Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.918438 | 6.873 | 0 |
2 | 0.843583 | 6.3128 | 0 |
3 | 0.764077 | 5.7178 | 0 |
4 | 0.692876 | 5.185 | 2e-06 |
5 | 0.613235 | 4.589 | 1.3e-05 |
6 | 0.535057 | 4.004 | 9.3e-05 |
7 | 0.486415 | 3.64 | 0.000298 |
8 | 0.445102 | 3.3308 | 0.000769 |
9 | 0.403575 | 3.0201 | 0.001901 |
10 | 0.361533 | 2.7055 | 0.004511 |
11 | 0.299759 | 2.2432 | 0.014429 |
12 | 0.256714 | 1.9211 | 0.029909 |
13 | 0.194664 | 1.4567 | 0.075387 |
14 | 0.126239 | 0.9447 | 0.17444 |
15 | 0.07044 | 0.5271 | 0.300094 |
16 | 0.030155 | 0.2257 | 0.411144 |
17 | 0.01686 | 0.1262 | 0.450024 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.918438 | 6.873 | 0 |
2 | 0.000352 | 0.0026 | 0.498954 |
3 | -0.068717 | -0.5142 | 0.304556 |
4 | 0.006047 | 0.0453 | 0.482033 |
5 | -0.091784 | -0.6868 | 0.247507 |
6 | -0.046247 | -0.3461 | 0.365289 |
7 | 0.146163 | 1.0938 | 0.139367 |
8 | 0.021279 | 0.1592 | 0.437029 |
9 | -0.0387 | -0.2896 | 0.386593 |
10 | -0.022151 | -0.1658 | 0.43447 |
11 | -0.180415 | -1.3501 | 0.091208 |
12 | 0.063333 | 0.4739 | 0.318692 |
13 | -0.11321 | -0.8472 | 0.200249 |
14 | -0.103697 | -0.776 | 0.220509 |
15 | 0.067224 | 0.5031 | 0.308448 |
16 | 0.038062 | 0.2848 | 0.388412 |
17 | 0.105606 | 0.7903 | 0.216348 |