Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.848021 | 6.6233 | 0 |
2 | 0.639835 | 4.9973 | 3e-06 |
3 | 0.511059 | 3.9915 | 8.9e-05 |
4 | 0.475359 | 3.7127 | 0.000223 |
5 | 0.491952 | 3.8423 | 0.000146 |
6 | 0.48343 | 3.7757 | 0.000182 |
7 | 0.402047 | 3.1401 | 0.001302 |
8 | 0.285616 | 2.2307 | 0.014693 |
9 | 0.21778 | 1.7009 | 0.047026 |
10 | 0.198225 | 1.5482 | 0.063375 |
11 | 0.251305 | 1.9628 | 0.02712 |
12 | 0.244443 | 1.9092 | 0.030474 |
13 | 0.072604 | 0.5671 | 0.286377 |
14 | -0.119946 | -0.9368 | 0.176276 |
15 | -0.227506 | -1.7769 | 0.040287 |
16 | -0.272728 | -2.1301 | 0.018604 |
17 | -0.271369 | -2.1195 | 0.019065 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.848021 | 6.6233 | 0 |
2 | -0.282363 | -2.2053 | 0.015605 |
3 | 0.21166 | 1.6531 | 0.051723 |
4 | 0.151892 | 1.1863 | 0.120049 |
5 | 0.129758 | 1.0134 | 0.157427 |
6 | -0.038333 | -0.2994 | 0.382829 |
7 | -0.137477 | -1.0737 | 0.143587 |
8 | -0.066091 | -0.5162 | 0.303794 |
9 | 0.077019 | 0.6015 | 0.274855 |
10 | -0.033172 | -0.2591 | 0.398223 |
11 | 0.234727 | 1.8333 | 0.035821 |
12 | -0.27313 | -2.1332 | 0.018469 |
13 | -0.451376 | -3.5254 | 0.000404 |
14 | 0.015088 | 0.1178 | 0.45329 |
15 | -0.028047 | -0.2191 | 0.413668 |
16 | -0.224213 | -1.7512 | 0.042473 |
17 | 0.019499 | 0.1523 | 0.43973 |