Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.944801 | 7.3184 | 0 |
2 | 0.889427 | 6.8895 | 0 |
3 | 0.827109 | 6.4068 | 0 |
4 | 0.739387 | 5.7273 | 0 |
5 | 0.662083 | 5.1285 | 2e-06 |
6 | 0.573183 | 4.4399 | 2e-05 |
7 | 0.482718 | 3.7391 | 0.000207 |
8 | 0.38627 | 2.992 | 0.002009 |
9 | 0.295925 | 2.2922 | 0.012708 |
10 | 0.213388 | 1.6529 | 0.051788 |
11 | 0.142264 | 1.102 | 0.137438 |
12 | 0.075807 | 0.5872 | 0.279637 |
13 | 0.006147 | 0.0476 | 0.481092 |
14 | -0.072132 | -0.5587 | 0.289212 |
15 | -0.149141 | -1.1552 | 0.126286 |
16 | -0.213024 | -1.6501 | 0.052076 |
17 | -0.274886 | -2.1293 | 0.018673 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.944801 | 7.3184 | 0 |
2 | -0.030017 | -0.2325 | 0.408467 |
3 | -0.094049 | -0.7285 | 0.234571 |
4 | -0.273149 | -2.1158 | 0.01926 |
5 | 0.049134 | 0.3806 | 0.352425 |
6 | -0.135241 | -1.0476 | 0.149518 |
7 | -0.029978 | -0.2322 | 0.408584 |
8 | -0.164176 | -1.2717 | 0.104194 |
9 | 0.047829 | 0.3705 | 0.356163 |
10 | -0.010325 | -0.08 | 0.468261 |
11 | 0.097497 | 0.7552 | 0.226538 |
12 | -0.083343 | -0.6456 | 0.260508 |
13 | -0.09677 | -0.7496 | 0.22822 |
14 | -0.238728 | -1.8492 | 0.03468 |
15 | -0.052337 | -0.4054 | 0.343313 |
16 | 0.032585 | 0.2524 | 0.400797 |
17 | -0.006828 | -0.0529 | 0.478998 |