Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.926241 | 6.993 | 0 |
2 | 0.775222 | 5.8528 | 0 |
3 | 0.568629 | 4.2931 | 3.5e-05 |
4 | 0.353533 | 2.6691 | 0.004944 |
5 | 0.148723 | 1.1228 | 0.133107 |
6 | -0.020498 | -0.1548 | 0.438781 |
7 | -0.13609 | -1.0275 | 0.154274 |
8 | -0.219968 | -1.6607 | 0.051131 |
9 | -0.283701 | -2.1419 | 0.018244 |
10 | -0.322602 | -2.4356 | 0.009009 |
11 | -0.347862 | -2.6263 | 0.005533 |
12 | -0.363016 | -2.7407 | 0.004087 |
13 | -0.368713 | -2.7837 | 0.003639 |
14 | -0.356217 | -2.6894 | 0.004686 |
15 | -0.333938 | -2.5212 | 0.007259 |
16 | -0.309644 | -2.3378 | 0.011467 |
17 | -0.273502 | -2.0649 | 0.021746 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.926241 | 6.993 | 0 |
2 | -0.582071 | -4.3945 | 2.4e-05 |
3 | -0.300476 | -2.2685 | 0.013551 |
4 | 0.092872 | 0.7012 | 0.243025 |
5 | -0.052212 | -0.3942 | 0.347454 |
6 | 0.020786 | 0.1569 | 0.437928 |
7 | 0.125436 | 0.947 | 0.173813 |
8 | -0.285916 | -2.1586 | 0.017552 |
9 | -0.194417 | -1.4678 | 0.073826 |
10 | 0.187014 | 1.4119 | 0.081704 |
11 | -0.141486 | -1.0682 | 0.144968 |
12 | -0.12462 | -0.9409 | 0.175373 |
13 | 0.108098 | 0.8161 | 0.208913 |
14 | -0.073953 | -0.5583 | 0.289402 |
15 | -0.210174 | -1.5868 | 0.059048 |
16 | 0.037004 | 0.2794 | 0.390485 |
17 | 0.104125 | 0.7861 | 0.217524 |