Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.922985 | 6.907 | 0 |
2 | 0.840923 | 6.2929 | 0 |
3 | 0.755379 | 5.6527 | 0 |
4 | 0.673743 | 5.0418 | 3e-06 |
5 | 0.59656 | 4.4642 | 2e-05 |
6 | 0.51855 | 3.8805 | 0.000138 |
7 | 0.448316 | 3.3549 | 0.000715 |
8 | 0.379958 | 2.8433 | 0.00311 |
9 | 0.312645 | 2.3396 | 0.011447 |
10 | 0.25098 | 1.8782 | 0.032784 |
11 | 0.191591 | 1.4337 | 0.078604 |
12 | 0.134694 | 1.008 | 0.158906 |
13 | 0.081679 | 0.6112 | 0.271761 |
14 | 0.034999 | 0.2619 | 0.397177 |
15 | -0.008257 | -0.0618 | 0.475475 |
16 | -0.043861 | -0.3282 | 0.371981 |
17 | -0.063065 | -0.4719 | 0.319403 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.922985 | 6.907 | 0 |
2 | -0.074126 | -0.5547 | 0.290651 |
3 | -0.067193 | -0.5028 | 0.30853 |
4 | -0.020766 | -0.1554 | 0.438533 |
5 | -0.019505 | -0.146 | 0.442238 |
6 | -0.057004 | -0.4266 | 0.335661 |
7 | 0.00149 | 0.0112 | 0.495571 |
8 | -0.037597 | -0.2813 | 0.38974 |
9 | -0.04583 | -0.343 | 0.366455 |
10 | -0.012163 | -0.091 | 0.4639 |
11 | -0.034503 | -0.2582 | 0.3986 |
12 | -0.037496 | -0.2806 | 0.390027 |
13 | -0.023223 | -0.1738 | 0.431329 |
14 | -0.007519 | -0.0563 | 0.477663 |
15 | -0.029465 | -0.2205 | 0.413143 |
16 | 0.004581 | 0.0343 | 0.486388 |
17 | 0.067333 | 0.5039 | 0.308162 |