Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.927461 | 6.4256 | 0 |
2 | 0.857959 | 5.9441 | 0 |
3 | 0.793464 | 5.4973 | 1e-06 |
4 | 0.700219 | 4.8513 | 7e-06 |
5 | 0.57148 | 3.9593 | 0.000124 |
6 | 0.459215 | 3.1815 | 0.001284 |
7 | 0.342779 | 2.3748 | 0.0108 |
8 | 0.206666 | 1.4318 | 0.079337 |
9 | 0.067881 | 0.4703 | 0.320138 |
10 | -0.047656 | -0.3302 | 0.371355 |
11 | -0.151027 | -1.0463 | 0.150321 |
12 | -0.254799 | -1.7653 | 0.041937 |
13 | -0.310607 | -2.152 | 0.01823 |
14 | -0.334819 | -2.3197 | 0.012329 |
15 | -0.368891 | -2.5558 | 0.006909 |
16 | -0.372518 | -2.5809 | 0.006484 |
17 | -0.365744 | -2.5339 | 0.007298 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.927461 | 6.4256 | 0 |
2 | -0.015912 | -0.1102 | 0.45634 |
3 | -0.001163 | -0.0081 | 0.496802 |
4 | -0.240321 | -1.665 | 0.051214 |
5 | -0.333096 | -2.3078 | 0.012684 |
6 | -0.008111 | -0.0562 | 0.477709 |
7 | -0.089675 | -0.6213 | 0.268676 |
8 | -0.149786 | -1.0377 | 0.152294 |
9 | -0.136359 | -0.9447 | 0.174765 |
10 | -0.007033 | -0.0487 | 0.480669 |
11 | 0.053929 | 0.3736 | 0.355162 |
12 | -0.035539 | -0.2462 | 0.40328 |
13 | 0.250085 | 1.7326 | 0.044791 |
14 | 0.1607 | 1.1134 | 0.135548 |
15 | -0.102908 | -0.713 | 0.23966 |
16 | 0.101854 | 0.7057 | 0.241903 |
17 | -0.222566 | -1.542 | 0.064822 |