Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.94638 | 6.8898 | 0 |
2 | 0.893829 | 6.5072 | 0 |
3 | 0.843547 | 6.1411 | 0 |
4 | 0.789003 | 5.744 | 0 |
5 | 0.736226 | 5.3598 | 1e-06 |
6 | 0.679253 | 4.945 | 4e-06 |
7 | 0.619177 | 4.5077 | 1.8e-05 |
8 | 0.558804 | 4.0682 | 7.9e-05 |
9 | 0.499393 | 3.6356 | 0.000314 |
10 | 0.439216 | 3.1975 | 0.001169 |
11 | 0.380284 | 2.7685 | 0.003871 |
12 | 0.325909 | 2.3727 | 0.010661 |
13 | 0.270993 | 1.9729 | 0.026869 |
14 | 0.218892 | 1.5936 | 0.058491 |
15 | 0.167495 | 1.2194 | 0.11405 |
16 | 0.119294 | 0.8685 | 0.194526 |
17 | 0.078642 | 0.5725 | 0.284693 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.94638 | 6.8898 | 0 |
2 | -0.017302 | -0.126 | 0.450119 |
3 | -0.005907 | -0.043 | 0.482931 |
4 | -0.067747 | -0.4932 | 0.311952 |
5 | -0.013773 | -0.1003 | 0.460255 |
6 | -0.072208 | -0.5257 | 0.300651 |
7 | -0.062492 | -0.455 | 0.325501 |
8 | -0.043908 | -0.3197 | 0.375243 |
9 | -0.027778 | -0.2022 | 0.420257 |
10 | -0.046475 | -0.3383 | 0.36822 |
11 | -0.028593 | -0.2082 | 0.41795 |
12 | 0.002982 | 0.0217 | 0.49138 |
13 | -0.042645 | -0.3105 | 0.378714 |
14 | -0.015053 | -0.1096 | 0.456575 |
15 | -0.038171 | -0.2779 | 0.391088 |
16 | -0.01012 | -0.0737 | 0.470772 |
17 | 0.025546 | 0.186 | 0.426587 |