Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.944403 | 6.2645 | 0 |
2 | 0.866934 | 5.7506 | 0 |
3 | 0.772799 | 5.1262 | 3e-06 |
4 | 0.681201 | 4.5186 | 2.3e-05 |
5 | 0.605725 | 4.0179 | 0.000113 |
6 | 0.50937 | 3.3788 | 0.000767 |
7 | 0.400433 | 2.6562 | 0.005484 |
8 | 0.289239 | 1.9186 | 0.030769 |
9 | 0.168804 | 1.1197 | 0.134454 |
10 | 0.054373 | 0.3607 | 0.360035 |
11 | -0.057517 | -0.3815 | 0.352326 |
12 | -0.156163 | -1.0359 | 0.152962 |
13 | -0.217994 | -1.446 | 0.07763 |
14 | -0.268432 | -1.7806 | 0.040943 |
15 | -0.30321 | -2.0113 | 0.025224 |
16 | -0.350733 | -2.3265 | 0.01233 |
17 | -0.404515 | -2.6832 | 0.005117 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.944403 | 6.2645 | 0 |
2 | -0.230922 | -1.5318 | 0.06637 |
3 | -0.165309 | -1.0965 | 0.139405 |
4 | 0.020559 | 0.1364 | 0.446074 |
5 | 0.10848 | 0.7196 | 0.237797 |
6 | -0.327629 | -2.1732 | 0.017594 |
7 | -0.167305 | -1.1098 | 0.136562 |
8 | 0.037144 | 0.2464 | 0.403264 |
9 | -0.161136 | -1.0689 | 0.145482 |
10 | -0.148042 | -0.982 | 0.165735 |
11 | -0.046842 | -0.3107 | 0.378742 |
12 | 0.079374 | 0.5265 | 0.30059 |
13 | 0.212145 | 1.4072 | 0.083195 |
14 | -0.096807 | -0.6421 | 0.262055 |
15 | -0.0069 | -0.0458 | 0.481851 |
16 | -0.186688 | -1.2383 | 0.111077 |
17 | -0.073869 | -0.49 | 0.313287 |