Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.937746 | 7.2638 | 0 |
2 | 0.878736 | 6.8067 | 0 |
3 | 0.835109 | 6.4687 | 0 |
4 | 0.772608 | 5.9846 | 0 |
5 | 0.721038 | 5.5851 | 0 |
6 | 0.683066 | 5.291 | 1e-06 |
7 | 0.64734 | 5.0143 | 3e-06 |
8 | 0.611877 | 4.7396 | 7e-06 |
9 | 0.565683 | 4.3818 | 2.4e-05 |
10 | 0.484037 | 3.7493 | 0.000201 |
11 | 0.42118 | 3.2624 | 0.000912 |
12 | 0.350725 | 2.7167 | 0.004302 |
13 | 0.254599 | 1.9721 | 0.026606 |
14 | 0.198408 | 1.5369 | 0.064792 |
15 | 0.159548 | 1.2359 | 0.110665 |
16 | 0.111578 | 0.8643 | 0.195438 |
17 | 0.065739 | 0.5092 | 0.306235 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.937746 | 7.2638 | 0 |
2 | -0.005241 | -0.0406 | 0.483878 |
3 | 0.096773 | 0.7496 | 0.228213 |
4 | -0.175916 | -1.3626 | 0.089044 |
5 | 0.069469 | 0.5381 | 0.296248 |
6 | 0.049956 | 0.387 | 0.350077 |
7 | 0.043599 | 0.3377 | 0.368378 |
8 | -0.024906 | -0.1929 | 0.423837 |
9 | -0.125265 | -0.9703 | 0.167897 |
10 | -0.339255 | -2.6279 | 0.005447 |
11 | 0.105093 | 0.8141 | 0.209418 |
12 | -0.156979 | -1.216 | 0.114382 |
13 | -0.179902 | -1.3935 | 0.084303 |
14 | 0.173394 | 1.3431 | 0.092148 |
15 | 0.05855 | 0.4535 | 0.325902 |
16 | -0.032899 | -0.2548 | 0.39986 |
17 | -0.074733 | -0.5789 | 0.28242 |