Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.890217 | 7.5537 | 0 |
2 | 0.725751 | 6.1582 | 0 |
3 | 0.611695 | 5.1904 | 1e-06 |
4 | 0.564166 | 4.7871 | 4e-06 |
5 | 0.561599 | 4.7653 | 5e-06 |
6 | 0.538003 | 4.5651 | 1e-05 |
7 | 0.47865 | 4.0615 | 6.1e-05 |
8 | 0.407094 | 3.4543 | 0.000464 |
9 | 0.377579 | 3.2039 | 0.001011 |
10 | 0.404766 | 3.4346 | 0.000494 |
11 | 0.47634 | 4.0419 | 6.6e-05 |
12 | 0.492163 | 4.1761 | 4.1e-05 |
13 | 0.343838 | 2.9176 | 0.002351 |
14 | 0.166186 | 1.4101 | 0.081402 |
15 | 0.040327 | 0.3422 | 0.366603 |
16 | -0.017739 | -0.1505 | 0.440388 |
17 | -0.032873 | -0.2789 | 0.390546 |
18 | -0.064908 | -0.5508 | 0.291752 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.890217 | 7.5537 | 0 |
2 | -0.321591 | -2.7288 | 0.003992 |
3 | 0.237203 | 2.0127 | 0.023941 |
4 | 0.128785 | 1.0928 | 0.139067 |
5 | 0.130028 | 1.1033 | 0.13678 |
6 | -0.118461 | -1.0052 | 0.159089 |
7 | -0.018215 | -0.1546 | 0.438799 |
8 | -0.020776 | -0.1763 | 0.430281 |
9 | 0.173085 | 1.4687 | 0.073138 |
10 | 0.117782 | 0.9994 | 0.160472 |
11 | 0.229397 | 1.9465 | 0.027749 |
12 | -0.261443 | -2.2184 | 0.01484 |
13 | -0.656797 | -5.5731 | 0 |
14 | 0.127629 | 1.083 | 0.141219 |
15 | -0.105395 | -0.8943 | 0.18707 |
16 | -0.060416 | -0.5126 | 0.304885 |
17 | -0.026518 | -0.225 | 0.411304 |
18 | 0.052518 | 0.4456 | 0.328601 |