Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.900885 | 7.3188 | 0 |
2 | 0.80177 | 6.5136 | 0 |
3 | 0.702655 | 5.7084 | 0 |
4 | 0.633076 | 5.1431 | 1e-06 |
5 | 0.563497 | 4.5779 | 1.1e-05 |
6 | 0.493918 | 4.0126 | 7.8e-05 |
7 | 0.409319 | 3.3253 | 0.000723 |
8 | 0.32472 | 2.638 | 0.005195 |
9 | 0.240121 | 1.9507 | 0.027667 |
10 | 0.15739 | 1.2786 | 0.102751 |
11 | 0.074659 | 0.6065 | 0.273121 |
12 | -0.008072 | -0.0656 | 0.473957 |
13 | -0.005892 | -0.0479 | 0.480984 |
14 | -0.003712 | -0.0302 | 0.488017 |
15 | -0.001532 | -0.0124 | 0.495054 |
16 | -0.022348 | -0.1816 | 0.428245 |
17 | -0.043163 | -0.3507 | 0.363481 |
18 | -0.063979 | -0.5198 | 0.302483 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.900885 | 7.3188 | 0 |
2 | -0.052141 | -0.4236 | 0.336618 |
3 | -0.05501 | -0.4469 | 0.328205 |
4 | 0.099459 | 0.808 | 0.210994 |
5 | -0.045057 | -0.366 | 0.357751 |
6 | -0.047183 | -0.3833 | 0.351358 |
7 | -0.107019 | -0.8694 | 0.193883 |
8 | -0.058492 | -0.4752 | 0.318109 |
9 | -0.062126 | -0.5047 | 0.30772 |
10 | -0.076533 | -0.6218 | 0.268121 |
11 | -0.072424 | -0.5884 | 0.279145 |
12 | -0.078079 | -0.6343 | 0.264034 |
13 | 0.396571 | 3.2218 | 0.00099 |
14 | -0.033736 | -0.2741 | 0.392442 |
15 | -0.034914 | -0.2836 | 0.388786 |
16 | -0.030834 | -0.2505 | 0.401489 |
17 | -0.037136 | -0.3017 | 0.381918 |
18 | -0.038568 | -0.3133 | 0.37751 |