Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.877622 | 6.0803 | 0 |
2 | 0.68392 | 4.7383 | 1e-05 |
3 | 0.432465 | 2.9962 | 0.002158 |
4 | 0.277842 | 1.9249 | 0.030087 |
5 | 0.186297 | 1.2907 | 0.101494 |
6 | 0.148184 | 1.0267 | 0.154865 |
7 | 0.08669 | 0.6006 | 0.275465 |
8 | -0.00787 | -0.0545 | 0.478372 |
9 | -0.158075 | -1.0952 | 0.139452 |
10 | -0.318755 | -2.2084 | 0.016013 |
11 | -0.452841 | -3.1374 | 0.001456 |
12 | -0.518364 | -3.5913 | 0.000386 |
13 | -0.482102 | -3.3401 | 0.000813 |
14 | -0.387495 | -2.6846 | 0.004968 |
15 | -0.251154 | -1.74 | 0.04413 |
16 | -0.14548 | -1.0079 | 0.159275 |
17 | -0.051954 | -0.3599 | 0.360233 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.877622 | 6.0803 | 0 |
2 | -0.375578 | -2.6021 | 0.006143 |
3 | -0.322105 | -2.2316 | 0.015173 |
4 | 0.461736 | 3.199 | 0.001222 |
5 | -0.013155 | -0.0911 | 0.46388 |
6 | -0.295973 | -2.0506 | 0.022896 |
7 | -0.113934 | -0.7894 | 0.216892 |
8 | -0.020192 | -0.1399 | 0.444663 |
9 | -0.278515 | -1.9296 | 0.029789 |
10 | -0.197222 | -1.3664 | 0.089091 |
11 | 0.084577 | 0.586 | 0.280322 |
12 | -0.012738 | -0.0883 | 0.465023 |
13 | 0.167411 | 1.1599 | 0.125921 |
14 | 0.008152 | 0.0565 | 0.477597 |
15 | 0.096781 | 0.6705 | 0.252869 |
16 | 0.062281 | 0.4315 | 0.33402 |
17 | 0.157501 | 1.0912 | 0.140317 |