Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.911479 | 6.5728 | 0 |
2 | 0.784232 | 5.6552 | 0 |
3 | 0.652918 | 4.7083 | 9e-06 |
4 | 0.498636 | 3.5957 | 0.00036 |
5 | 0.355405 | 2.5629 | 0.006658 |
6 | 0.221195 | 1.5951 | 0.058379 |
7 | 0.088276 | 0.6366 | 0.2636 |
8 | -0.000275 | -0.002 | 0.499214 |
9 | -0.038702 | -0.2791 | 0.390644 |
10 | -0.038126 | -0.2749 | 0.39223 |
11 | -0.042307 | -0.3051 | 0.38076 |
12 | -0.04733 | -0.3413 | 0.367126 |
13 | -0.05553 | -0.4004 | 0.34524 |
14 | -0.063159 | -0.4554 | 0.325342 |
15 | -0.065401 | -0.4716 | 0.319587 |
16 | -0.068589 | -0.4946 | 0.311481 |
17 | -0.067156 | -0.4843 | 0.315114 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.911479 | 6.5728 | 0 |
2 | -0.275178 | -1.9843 | 0.026253 |
3 | -0.049714 | -0.3585 | 0.360714 |
4 | -0.227653 | -1.6416 | 0.053351 |
5 | 0.02693 | 0.1942 | 0.42339 |
6 | -0.096201 | -0.6937 | 0.245473 |
7 | -0.089687 | -0.6467 | 0.260323 |
8 | 0.150675 | 1.0865 | 0.141126 |
9 | 0.131494 | 0.9482 | 0.173703 |
10 | 0.122157 | 0.8809 | 0.191217 |
11 | -0.222873 | -1.6072 | 0.057037 |
12 | -0.037727 | -0.2721 | 0.393328 |
13 | -0.10269 | -0.7405 | 0.231162 |
14 | 0.023281 | 0.1679 | 0.433664 |
15 | -0.000441 | -0.0032 | 0.498738 |
16 | 0.033771 | 0.2435 | 0.404279 |
17 | 0.14423 | 1.0401 | 0.151563 |