Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.923875 | 5.0603 | 1e-05 |
2 | 0.82734 | 4.5315 | 4.4e-05 |
3 | 0.724517 | 3.9683 | 0.000208 |
4 | 0.622361 | 3.4088 | 0.00094 |
5 | 0.524268 | 2.8715 | 0.003713 |
6 | 0.4271 | 2.3393 | 0.013084 |
7 | 0.333985 | 1.8293 | 0.038654 |
8 | 0.238829 | 1.3081 | 0.100384 |
9 | 0.14823 | 0.8119 | 0.211625 |
10 | 0.059736 | 0.3272 | 0.372899 |
11 | -0.018818 | -0.1031 | 0.459298 |
12 | -0.090175 | -0.4939 | 0.312483 |
13 | -0.158724 | -0.8694 | 0.195774 |
14 | -0.223411 | -1.2237 | 0.1153 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.923875 | 5.0603 | 1e-05 |
2 | -0.178928 | -0.98 | 0.167454 |
3 | -0.079706 | -0.4366 | 0.332776 |
4 | -0.046783 | -0.2562 | 0.399758 |
5 | -0.035427 | -0.194 | 0.423726 |
6 | -0.065085 | -0.3565 | 0.361986 |
7 | -0.041629 | -0.228 | 0.410592 |
8 | -0.090874 | -0.4977 | 0.31115 |
9 | -0.041106 | -0.2251 | 0.411696 |
10 | -0.070514 | -0.3862 | 0.35103 |
11 | -0.015497 | -0.0849 | 0.46646 |
12 | -0.047041 | -0.2577 | 0.399216 |
13 | -0.073493 | -0.4025 | 0.345071 |
14 | -0.064465 | -0.3531 | 0.363245 |