Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.944304 | 7.3145 | 0 |
2 | 0.891301 | 6.904 | 0 |
3 | 0.829209 | 6.423 | 0 |
4 | 0.741943 | 5.7471 | 0 |
5 | 0.666093 | 5.1595 | 1e-06 |
6 | 0.580769 | 4.4986 | 1.6e-05 |
7 | 0.493164 | 3.82 | 0.000159 |
8 | 0.393615 | 3.0489 | 0.001707 |
9 | 0.311076 | 2.4096 | 0.009528 |
10 | 0.229731 | 1.7795 | 0.040112 |
11 | 0.158719 | 1.2294 | 0.111855 |
12 | 0.093222 | 0.7221 | 0.23652 |
13 | 0.017412 | 0.1349 | 0.446582 |
14 | -0.060618 | -0.4695 | 0.320192 |
15 | -0.138094 | -1.0697 | 0.144525 |
16 | -0.202784 | -1.5708 | 0.060749 |
17 | -0.260869 | -2.0207 | 0.023891 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.944304 | 7.3145 | 0 |
2 | -0.003767 | -0.0292 | 0.488409 |
3 | -0.111399 | -0.8629 | 0.195816 |
4 | -0.273458 | -2.1182 | 0.019155 |
5 | 0.048716 | 0.3774 | 0.35362 |
6 | -0.095671 | -0.7411 | 0.230773 |
7 | -0.04486 | -0.3475 | 0.364723 |
8 | -0.221311 | -1.7143 | 0.045821 |
9 | 0.139981 | 1.0843 | 0.141288 |
10 | -0.039646 | -0.3071 | 0.379916 |
11 | 0.093884 | 0.7272 | 0.234959 |
12 | -0.136835 | -1.0599 | 0.146715 |
13 | -0.11734 | -0.9089 | 0.183517 |
14 | -0.198544 | -1.5379 | 0.064664 |
15 | -0.011805 | -0.0914 | 0.463723 |
16 | 0.017552 | 0.136 | 0.446155 |
17 | 0.043914 | 0.3402 | 0.367464 |