Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.544 | 0 |
1 | 0.807824 | 6.9021 | 0 |
2 | 0.688723 | 5.8844 | 0 |
3 | 0.585382 | 5.0015 | 2e-06 |
4 | 0.531517 | 4.5413 | 1.1e-05 |
5 | 0.489393 | 4.1814 | 4e-05 |
6 | 0.446243 | 3.8127 | 0.000142 |
7 | 0.357638 | 3.0557 | 0.001568 |
8 | 0.258699 | 2.2103 | 0.015109 |
9 | 0.153802 | 1.3141 | 0.096466 |
10 | 0.133913 | 1.1442 | 0.128149 |
11 | 0.15729 | 1.3439 | 0.091574 |
12 | 0.159478 | 1.3626 | 0.088601 |
13 | 0.093685 | 0.8004 | 0.213025 |
14 | -0.052178 | -0.4458 | 0.671473 |
15 | -0.126892 | -1.0842 | 0.85907 |
16 | -0.170188 | -1.4541 | 0.924896 |
17 | -0.140312 | -1.1988 | 0.882764 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.807824 | 6.9021 | 0 |
1 | 0.104031 | 0.8888 | 0.188504 |
2 | 0.008311 | 0.071 | 0.471792 |
3 | 0.099267 | 0.8481 | 0.199566 |
4 | 0.051184 | 0.4373 | 0.331586 |
5 | 0.006534 | 0.0558 | 0.477817 |
6 | -0.130569 | -1.1156 | 0.865869 |
7 | -0.113798 | -0.9723 | 0.832943 |
8 | -0.118382 | -1.0115 | 0.84243 |
9 | 0.122804 | 1.0492 | 0.148764 |
10 | 0.154063 | 1.3163 | 0.096093 |
11 | 0.011487 | 0.0981 | 0.461044 |
12 | -0.152986 | -1.3071 | 0.902362 |
13 | -0.325402 | -2.7802 | 0.996547 |
14 | -0.0118 | -0.1008 | 0.540014 |
15 | -0.003684 | -0.0315 | 0.512511 |
16 | 0.149291 | 1.2755 | 0.103081 |
17 | 0.050395 | 0.4306 | 0.334022 |