Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.912771 | 7.0703 | 0 |
2 | 0.785833 | 6.087 | 0 |
3 | 0.648274 | 5.0215 | 2e-06 |
4 | 0.502367 | 3.8913 | 0.000126 |
5 | 0.381662 | 2.9563 | 0.002223 |
6 | 0.31284 | 2.4232 | 0.009208 |
7 | 0.265504 | 2.0566 | 0.022041 |
8 | 0.243318 | 1.8847 | 0.032156 |
9 | 0.236837 | 1.8345 | 0.035767 |
10 | 0.231325 | 1.7918 | 0.039101 |
11 | 0.197398 | 1.529 | 0.065756 |
12 | 0.122952 | 0.9524 | 0.172362 |
13 | 0.012628 | 0.0978 | 0.461202 |
14 | -0.104881 | -0.8124 | 0.209885 |
15 | -0.206739 | -1.6014 | 0.057271 |
16 | -0.284011 | -2.1999 | 0.015837 |
17 | -0.337969 | -2.6179 | 0.005591 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.912771 | 7.0703 | 0 |
2 | -0.283595 | -2.1967 | 0.015957 |
3 | -0.088467 | -0.6853 | 0.247908 |
4 | -0.123158 | -0.954 | 0.171962 |
5 | 0.087675 | 0.6791 | 0.249835 |
6 | 0.191319 | 1.482 | 0.071793 |
7 | -0.044005 | -0.3409 | 0.367198 |
8 | 0.050256 | 0.3893 | 0.349224 |
9 | -0.009938 | -0.077 | 0.469449 |
10 | 0.004828 | 0.0374 | 0.485146 |
11 | -0.16324 | -1.2645 | 0.105479 |
12 | -0.225158 | -1.7441 | 0.043134 |
13 | -0.167746 | -1.2994 | 0.099397 |
14 | -0.00945 | -0.0732 | 0.470944 |
15 | 0.056056 | 0.4342 | 0.332847 |
16 | -0.030625 | -0.2372 | 0.406646 |
17 | -0.105029 | -0.8136 | 0.209559 |