Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.3066 | 0 |
1 | 0.804544 | 6.683 | 0 |
2 | 0.657005 | 5.4575 | 0 |
3 | 0.615794 | 5.1152 | 1e-06 |
4 | 0.57103 | 4.7433 | 5e-06 |
5 | 0.498952 | 4.1446 | 4.8e-05 |
6 | 0.382015 | 3.1733 | 0.001126 |
7 | 0.273979 | 2.2758 | 0.012982 |
8 | 0.149578 | 1.2425 | 0.109132 |
9 | 0.144299 | 1.1986 | 0.117384 |
10 | 0.165584 | 1.3754 | 0.086722 |
11 | 0.068424 | 0.5684 | 0.285814 |
12 | -0.069965 | -0.5812 | 0.718492 |
13 | -0.069775 | -0.5796 | 0.717963 |
14 | -0.007216 | -0.0599 | 0.523812 |
15 | 0.002409 | 0.02 | 0.492045 |
16 | -0.04508 | -0.3745 | 0.645396 |
17 | -0.115858 | -0.9624 | 0.830392 |
18 | -0.16123 | -1.3393 | 0.907562 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.804544 | 6.683 | 0 |
1 | 0.02754 | 0.2288 | 0.409865 |
2 | 0.225865 | 1.8762 | 0.032431 |
3 | 0.027988 | 0.2325 | 0.408426 |
4 | -0.023945 | -0.1989 | 0.578537 |
5 | -0.171354 | -1.4234 | 0.920433 |
6 | -0.104994 | -0.8721 | 0.806922 |
7 | -0.213646 | -1.7747 | 0.959819 |
8 | 0.235765 | 1.9584 | 0.027113 |
9 | 0.118612 | 0.9853 | 0.163968 |
10 | -0.149085 | -1.2384 | 0.890116 |
11 | -0.229846 | -1.9092 | 0.969805 |
12 | 0.176485 | 1.466 | 0.073596 |
13 | 0.118543 | 0.9847 | 0.164107 |
14 | 0.051939 | 0.4314 | 0.333747 |
15 | -0.155019 | -1.2877 | 0.898921 |
16 | -0.140177 | -1.1644 | 0.875863 |
17 | -0.088499 | -0.7351 | 0.767624 |
18 | 0.087946 | 0.7305 | 0.233768 |