Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.904765 | 5.7222 | 1e-06 |
2 | 0.803341 | 5.0808 | 5e-06 |
3 | 0.710195 | 4.4917 | 2.9e-05 |
4 | 0.626429 | 3.9619 | 0.000149 |
5 | 0.542943 | 3.4339 | 0.000699 |
6 | 0.468229 | 2.9613 | 0.002566 |
7 | 0.404304 | 2.557 | 0.007227 |
8 | 0.347724 | 2.1992 | 0.016853 |
9 | 0.288825 | 1.8267 | 0.037608 |
10 | 0.236445 | 1.4954 | 0.071328 |
11 | 0.189217 | 1.1967 | 0.119231 |
12 | 0.145838 | 0.9224 | 0.180936 |
13 | 0.104686 | 0.6621 | 0.255854 |
14 | 0.066552 | 0.4209 | 0.338035 |
15 | 0.018077 | 0.1143 | 0.454773 |
16 | -0.030052 | -0.1901 | 0.42511 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.904765 | 5.7222 | 1e-06 |
2 | -0.084115 | -0.532 | 0.298838 |
3 | -0.00929 | -0.0588 | 0.476721 |
4 | -0.005368 | -0.0339 | 0.486544 |
5 | -0.051832 | -0.3278 | 0.37238 |
6 | -0.001781 | -0.0113 | 0.495534 |
7 | 0.007052 | 0.0446 | 0.482324 |
8 | -0.007171 | -0.0454 | 0.482026 |
9 | -0.052213 | -0.3302 | 0.371478 |
10 | -0.003329 | -0.0211 | 0.491653 |
11 | -0.0155 | -0.098 | 0.461198 |
12 | -0.018527 | -0.1172 | 0.453654 |
13 | -0.020981 | -0.1327 | 0.44755 |
14 | -0.020686 | -0.1308 | 0.448283 |
15 | -0.095517 | -0.6041 | 0.274594 |
16 | -0.037373 | -0.2364 | 0.407176 |