Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.817076 | -6.2761 | 0 |
2 | 0.669486 | 5.1424 | 2e-06 |
3 | -0.811612 | -6.2341 | 0 |
4 | 0.91336 | 7.0156 | 0 |
5 | -0.750441 | -5.7642 | 0 |
6 | 0.616722 | 4.7371 | 7e-06 |
7 | -0.746005 | -5.7302 | 0 |
8 | 0.836881 | 6.4282 | 0 |
9 | -0.684506 | -5.2578 | 1e-06 |
10 | 0.561787 | 4.3152 | 3.1e-05 |
11 | -0.678881 | -5.2146 | 1e-06 |
12 | 0.758438 | 5.8257 | 0 |
13 | -0.619815 | -4.7609 | 6e-06 |
14 | 0.515594 | 3.9604 | 0.000102 |
15 | -0.615526 | -4.7279 | 7e-06 |
16 | 0.684449 | 5.2574 | 1e-06 |
17 | -0.5565 | -4.2746 | 3.5e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.817076 | -6.2761 | 0 |
2 | 0.005634 | 0.0433 | 0.482815 |
3 | -0.791483 | -6.0795 | 0 |
4 | 0.30292 | 2.3268 | 0.011715 |
5 | 0.19051 | 1.4633 | 0.074342 |
6 | -0.340098 | -2.6123 | 0.005694 |
7 | -0.080891 | -0.6213 | 0.268386 |
8 | 0.127531 | 0.9796 | 0.165646 |
9 | -0.082843 | -0.6363 | 0.263511 |
10 | -0.176985 | -1.3594 | 0.089589 |
11 | 0.031545 | 0.2423 | 0.404692 |
12 | -0.031707 | -0.2435 | 0.404215 |
13 | -0.150628 | -1.157 | 0.125968 |
14 | 0.005488 | 0.0422 | 0.483259 |
15 | 0.057421 | 0.4411 | 0.330392 |
16 | -0.096159 | -0.7386 | 0.231536 |
17 | 0.008839 | 0.0679 | 0.473051 |