Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.846734 | 6.5588 | 0 |
2 | 0.622569 | 4.8224 | 5e-06 |
3 | 0.48752 | 3.7763 | 0.000184 |
4 | 0.454735 | 3.5224 | 0.000412 |
5 | 0.48381 | 3.7476 | 0.000202 |
6 | 0.479801 | 3.7165 | 0.000223 |
7 | 0.393532 | 3.0483 | 0.00171 |
8 | 0.242284 | 1.8767 | 0.03271 |
9 | 0.128905 | 0.9985 | 0.161026 |
10 | 0.103322 | 0.8003 | 0.213339 |
11 | 0.180246 | 1.3962 | 0.083903 |
12 | 0.209127 | 1.6199 | 0.055251 |
13 | 0.045434 | 0.3519 | 0.363062 |
14 | -0.156331 | -1.2109 | 0.115335 |
15 | -0.268809 | -2.0822 | 0.020799 |
16 | -0.299792 | -2.3222 | 0.011817 |
17 | -0.280766 | -2.1748 | 0.016799 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.846734 | 6.5588 | 0 |
2 | -0.33348 | -2.5831 | 0.006123 |
3 | 0.266114 | 2.0613 | 0.021807 |
4 | 0.129888 | 1.0061 | 0.159203 |
5 | 0.163072 | 1.2632 | 0.10571 |
6 | -0.084393 | -0.6537 | 0.257899 |
7 | -0.122544 | -0.9492 | 0.173159 |
8 | -0.188036 | -1.4565 | 0.075231 |
9 | 0.057226 | 0.4433 | 0.329582 |
10 | 0.022039 | 0.1707 | 0.432511 |
11 | 0.268996 | 2.0836 | 0.020731 |
12 | -0.279328 | -2.1637 | 0.017241 |
13 | -0.491877 | -3.8101 | 0.000165 |
14 | 0.098466 | 0.7627 | 0.22431 |
15 | 0.061926 | 0.4797 | 0.316601 |
16 | -0.194966 | -1.5102 | 0.06812 |
17 | -0.085107 | -0.6592 | 0.256133 |