Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.910112 | 7.56 | 0 |
2 | 0.84065 | 6.983 | 0 |
3 | 0.778747 | 6.4688 | 0 |
4 | 0.722155 | 5.9987 | 0 |
5 | 0.670876 | 5.5727 | 0 |
6 | 0.617351 | 5.1281 | 1e-06 |
7 | 0.550956 | 4.5766 | 1e-05 |
8 | 0.495898 | 4.1192 | 5.2e-05 |
9 | 0.424192 | 3.5236 | 0.00038 |
10 | 0.35024 | 2.9093 | 0.002435 |
11 | 0.267197 | 2.2195 | 0.014871 |
12 | 0.187933 | 1.5611 | 0.061539 |
13 | 0.136653 | 1.1351 | 0.130125 |
14 | 0.081595 | 0.6778 | 0.250089 |
15 | 0.034094 | 0.2832 | 0.388932 |
16 | -0.028521 | -0.2369 | 0.406712 |
17 | -0.094916 | -0.7884 | 0.216573 |
18 | -0.146195 | -1.2144 | 0.11437 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.910112 | 7.56 | 0 |
2 | 0.071913 | 0.5974 | 0.276113 |
3 | 0.01892 | 0.1572 | 0.437788 |
4 | 0.007015 | 0.0583 | 0.476851 |
5 | 0.008251 | 0.0685 | 0.472777 |
6 | -0.032983 | -0.274 | 0.39246 |
7 | -0.105662 | -0.8777 | 0.191579 |
8 | 0.010273 | 0.0853 | 0.466122 |
9 | -0.129733 | -1.0776 | 0.142473 |
10 | -0.084004 | -0.6978 | 0.243827 |
11 | -0.126071 | -1.0472 | 0.149325 |
12 | -0.062955 | -0.5229 | 0.301344 |
13 | 0.094708 | 0.7867 | 0.217075 |
14 | -0.046515 | -0.3864 | 0.350202 |
15 | 0.023998 | 0.1993 | 0.42129 |
16 | -0.122046 | -1.0138 | 0.157113 |
17 | -0.074016 | -0.6148 | 0.270348 |
18 | 0.009594 | 0.0797 | 0.468355 |