Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.868624 | 6.7283 | 0 |
2 | 0.704481 | 5.4569 | 0 |
3 | 0.562112 | 4.3541 | 2.6e-05 |
4 | 0.428888 | 3.3222 | 0.000762 |
5 | 0.306696 | 2.3757 | 0.010364 |
6 | 0.208592 | 1.6157 | 0.055698 |
7 | 0.16094 | 1.2466 | 0.108689 |
8 | 0.136462 | 1.057 | 0.147368 |
9 | 0.157853 | 1.2227 | 0.113107 |
10 | 0.193717 | 1.5005 | 0.069362 |
11 | 0.213197 | 1.6514 | 0.05194 |
12 | 0.219106 | 1.6972 | 0.047421 |
13 | 0.233186 | 1.8063 | 0.037948 |
14 | 0.243295 | 1.8846 | 0.032168 |
15 | 0.216296 | 1.6754 | 0.049528 |
16 | 0.198324 | 1.5362 | 0.064872 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.868624 | 6.7283 | 0 |
1 | -0.20378 | -1.5785 | 0.940143 |
2 | 0.01059 | 0.082 | 0.467448 |
3 | -0.076192 | -0.5902 | 0.721358 |
4 | -0.045234 | -0.3504 | 0.63636 |
5 | 0.000284 | 0.0022 | 0.499127 |
6 | 0.112491 | 0.8714 | 0.193517 |
7 | 0.00594 | 0.046 | 0.481729 |
8 | 0.169195 | 1.3106 | 0.097497 |
9 | 0.021694 | 0.168 | 0.433559 |
10 | -0.030346 | -0.2351 | 0.59252 |
11 | -0.009886 | -0.0766 | 0.530394 |
12 | 0.081325 | 0.6299 | 0.265563 |
13 | 0.011483 | 0.0889 | 0.46471 |
14 | -0.072131 | -0.5587 | 0.710785 |
15 | 0.09214 | 0.7137 | 0.239086 |
16 | -0.077745 | -0.6022 | 0.72535 |