Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6158 | 0 |
1 | 0.734974 | 5.5974 | 0 |
2 | 0.552679 | 4.2091 | 4.5e-05 |
3 | 0.474144 | 3.611 | 0.000319 |
4 | 0.472106 | 3.5955 | 0.000335 |
5 | 0.454229 | 3.4593 | 0.000511 |
6 | 0.307401 | 2.3411 | 0.011343 |
7 | 0.182322 | 1.3885 | 0.085144 |
8 | 0.048327 | 0.368 | 0.357089 |
9 | 0.064123 | 0.4883 | 0.313573 |
10 | 0.08937 | 0.6806 | 0.249409 |
11 | -0.017249 | -0.1314 | 0.552029 |
12 | -0.242803 | -1.8491 | 0.965231 |
13 | -0.299585 | -2.2816 | 0.986898 |
14 | -0.229864 | -1.7506 | 0.957348 |
15 | -0.156631 | -1.1929 | 0.88111 |
16 | -0.202337 | -1.541 | 0.935616 |
17 | -0.296907 | -2.2612 | 0.986243 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.734974 | 5.5974 | 0 |
1 | 0.027168 | 0.2069 | 0.418405 |
2 | 0.128424 | 0.978 | 0.166056 |
3 | 0.168379 | 1.2823 | 0.102413 |
4 | 0.058082 | 0.4423 | 0.329944 |
5 | -0.217264 | -1.6546 | 0.948299 |
6 | -0.083257 | -0.6341 | 0.735736 |
7 | -0.206411 | -1.572 | 0.939302 |
8 | 0.136458 | 1.0392 | 0.151505 |
9 | 0.065527 | 0.499 | 0.30982 |
10 | -0.161134 | -1.2272 | 0.887639 |
11 | -0.374365 | -2.8511 | 0.996987 |
12 | 0.100681 | 0.7668 | 0.223167 |
13 | 0.087334 | 0.6651 | 0.254305 |
14 | 0.131594 | 1.0022 | 0.160208 |
15 | -0.110447 | -0.8411 | 0.798137 |
16 | -0.045371 | -0.3455 | 0.634528 |
17 | -0.030175 | -0.2298 | 0.590474 |