Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.938205 | 7.0209 | 0 |
2 | 0.878641 | 6.5751 | 0 |
3 | 0.820805 | 6.1423 | 0 |
4 | 0.759557 | 5.684 | 0 |
5 | 0.710175 | 5.3145 | 1e-06 |
6 | 0.654281 | 4.8962 | 4e-06 |
7 | 0.601738 | 4.503 | 1.7e-05 |
8 | 0.552951 | 4.1379 | 5.9e-05 |
9 | 0.503362 | 3.7668 | 2e-04 |
10 | 0.455297 | 3.4071 | 0.000611 |
11 | 0.404096 | 3.024 | 0.00188 |
12 | 0.353657 | 2.6465 | 0.00527 |
13 | 0.301359 | 2.2552 | 0.014025 |
14 | 0.249175 | 1.8647 | 0.033737 |
15 | 0.199025 | 1.4894 | 0.071001 |
16 | 0.135068 | 1.0108 | 0.158241 |
17 | 0.075037 | 0.5615 | 0.288339 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.938205 | 7.0209 | 0 |
2 | -0.01325 | -0.0992 | 0.460684 |
3 | -0.016964 | -0.1269 | 0.449718 |
4 | -0.059777 | -0.4473 | 0.328181 |
5 | 0.06389 | 0.4781 | 0.317218 |
6 | -0.081838 | -0.6124 | 0.271368 |
7 | -0.003172 | -0.0237 | 0.490572 |
8 | -0.007533 | -0.0564 | 0.477623 |
9 | -0.025143 | -0.1882 | 0.425718 |
10 | -0.030896 | -0.2312 | 0.409 |
11 | -0.053446 | -0.4 | 0.345357 |
12 | -0.02784 | -0.2083 | 0.417862 |
13 | -0.056223 | -0.4207 | 0.33778 |
14 | -0.035061 | -0.2624 | 0.396998 |
15 | -0.029414 | -0.2201 | 0.413291 |
16 | -0.154907 | -1.1592 | 0.125643 |
17 | -0.027772 | -0.2078 | 0.418058 |