Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.891009 | 6.9017 | 0 |
2 | 0.815533 | 6.3171 | 0 |
3 | 0.760451 | 5.8904 | 0 |
4 | 0.692561 | 5.3646 | 1e-06 |
5 | 0.622528 | 4.8221 | 5e-06 |
6 | 0.546383 | 4.2323 | 4e-05 |
7 | 0.498261 | 3.8595 | 0.00014 |
8 | 0.417267 | 3.2321 | 0.000999 |
9 | 0.343559 | 2.6612 | 0.004988 |
10 | 0.294208 | 2.2789 | 0.013122 |
11 | 0.259499 | 2.0101 | 0.024463 |
12 | 0.198284 | 1.5359 | 0.06491 |
13 | 0.129739 | 1.005 | 0.159478 |
14 | 0.053604 | 0.4152 | 0.339734 |
15 | -0.016424 | -0.1272 | 0.449595 |
16 | -0.106871 | -0.8278 | 0.205528 |
17 | -0.179361 | -1.3893 | 0.084935 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.891009 | 6.9017 | 0 |
2 | 0.104982 | 0.8132 | 0.209663 |
3 | 0.08119 | 0.6289 | 0.265903 |
4 | -0.061969 | -0.48 | 0.316483 |
5 | -0.053106 | -0.4114 | 0.341138 |
6 | -0.086477 | -0.6698 | 0.252763 |
7 | 0.078776 | 0.6102 | 0.272017 |
8 | -0.165966 | -1.2856 | 0.101767 |
9 | -0.030654 | -0.2374 | 0.406561 |
10 | 0.03818 | 0.2957 | 0.384223 |
11 | 0.082125 | 0.6361 | 0.263554 |
12 | -0.131105 | -1.0155 | 0.156965 |
13 | -0.088165 | -0.6829 | 0.248641 |
14 | -0.179869 | -1.3933 | 0.084341 |
15 | -0.038853 | -0.301 | 0.382245 |
16 | -0.18083 | -1.4007 | 0.083227 |
17 | -0.006218 | -0.0482 | 0.480872 |