Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.892695 | 6.9148 | 0 |
2 | 0.754081 | 5.8411 | 0 |
3 | 0.590335 | 4.5727 | 1.2e-05 |
4 | 0.416439 | 3.2257 | 0.001018 |
5 | 0.27423 | 2.1242 | 0.018893 |
6 | 0.123489 | 0.9565 | 0.171319 |
7 | 0.0084 | 0.0651 | 0.47417 |
8 | -0.088594 | -0.6862 | 0.7524 |
9 | -0.16129 | -1.2493 | 0.891805 |
10 | -0.188346 | -1.4589 | 0.925099 |
11 | -0.209165 | -1.6202 | 0.944781 |
12 | -0.224942 | -1.7424 | 0.956718 |
13 | -0.187944 | -1.4558 | 0.92467 |
14 | -0.137901 | -1.0682 | 0.855141 |
15 | -0.061717 | -0.4781 | 0.682827 |
16 | 0.019905 | 0.1542 | 0.438992 |
17 | 0.091474 | 0.7086 | 0.240672 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.892695 | 6.9148 | 0 |
1 | -0.210853 | -1.6333 | 0.946175 |
2 | -0.188288 | -1.4585 | 0.925038 |
3 | -0.131525 | -1.0188 | 0.843804 |
4 | 0.065022 | 0.5037 | 0.308174 |
5 | -0.188741 | -1.462 | 0.925518 |
6 | 0.044305 | 0.3432 | 0.366328 |
7 | -0.064054 | -0.4962 | 0.689204 |
8 | 0.002533 | 0.0196 | 0.492207 |
9 | 0.065644 | 0.5085 | 0.306493 |
10 | -0.066517 | -0.5152 | 0.695861 |
11 | -0.11141 | -0.863 | 0.804208 |
12 | 0.249348 | 1.9314 | 0.029078 |
13 | 0.010563 | 0.0818 | 0.467529 |
14 | 0.059545 | 0.4612 | 0.323149 |
15 | 0.024121 | 0.1868 | 0.426207 |
16 | 0.039894 | 0.309 | 0.37919 |
17 | 0.016845 | 0.1305 | 0.448312 |