Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.612197 | 4.7421 | 7e-06 |
2 | 0.478264 | 3.7046 | 0.000232 |
3 | 0.350446 | 2.7145 | 0.004327 |
4 | 0.335358 | 2.5977 | 0.005895 |
5 | 0.233249 | 1.8067 | 0.037909 |
6 | 0.210476 | 1.6303 | 0.054134 |
7 | 0.087397 | 0.677 | 0.250511 |
8 | 0.033493 | 0.2594 | 0.398095 |
9 | 0.045462 | 0.3522 | 0.36298 |
10 | 0.105197 | 0.8149 | 0.209189 |
11 | 0.137868 | 1.0679 | 0.144917 |
12 | 0.109464 | 0.8479 | 0.19993 |
13 | 0.036606 | 0.2835 | 0.388866 |
14 | -0.057853 | -0.4481 | 0.672162 |
15 | -0.10099 | -0.7823 | 0.781433 |
16 | -0.099473 | -0.7705 | 0.77799 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.612197 | 4.7421 | 7e-06 |
1 | 0.165511 | 1.282 | 0.10238 |
2 | 0.007876 | 0.061 | 0.475779 |
3 | 0.122895 | 0.9519 | 0.172473 |
4 | -0.060119 | -0.4657 | 0.678434 |
5 | 0.039102 | 0.3029 | 0.381514 |
6 | -0.126045 | -0.9763 | 0.833591 |
7 | -0.051547 | -0.3993 | 0.654449 |
8 | 0.085646 | 0.6634 | 0.254805 |
9 | 0.102878 | 0.7969 | 0.214328 |
10 | 0.09303 | 0.7206 | 0.236976 |
11 | -0.035494 | -0.2749 | 0.607844 |
12 | -0.104478 | -0.8093 | 0.789226 |
13 | -0.159786 | -1.2377 | 0.889676 |
14 | -0.098493 | -0.7629 | 0.775751 |
15 | 0.003527 | 0.0273 | 0.489148 |
16 | 0.006663 | 0.0516 | 0.479504 |