Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.544 | 0 |
1 | 0.691161 | 5.9053 | 0 |
2 | 0.47474 | 4.0562 | 6.2e-05 |
3 | 0.345826 | 2.9547 | 0.002105 |
4 | 0.22661 | 1.9362 | 0.02836 |
5 | 0.142299 | 1.2158 | 0.113989 |
6 | 0.072478 | 0.6193 | 0.268838 |
7 | 0.052157 | 0.4456 | 0.328593 |
8 | -0.062708 | -0.5358 | 0.70313 |
9 | -0.109011 | -0.9314 | 0.822639 |
10 | -0.177536 | -1.5169 | 0.933191 |
11 | -0.293017 | -2.5035 | 0.992734 |
12 | -0.288053 | -2.4611 | 0.991893 |
13 | -0.263069 | -2.2477 | 0.986191 |
14 | -0.213873 | -1.8273 | 0.964132 |
15 | -0.142811 | -1.2202 | 0.886837 |
16 | -0.078247 | -0.6685 | 0.747053 |
17 | -0.121684 | -1.0397 | 0.849037 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.691161 | 5.9053 | 0 |
1 | -0.005673 | -0.0485 | 0.519263 |
2 | 0.037842 | 0.3233 | 0.373687 |
3 | -0.047583 | -0.4066 | 0.657236 |
4 | -0.009359 | -0.08 | 0.531758 |
5 | -0.033966 | -0.2902 | 0.613758 |
6 | 0.040953 | 0.3499 | 0.36371 |
7 | -0.194763 | -1.6641 | 0.949806 |
8 | 0.014997 | 0.1281 | 0.449199 |
9 | -0.132876 | -1.1353 | 0.870016 |
10 | -0.176017 | -1.5039 | 0.931538 |
11 | 0.049212 | 0.4205 | 0.33769 |
12 | -0.011869 | -0.1014 | 0.540249 |
13 | 0.020352 | 0.1739 | 0.431218 |
14 | 0.080833 | 0.6906 | 0.245992 |
15 | 0.005879 | 0.0502 | 0.480039 |
16 | -0.169336 | -1.4468 | 0.923884 |
17 | 0.050824 | 0.4342 | 0.332696 |