Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.772003 | 6.0295 | 0 |
2 | 0.538906 | 4.209 | 4.3e-05 |
3 | 0.31967 | 2.4967 | 0.007626 |
4 | 0.206196 | 1.6104 | 0.056232 |
5 | 0.144884 | 1.1316 | 0.131119 |
6 | 0.074939 | 0.5853 | 0.280255 |
7 | 0.069754 | 0.5448 | 0.293941 |
8 | 0.059898 | 0.4678 | 0.320791 |
9 | 0.091044 | 0.7111 | 0.239873 |
10 | 0.12532 | 0.9788 | 0.165778 |
11 | 0.151668 | 1.1846 | 0.120392 |
12 | 0.188319 | 1.4708 | 0.07324 |
13 | 0.114712 | 0.8959 | 0.186907 |
14 | 0.000786 | 0.0061 | 0.497562 |
15 | -0.115388 | -0.9012 | 0.81449 |
16 | -0.176619 | -1.3794 | 0.913602 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.772003 | 6.0295 | 0 |
1 | -0.141288 | -1.1035 | 0.862927 |
2 | -0.116362 | -0.9088 | 0.816488 |
3 | 0.10374 | 0.8102 | 0.210476 |
4 | 0.015984 | 0.1248 | 0.45053 |
5 | -0.104478 | -0.816 | 0.791161 |
6 | 0.128759 | 1.0056 | 0.159281 |
7 | -0.016937 | -0.1323 | 0.552403 |
8 | 0.064841 | 0.5064 | 0.307193 |
9 | 0.066979 | 0.5231 | 0.301391 |
10 | 0.022052 | 0.1722 | 0.431913 |
11 | 0.076211 | 0.5952 | 0.276947 |
12 | -0.201443 | -1.5733 | 0.939591 |
13 | -0.131429 | -1.0265 | 0.845643 |
14 | -0.025796 | -0.2015 | 0.579502 |
15 | -0.028444 | -0.2222 | 0.587531 |
16 | -0.008957 | -0.07 | 0.527772 |