Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.799764 | 5.5983 | 0 |
2 | 0.75768 | 5.3038 | 1e-06 |
3 | 0.695969 | 4.8718 | 6e-06 |
4 | 0.52213 | 3.6549 | 0.000313 |
5 | 0.455864 | 3.1911 | 0.001237 |
6 | 0.323326 | 2.2633 | 0.014042 |
7 | 0.150928 | 1.0565 | 0.147961 |
8 | 0.121436 | 0.8501 | 0.199715 |
9 | 0.001918 | 0.0134 | 0.494671 |
10 | -0.080583 | -0.5641 | 0.287636 |
11 | -0.095247 | -0.6667 | 0.254036 |
12 | -0.154932 | -1.0845 | 0.14172 |
13 | -0.157819 | -1.1047 | 0.137335 |
14 | -0.129987 | -0.9099 | 0.183662 |
15 | -0.125037 | -0.8753 | 0.192851 |
16 | -0.120761 | -0.8453 | 0.201019 |
17 | -0.100888 | -0.7062 | 0.241698 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.799764 | 5.5983 | 0 |
2 | 0.327595 | 2.2932 | 0.013084 |
3 | 0.082428 | 0.577 | 0.283293 |
4 | -0.356457 | -2.4952 | 0.008003 |
5 | -0.03191 | -0.2234 | 0.412088 |
6 | -0.117799 | -0.8246 | 0.2068 |
7 | -0.240383 | -1.6827 | 0.0494 |
8 | 0.158416 | 1.1089 | 0.136441 |
9 | 0.015382 | 0.1077 | 0.457346 |
10 | -0.035199 | -0.2464 | 0.403202 |
11 | 0.015224 | 0.1066 | 0.457784 |
12 | 0.057342 | 0.4014 | 0.344938 |
13 | 0.00207 | 0.0145 | 0.494248 |
14 | 0.033718 | 0.236 | 0.407197 |
15 | 0.099628 | 0.6974 | 0.244425 |
16 | -0.168138 | -1.177 | 0.122447 |
17 | -0.094935 | -0.6645 | 0.254728 |