Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.935581 | 7.247 | 0 |
2 | 0.812916 | 6.2968 | 0 |
3 | 0.64973 | 5.0328 | 2e-06 |
4 | 0.471044 | 3.6487 | 0.000277 |
5 | 0.278473 | 2.157 | 0.017509 |
6 | 0.110208 | 0.8537 | 0.198342 |
7 | -0.028836 | -0.2234 | 0.412005 |
8 | -0.147519 | -1.1427 | 0.128855 |
9 | -0.239055 | -1.8517 | 0.034495 |
10 | -0.303861 | -2.3537 | 0.010941 |
11 | -0.353656 | -2.7394 | 0.004047 |
12 | -0.405196 | -3.1386 | 0.001316 |
13 | -0.445371 | -3.4498 | 0.000516 |
14 | -0.471981 | -3.656 | 0.000271 |
15 | -0.483705 | -3.7468 | 0.000202 |
16 | -0.482754 | -3.7394 | 0.000207 |
17 | -0.450775 | -3.4917 | 0.000454 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.935581 | 7.247 | 0 |
2 | -0.500407 | -3.8761 | 0.000133 |
3 | -0.248557 | -1.9253 | 0.029467 |
4 | -0.051369 | -0.3979 | 0.346056 |
5 | -0.205521 | -1.592 | 0.058325 |
6 | 0.186824 | 1.4471 | 0.076532 |
7 | 0.001925 | 0.0149 | 0.494078 |
8 | -0.212771 | -1.6481 | 0.052278 |
9 | 0.051643 | 0.4 | 0.345278 |
10 | -0.087566 | -0.6783 | 0.250099 |
11 | -0.163439 | -1.266 | 0.105205 |
12 | -0.160513 | -1.2433 | 0.109291 |
13 | -0.019163 | -0.1484 | 0.441248 |
14 | -0.021719 | -0.1682 | 0.433482 |
15 | -0.00897 | -0.0695 | 0.472418 |
16 | -0.057318 | -0.444 | 0.329326 |
17 | 0.079287 | 0.6142 | 0.270718 |