Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.917354 | 6.9259 | 0 |
2 | 0.83844 | 6.3301 | 0 |
3 | 0.765717 | 5.781 | 0 |
4 | 0.67308 | 5.0816 | 2e-06 |
5 | 0.593508 | 4.4809 | 1.8e-05 |
6 | 0.534248 | 4.0335 | 8.3e-05 |
7 | 0.487297 | 3.679 | 0.00026 |
8 | 0.442154 | 3.3382 | 0.000745 |
9 | 0.399267 | 3.0144 | 0.00192 |
10 | 0.352857 | 2.664 | 0.005011 |
11 | 0.31641 | 2.3888 | 0.010117 |
12 | 0.288507 | 2.1782 | 0.016772 |
13 | 0.260076 | 1.9635 | 0.027235 |
14 | 0.236609 | 1.7864 | 0.03968 |
15 | 0.212772 | 1.6064 | 0.056857 |
16 | 0.178019 | 1.344 | 0.092135 |
17 | 0.131677 | 0.9941 | 0.162177 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.917354 | 6.9259 | 0 |
2 | -0.019555 | -0.1476 | 0.441575 |
3 | -0.003356 | -0.0253 | 0.489938 |
4 | -0.165392 | -1.2487 | 0.108443 |
5 | 0.025288 | 0.1909 | 0.424635 |
6 | 0.074897 | 0.5655 | 0.286989 |
7 | 0.064649 | 0.4881 | 0.31368 |
8 | -0.029794 | -0.2249 | 0.411414 |
9 | -0.039044 | -0.2948 | 0.384617 |
10 | -0.061648 | -0.4654 | 0.321697 |
11 | 0.05351 | 0.404 | 0.343866 |
12 | 0.048426 | 0.3656 | 0.358006 |
13 | -0.007108 | -0.0537 | 0.478696 |
14 | -0.013702 | -0.1034 | 0.458987 |
15 | -0.039056 | -0.2949 | 0.384584 |
16 | -0.076574 | -0.5781 | 0.28273 |
17 | -0.088244 | -0.6662 | 0.253976 |