Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7 | 0 |
1 | 0.893258 | 6.2528 | 0 |
2 | 0.787973 | 5.5158 | 1e-06 |
3 | 0.700877 | 4.9061 | 5e-06 |
4 | 0.589777 | 4.1284 | 7.1e-05 |
5 | 0.474083 | 3.3186 | 0.000856 |
6 | 0.404414 | 2.8309 | 0.003357 |
7 | 0.334026 | 2.3382 | 0.011752 |
8 | 0.245693 | 1.7198 | 0.045886 |
9 | 0.18569 | 1.2998 | 0.099871 |
10 | 0.128295 | 0.8981 | 0.186771 |
11 | 0.084694 | 0.5929 | 0.278002 |
12 | 0.049646 | 0.3475 | 0.364845 |
13 | 0.044116 | 0.3088 | 0.379386 |
14 | 0.042715 | 0.299 | 0.3831 |
15 | 0.039836 | 0.2789 | 0.390766 |
16 | 0.037745 | 0.2642 | 0.39636 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.893258 | 6.2528 | 0 |
1 | -0.049175 | -0.3442 | 0.633926 |
2 | 0.031387 | 0.2197 | 0.413505 |
3 | -0.170136 | -1.1909 | 0.880294 |
4 | -0.086198 | -0.6034 | 0.725481 |
5 | 0.13846 | 0.9692 | 0.168598 |
6 | -0.048582 | -0.3401 | 0.632373 |
7 | -0.113386 | -0.7937 | 0.784401 |
8 | 0.035153 | 0.2461 | 0.403327 |
9 | -0.064028 | -0.4482 | 0.672007 |
10 | 0.087877 | 0.6151 | 0.270654 |
11 | -0.025253 | -0.1768 | 0.569791 |
12 | 0.08619 | 0.6033 | 0.274536 |
13 | 0.019225 | 0.1346 | 0.44675 |
14 | -0.024296 | -0.1701 | 0.567173 |
15 | -0.018831 | -0.1318 | 0.552167 |
16 | 0.079967 | 0.5598 | 0.289093 |