Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.840598 | 6.5112 | 0 |
2 | 0.767323 | 5.9437 | 0 |
3 | 0.700491 | 5.426 | 1e-06 |
4 | 0.643648 | 4.9857 | 3e-06 |
5 | 0.599475 | 4.6435 | 1e-05 |
6 | 0.554987 | 4.2989 | 3.2e-05 |
7 | 0.503389 | 3.8992 | 0.000123 |
8 | 0.479097 | 3.7111 | 0.000227 |
9 | 0.449826 | 3.4843 | 0.000464 |
10 | 0.428267 | 3.3173 | 0.000774 |
11 | 0.40229 | 3.1161 | 0.001405 |
12 | 0.375455 | 2.9083 | 0.002544 |
13 | 0.341298 | 2.6437 | 0.005224 |
14 | 0.283515 | 2.1961 | 0.015981 |
15 | 0.224386 | 1.7381 | 0.043663 |
16 | 0.168602 | 1.306 | 0.098271 |
17 | 0.119854 | 0.9284 | 0.178464 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.840598 | 6.5112 | 0 |
2 | 0.206949 | 1.603 | 0.057091 |
3 | 0.053428 | 0.4139 | 0.340228 |
4 | 0.028714 | 0.2224 | 0.412372 |
5 | 0.040172 | 0.3112 | 0.378374 |
6 | 0.007806 | 0.0605 | 0.475993 |
7 | -0.035125 | -0.2721 | 0.393247 |
8 | 0.062799 | 0.4864 | 0.314214 |
9 | 0.015618 | 0.121 | 0.452056 |
10 | 0.024805 | 0.1921 | 0.424142 |
11 | -0.004207 | -0.0326 | 0.487056 |
12 | -0.007318 | -0.0567 | 0.477491 |
13 | -0.037227 | -0.2884 | 0.387033 |
14 | -0.119306 | -0.9241 | 0.179558 |
15 | -0.089399 | -0.6925 | 0.245654 |
16 | -0.063433 | -0.4914 | 0.312486 |
17 | -0.035167 | -0.2724 | 0.393125 |