Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6 | 0 |
1 | 0.899759 | 5.3986 | 2e-06 |
2 | 0.808429 | 4.8506 | 1.2e-05 |
3 | 0.731588 | 4.3895 | 4.8e-05 |
4 | 0.583509 | 3.5011 | 0.000628 |
5 | 0.387521 | 2.3251 | 0.012909 |
6 | 0.228035 | 1.3682 | 0.089863 |
7 | 0.087903 | 0.5274 | 0.300569 |
8 | -0.087676 | -0.5261 | 0.698962 |
9 | -0.235966 | -1.4158 | 0.917285 |
10 | -0.320164 | -1.921 | 0.96866 |
11 | -0.396957 | -2.3817 | 0.988681 |
12 | -0.486855 | -2.9211 | 0.997006 |
13 | -0.488095 | -2.9286 | 0.997063 |
14 | -0.463575 | -2.7815 | 0.995721 |
15 | -0.454706 | -2.7282 | 0.995108 |
16 | -0.417483 | -2.5049 | 0.991543 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.899759 | 5.3986 | 2e-06 |
1 | -0.005973 | -0.0358 | 0.514195 |
2 | 0.027448 | 0.1647 | 0.435055 |
3 | -0.412956 | -2.4777 | 0.990975 |
4 | -0.433014 | -2.5981 | 0.993251 |
5 | -0.086432 | -0.5186 | 0.696391 |
6 | 0.122508 | 0.735 | 0.233536 |
7 | -0.063182 | -0.3791 | 0.646576 |
8 | -0.039294 | -0.2358 | 0.592524 |
9 | 0.064217 | 0.3853 | 0.351141 |
10 | 0.013206 | 0.0792 | 0.468642 |
11 | -0.190085 | -1.1405 | 0.869198 |
12 | 0.167496 | 1.005 | 0.160809 |
13 | -0.002149 | -0.0129 | 0.505108 |
14 | -0.028399 | -0.1704 | 0.567172 |
15 | -0.07917 | -0.475 | 0.681179 |
16 | -0.0738 | -0.4428 | 0.66972 |