Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.941674 | 6.5917 | 0 |
2 | 0.818349 | 5.7284 | 0 |
3 | 0.642704 | 4.4989 | 2.1e-05 |
4 | 0.449514 | 3.1466 | 0.001404 |
5 | 0.248719 | 1.741 | 0.043977 |
6 | 0.062191 | 0.4353 | 0.332616 |
7 | -0.109465 | -0.7663 | 0.223601 |
8 | -0.267713 | -1.874 | 0.03345 |
9 | -0.411742 | -2.8822 | 0.002924 |
10 | -0.527338 | -3.6914 | 0.00028 |
11 | -0.603827 | -4.2268 | 5.1e-05 |
12 | -0.638831 | -4.4718 | 2.3e-05 |
13 | -0.611177 | -4.2782 | 4.4e-05 |
14 | -0.538141 | -3.767 | 0.000222 |
15 | -0.431516 | -3.0206 | 0.002 |
16 | -0.323094 | -2.2617 | 0.014095 |
17 | -0.210634 | -1.4744 | 0.07338 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.941674 | 6.5917 | 0 |
2 | -0.603979 | -4.2279 | 5.1e-05 |
3 | -0.34195 | -2.3937 | 0.010278 |
4 | 0.080251 | 0.5618 | 0.288422 |
5 | -0.12871 | -0.901 | 0.186006 |
6 | -0.008302 | -0.0581 | 0.476946 |
7 | -0.14304 | -1.0013 | 0.160806 |
8 | -0.267431 | -1.872 | 0.03359 |
9 | -0.13225 | -0.9257 | 0.179557 |
10 | 0.069179 | 0.4843 | 0.315182 |
11 | 0.065582 | 0.4591 | 0.324107 |
12 | -0.084606 | -0.5922 | 0.278206 |
13 | 0.306085 | 2.1426 | 0.01857 |
14 | -0.137047 | -0.9593 | 0.171052 |
15 | -0.164893 | -1.1543 | 0.126998 |
16 | -0.180655 | -1.2646 | 0.106002 |
17 | 0.09198 | 0.6439 | 0.261334 |