279 | 0.044579 |
17 | -0.173174 | -1.3414 | 0.092424 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.860096 | 6.6623 | 0 |
2 | -0.252239 | -1.9538 | 0.027693 |
3 | -0.347016 | -2.688 | 0.004645 |
4 | 0.401692 | 3.1115 | 0.001424 |
5 | 0.048432 | 0.3752 | 0.354435 |
6 | -0.204793 | -1.5863 | 0.058962 |
7 | -0.134967 | -1.0455 | 0.150004 |
8 | -0.070036 | -0.5425 | 0.294742 |
9 | -0.220104 | -1.7049 | 0.046692 |
10 | -0.201184 | -1.5584 | 0.062203 |
11 | -0.025441 | -0.1971 | 0.422223 |
12 | 0.042477 | 0.329 | 0.371641 |
13 | -0.019677 | -0.1524 | 0.439683 |
14 | 0.077042 | 0.5968 | 0.276456 |
15 | 0.140773 | 1.0904 | 0.139943 |
16 | -0.074771 | -0.5792 | 0.28232 |
17 | 0.023455 | 0.1817 | 0.428224 |