Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.732006 | 5.6701 | 0 |
2 | 0.472078 | 3.6567 | 0.00027 |
3 | 0.219326 | 1.6989 | 0.04726 |
4 | -0.00325 | -0.0252 | 0.51 |
5 | -0.179872 | -1.3933 | 0.915663 |
6 | -0.333609 | -2.5841 | 0.993893 |
7 | -0.364902 | -2.8265 | 0.996808 |
8 | -0.387907 | -3.0047 | 0.998062 |
9 | -0.399181 | -3.092 | 0.998493 |
10 | -0.352249 | -2.7285 | 0.995833 |
11 | -0.288338 | -2.2335 | 0.98537 |
12 | -0.205983 | -1.5955 | 0.942077 |
13 | -0.125419 | -0.9715 | 0.832398 |
14 | 0.069074 | 0.535 | 0.297297 |
15 | 0.215367 | 1.6682 | 0.050241 |
16 | 0.288953 | 2.2382 | 0.014465 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.732006 | 5.6701 | 0 |
1 | -0.137353 | -1.0639 | 0.854189 |
2 | -0.160644 | -1.2443 | 0.890893 |
3 | -0.139102 | -1.0775 | 0.85721 |
4 | -0.119454 | -0.9253 | 0.820739 |
5 | -0.176252 | -1.3652 | 0.911362 |
6 | 0.032576 | 0.2523 | 0.400822 |
7 | -0.147028 | -1.1389 | 0.870359 |
8 | -0.157403 | -1.2192 | 0.886237 |
9 | -0.044119 | -0.3417 | 0.633133 |
10 | -0.08591 | -0.6655 | 0.745845 |
11 | -0.085211 | -0.66 | 0.744123 |
12 | -0.058167 | -0.4506 | 0.673034 |
13 | 0.219779 | 1.7024 | 0.046928 |
14 | -0.019385 | -0.1502 | 0.559427 |
15 | -0.038995 | -0.3021 | 0.618173 |
16 | 0.000336 | 0.0026 | 0.498967 |