Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.8889 | 6.9425 | 0 |
2 | 0.709946 | 5.5449 | 0 |
3 | 0.590474 | 4.6117 | 1e-05 |
4 | 0.556337 | 4.3451 | 2.7e-05 |
5 | 0.573054 | 4.4757 | 1.7e-05 |
6 | 0.576368 | 4.5016 | 1.5e-05 |
7 | 0.516025 | 4.0303 | 7.9e-05 |
8 | 0.435579 | 3.402 | 0.000593 |
9 | 0.394294 | 3.0795 | 0.001553 |
10 | 0.427192 | 3.3365 | 0.000724 |
11 | 0.510906 | 3.9903 | 9e-05 |
12 | 0.532144 | 4.1562 | 5.1e-05 |
13 | 0.396682 | 3.0982 | 0.001471 |
14 | 0.215166 | 1.6805 | 0.048987 |
15 | 0.092378 | 0.7215 | 0.23668 |
16 | 0.041718 | 0.3258 | 0.372835 |
17 | 0.03481 | 0.2719 | 0.393319 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.8889 | 6.9425 | 0 |
2 | -0.38215 | -2.9847 | 0.00204 |
3 | 0.323269 | 2.5248 | 0.007096 |
4 | 0.148666 | 1.1611 | 0.125058 |
5 | 0.129755 | 1.0134 | 0.157432 |
6 | -0.03709 | -0.2897 | 0.38652 |
7 | -0.153874 | -1.2018 | 0.117045 |
8 | 0.104625 | 0.8171 | 0.208512 |
9 | 0.078151 | 0.6104 | 0.271939 |
10 | 0.221622 | 1.7309 | 0.04426 |
11 | 0.155715 | 1.2162 | 0.114302 |
12 | -0.281126 | -2.1957 | 0.015965 |
13 | -0.537125 | -4.1951 | 4.5e-05 |
14 | 0.076203 | 0.5952 | 0.276966 |
15 | -0.059172 | -0.4621 | 0.322809 |
16 | -0.164737 | -1.2866 | 0.101542 |
17 | -0.079567 | -0.6214 | 0.268313 |