Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.722331 | 6.1292 | 0 |
2 | 0.585763 | 4.9704 | 2e-06 |
3 | 0.513133 | 4.3541 | 2.2e-05 |
4 | 0.413731 | 3.5106 | 0.000388 |
5 | 0.418788 | 3.5535 | 0.000338 |
6 | 0.457715 | 3.8838 | 0.000113 |
7 | 0.344332 | 2.9218 | 0.002323 |
8 | 0.323384 | 2.744 | 0.003828 |
9 | 0.271331 | 2.3023 | 0.012106 |
10 | 0.19074 | 1.6185 | 0.054966 |
11 | 0.128001 | 1.0861 | 0.140524 |
12 | 0.018927 | 0.1606 | 0.436428 |
13 | 0.036748 | 0.3118 | 0.378042 |
14 | 0.04972 | 0.4219 | 0.337182 |
15 | -0.02521 | -0.2139 | 0.584389 |
16 | -0.055801 | -0.4735 | 0.68135 |
17 | -0.138126 | -1.172 | 0.877477 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.722331 | 6.1292 | 0 |
1 | 0.133826 | 1.1356 | 0.129955 |
2 | 0.106405 | 0.9029 | 0.1848 |
3 | -0.035027 | -0.2972 | 0.61642 |
4 | 0.170316 | 1.4452 | 0.076373 |
5 | 0.17135 | 1.454 | 0.075152 |
6 | -0.186868 | -1.5856 | 0.941397 |
7 | 0.060449 | 0.5129 | 0.304787 |
8 | -0.046516 | -0.3947 | 0.652884 |
9 | -0.052741 | -0.4475 | 0.672079 |
10 | -0.129558 | -1.0993 | 0.862359 |
11 | -0.203268 | -1.7248 | 0.955572 |
12 | 0.210433 | 1.7856 | 0.039189 |
13 | -0.014938 | -0.1267 | 0.550254 |
14 | -0.158771 | -1.3472 | 0.908932 |
15 | -0.034866 | -0.2958 | 0.615901 |
16 | -0.090916 | -0.7715 | 0.778518 |
17 | 0.07417 | 0.6294 | 0.265554 |