Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.922456 | 7.1453 | 0 |
2 | 0.841734 | 6.52 | 0 |
3 | 0.76753 | 5.9453 | 0 |
4 | 0.698467 | 5.4103 | 1e-06 |
5 | 0.633523 | 4.9072 | 4e-06 |
6 | 0.568217 | 4.4014 | 2.2e-05 |
7 | 0.502081 | 3.8891 | 0.000127 |
8 | 0.43507 | 3.37 | 0.000659 |
9 | 0.368779 | 2.8565 | 0.002938 |
10 | 0.299898 | 2.323 | 0.011794 |
11 | 0.227528 | 1.7624 | 0.041545 |
12 | 0.155381 | 1.2036 | 0.116741 |
13 | 0.095479 | 0.7396 | 0.23122 |
14 | 0.044836 | 0.3473 | 0.364792 |
15 | 0.006507 | 0.0504 | 0.479984 |
16 | -0.01627 | -0.126 | 0.450067 |
17 | -0.045483 | -0.3523 | 0.36292 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.922456 | 7.1453 | 0 |
2 | -0.061657 | -0.4776 | 0.317337 |
3 | 0.000467 | 0.0036 | 0.498564 |
4 | -0.009223 | -0.0714 | 0.471642 |
5 | -0.012828 | -0.0994 | 0.46059 |
6 | -0.041156 | -0.3188 | 0.375495 |
7 | -0.044301 | -0.3432 | 0.366341 |
8 | -0.048357 | -0.3746 | 0.354651 |
9 | -0.041299 | -0.3199 | 0.375078 |
10 | -0.06698 | -0.5188 | 0.302896 |
11 | -0.076027 | -0.5889 | 0.27907 |
12 | -0.057513 | -0.4455 | 0.328782 |
13 | 0.019366 | 0.15 | 0.440629 |
14 | 0.002105 | 0.0163 | 0.493522 |
15 | 0.035561 | 0.2755 | 0.391956 |
16 | 0.068642 | 0.5317 | 0.298449 |
17 | -0.068365 | -0.5296 | 0.299187 |