Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.544 | 0 |
1 | 0.763043 | 6.5194 | 0 |
2 | 0.384016 | 3.281 | 0.000794 |
3 | 0.059885 | 0.5117 | 0.305216 |
4 | -0.136546 | -1.1667 | 0.876426 |
5 | -0.213736 | -1.8262 | 0.964043 |
6 | -0.251317 | -2.1473 | 0.982453 |
7 | -0.280549 | -2.397 | 0.990455 |
8 | -0.270586 | -2.3119 | 0.988196 |
9 | -0.113329 | -0.9683 | 0.83195 |
10 | 0.185692 | 1.5866 | 0.058468 |
11 | 0.501156 | 4.2819 | 2.8e-05 |
12 | 0.679927 | 5.8093 | 0 |
13 | 0.482592 | 4.1233 | 4.9e-05 |
14 | 0.171055 | 1.4615 | 0.074085 |
15 | -0.097313 | -0.8314 | 0.795783 |
16 | -0.254052 | -2.1706 | 0.983394 |
17 | -0.311874 | -2.6647 | 0.99526 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.763043 | 6.5194 | 0 |
1 | -0.474476 | -4.0539 | 0.999938 |
2 | -0.031266 | -0.2671 | 0.604942 |
3 | -0.032403 | -0.2769 | 0.608661 |
4 | -0.037755 | -0.3226 | 0.626032 |
5 | -0.156493 | -1.3371 | 0.907326 |
6 | -0.098853 | -0.8446 | 0.799453 |
7 | -0.002051 | -0.0175 | 0.506966 |
8 | 0.298561 | 2.5509 | 0.00642 |
9 | 0.30611 | 2.6154 | 0.005411 |
10 | 0.262768 | 2.2451 | 0.013896 |
11 | 0.15151 | 1.2945 | 0.099786 |
12 | -0.64287 | -5.4927 | 1 |
13 | 0.1591 | 1.3593 | 0.089111 |
14 | -0.195771 | -1.6727 | 0.950663 |
15 | 0.077956 | 0.6661 | 0.253738 |
16 | -0.008162 | -0.0697 | 0.527702 |
17 | 0.05609 | 0.4792 | 0.316602 |