Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.921082 | 6.954 | 0 |
2 | 0.815602 | 6.1577 | 0 |
3 | 0.72041 | 5.439 | 1e-06 |
4 | 0.62231 | 4.6983 | 8e-06 |
5 | 0.532699 | 4.0218 | 8.6e-05 |
6 | 0.411692 | 3.1082 | 0.001467 |
7 | 0.267063 | 2.0163 | 0.024246 |
8 | 0.153128 | 1.1561 | 0.126233 |
9 | 0.064744 | 0.4888 | 0.313427 |
10 | -0.017236 | -0.1301 | 0.448462 |
11 | -0.090664 | -0.6845 | 0.248217 |
12 | -0.168583 | -1.2728 | 0.104133 |
13 | -0.226519 | -1.7102 | 0.046336 |
14 | -0.244314 | -1.8445 | 0.035152 |
15 | -0.260664 | -1.968 | 0.026971 |
16 | -0.2977 | -2.2476 | 0.014245 |
17 | -0.351818 | -2.6562 | 0.005116 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.921082 | 6.954 | 0 |
2 | -0.216278 | -1.6329 | 0.054005 |
3 | 0.04088 | 0.3086 | 0.37936 |
4 | -0.104196 | -0.7867 | 0.21737 |
5 | 0.017703 | 0.1337 | 0.447074 |
6 | -0.308922 | -2.3323 | 0.01162 |
7 | -0.163861 | -1.2371 | 0.110557 |
8 | 0.108144 | 0.8165 | 0.208816 |
9 | 0.022468 | 0.1696 | 0.432952 |
10 | -0.081557 | -0.6157 | 0.270258 |
11 | -0.003933 | -0.0297 | 0.488209 |
12 | -0.059869 | -0.452 | 0.326491 |
13 | 0.031299 | 0.2363 | 0.407023 |
14 | 0.068137 | 0.5144 | 0.304474 |
15 | -0.102592 | -0.7746 | 0.220903 |
16 | -0.192432 | -1.4528 | 0.075878 |
17 | -0.176468 | -1.3323 | 0.094031 |