Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.851873 | 6.6533 | 0 |
2 | 0.631712 | 4.9338 | 3e-06 |
3 | 0.498858 | 3.8962 | 0.000123 |
4 | 0.462024 | 3.6085 | 0.000311 |
5 | 0.487997 | 3.8114 | 0.000162 |
6 | 0.483454 | 3.7759 | 0.000182 |
7 | 0.399486 | 3.1201 | 0.00138 |
8 | 0.278093 | 2.172 | 0.016877 |
9 | 0.171724 | 1.3412 | 0.092412 |
10 | 0.144404 | 1.1278 | 0.131903 |
11 | 0.202386 | 1.5807 | 0.059561 |
12 | 0.218955 | 1.7101 | 0.046166 |
13 | 0.0548 | 0.428 | 0.335079 |
14 | -0.139961 | -1.0931 | 0.139317 |
15 | -0.255812 | -1.998 | 0.025093 |
16 | -0.295174 | -2.3054 | 0.012281 |
17 | -0.279659 | -2.1842 | 0.016401 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.851873 | 6.6533 | 0 |
2 | -0.342587 | -2.6757 | 0.004781 |
3 | 0.281684 | 2.2 | 0.015802 |
4 | 0.104558 | 0.8166 | 0.208661 |
5 | 0.183441 | 1.4327 | 0.078521 |
6 | -0.105369 | -0.823 | 0.206868 |
7 | -0.110327 | -0.8617 | 0.196119 |
8 | -0.069015 | -0.539 | 0.295916 |
9 | -0.073003 | -0.5702 | 0.285328 |
10 | 0.129358 | 1.0103 | 0.158166 |
11 | 0.13958 | 1.0902 | 0.139966 |
12 | -0.190305 | -1.4863 | 0.071171 |
13 | -0.54826 | -4.2821 | 3.3e-05 |
14 | 0.184358 | 1.4399 | 0.077507 |
15 | -0.08753 | -0.6836 | 0.248398 |
16 | -0.133697 | -1.0442 | 0.150255 |
17 | -0.087721 | -0.6851 | 0.247932 |