Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.917339 | 7.1057 | 0 |
2 | 0.842738 | 6.5278 | 0 |
3 | 0.790225 | 6.1211 | 0 |
4 | 0.76739 | 5.9442 | 0 |
5 | 0.678015 | 5.2519 | 1e-06 |
6 | 0.593392 | 4.5964 | 1.1e-05 |
7 | 0.539659 | 4.1802 | 4.8e-05 |
8 | 0.522544 | 4.0476 | 7.5e-05 |
9 | 0.44126 | 3.418 | 0.000569 |
10 | 0.386486 | 2.9937 | 0.001999 |
11 | 0.350401 | 2.7142 | 0.004331 |
12 | 0.344758 | 2.6705 | 0.004866 |
13 | 0.24272 | 1.8801 | 0.032476 |
14 | 0.153343 | 1.1878 | 0.119798 |
15 | 0.093653 | 0.7254 | 0.235504 |
16 | 0.06657 | 0.5156 | 0.303997 |
17 | -0.010505 | -0.0814 | 0.46771 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.917339 | 7.1057 | 0 |
2 | 0.007743 | 0.06 | 0.476188 |
3 | 0.101161 | 0.7836 | 0.218182 |
4 | 0.172082 | 1.3329 | 0.093795 |
5 | -0.411097 | -3.1843 | 0.001151 |
6 | 0.008781 | 0.068 | 0.473 |
7 | 0.120271 | 0.9316 | 0.177635 |
8 | 0.085081 | 0.659 | 0.256197 |
9 | -0.29258 | -2.2663 | 0.013526 |
10 | 0.252843 | 1.9585 | 0.027411 |
11 | -0.028689 | -0.2222 | 0.412446 |
12 | -0.038995 | -0.3021 | 0.381828 |
13 | -0.478496 | -3.7064 | 0.00023 |
14 | 0.120825 | 0.9359 | 0.176536 |
15 | 0.007408 | 0.0574 | 0.477216 |
16 | -0.097034 | -0.7516 | 0.227607 |
17 | 0.087476 | 0.6776 | 0.250318 |