Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.768821 | 5.9553 | 0 |
2 | 0.609399 | 4.7204 | 7e-06 |
3 | 0.576111 | 4.4625 | 1.8e-05 |
4 | 0.562693 | 4.3586 | 2.6e-05 |
5 | 0.586342 | 4.5418 | 1.4e-05 |
6 | 0.496858 | 3.8486 | 0.000145 |
7 | 0.362507 | 2.808 | 0.003359 |
8 | 0.350834 | 2.7176 | 0.004292 |
9 | 0.318251 | 2.4652 | 0.008287 |
10 | 0.333321 | 2.5819 | 0.006143 |
11 | 0.226195 | 1.7521 | 0.042433 |
12 | -0.010816 | -0.0838 | 0.533244 |
13 | -0.014094 | -0.1092 | 0.543285 |
14 | 0.022481 | 0.1741 | 0.431173 |
15 | -0.05263 | -0.4077 | 0.657516 |
16 | -0.148093 | -1.1471 | 0.872058 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.768821 | 5.9553 | 0 |
1 | 0.044786 | 0.3469 | 0.364935 |
2 | 0.230687 | 1.7869 | 0.039503 |
3 | 0.114258 | 0.885 | 0.189834 |
4 | 0.208055 | 1.6116 | 0.05615 |
5 | -0.160226 | -1.2411 | 0.890301 |
6 | -0.150187 | -1.1633 | 0.875352 |
7 | 0.094778 | 0.7341 | 0.23286 |
8 | -0.093247 | -0.7223 | 0.763538 |
9 | 0.140611 | 1.0892 | 0.140218 |
10 | -0.27769 | -2.151 | 0.982242 |
11 | -0.391647 | -3.0337 | 0.998216 |
12 | 0.200549 | 1.5534 | 0.062788 |
13 | 0.010059 | 0.0779 | 0.469077 |
14 | -0.210037 | -1.6269 | 0.945505 |
15 | -0.135024 | -1.0459 | 0.850096 |
16 | -0.094813 | -0.7344 | 0.767222 |