Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.851429 | 7.0725 | 0 |
2 | 0.731417 | 6.0756 | 0 |
3 | 0.609884 | 5.0661 | 2e-06 |
4 | 0.428904 | 3.5627 | 0.000335 |
5 | 0.254631 | 2.1151 | 0.019016 |
6 | 0.130557 | 1.0845 | 0.140961 |
7 | -0.004399 | -0.0365 | 0.485478 |
8 | -0.08213 | -0.6822 | 0.24869 |
9 | -0.12352 | -1.026 | 0.15423 |
10 | -0.151111 | -1.2552 | 0.106816 |
11 | -0.135243 | -1.1234 | 0.132578 |
12 | -0.085965 | -0.7141 | 0.238793 |
13 | -0.101698 | -0.8448 | 0.20058 |
14 | -0.095259 | -0.7913 | 0.215746 |
15 | -0.096127 | -0.7985 | 0.213662 |
16 | -0.134429 | -1.1166 | 0.134009 |
17 | -0.17441 | -1.4488 | 0.075967 |
18 | -0.225572 | -1.8737 | 0.032601 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.851429 | 7.0725 | 0 |
2 | 0.023577 | 0.1958 | 0.422654 |
3 | -0.06641 | -0.5516 | 0.291488 |
4 | -0.292888 | -2.4329 | 0.008787 |
5 | -0.147382 | -1.2242 | 0.112512 |
6 | 0.057535 | 0.4779 | 0.31711 |
7 | -0.073031 | -0.6066 | 0.27304 |
8 | 0.095662 | 0.7946 | 0.214777 |
9 | 0.02125 | 0.1765 | 0.430202 |
10 | -0.004633 | -0.0385 | 0.484708 |
11 | 0.060727 | 0.5044 | 0.30778 |
12 | 0.066102 | 0.5491 | 0.292361 |
13 | -0.234913 | -1.9513 | 0.027539 |
14 | -0.059428 | -0.4936 | 0.311561 |
15 | -0.071379 | -0.5929 | 0.277587 |
16 | -0.057923 | -0.4811 | 0.315969 |
17 | -0.035457 | -0.2945 | 0.384619 |
18 | -0.120923 | -1.0045 | 0.159332 |