Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.922888 | 7.1487 | 0 |
2 | 0.857935 | 6.6455 | 0 |
3 | 0.79104 | 6.1274 | 0 |
4 | 0.726338 | 5.6262 | 0 |
5 | 0.668287 | 5.1765 | 1e-06 |
6 | 0.612833 | 4.747 | 7e-06 |
7 | 0.555141 | 4.3001 | 3.2e-05 |
8 | 0.499281 | 3.8674 | 0.000137 |
9 | 0.455245 | 3.5263 | 0.000407 |
10 | 0.411555 | 3.1879 | 0.001139 |
11 | 0.383261 | 2.9687 | 0.002146 |
12 | 0.353111 | 2.7352 | 0.004093 |
13 | 0.323113 | 2.5028 | 0.007531 |
14 | 0.287337 | 2.2257 | 0.014902 |
15 | 0.266839 | 2.0669 | 0.021532 |
16 | 0.235901 | 1.8273 | 0.036316 |
17 | 0.20438 | 1.5831 | 0.059326 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.922888 | 7.1487 | 0 |
2 | 0.041901 | 0.3246 | 0.37332 |
3 | -0.042096 | -0.3261 | 0.372752 |
4 | -0.023972 | -0.1857 | 0.426658 |
5 | 0.009655 | 0.0748 | 0.470317 |
6 | -0.011017 | -0.0853 | 0.466139 |
7 | -0.047576 | -0.3685 | 0.35689 |
8 | -0.026088 | -0.2021 | 0.420271 |
9 | 0.047288 | 0.3663 | 0.357718 |
10 | -0.01639 | -0.127 | 0.449701 |
11 | 0.071163 | 0.5512 | 0.291763 |
12 | -0.019891 | -0.1541 | 0.439034 |
13 | -0.019621 | -0.152 | 0.439856 |
14 | -0.059213 | -0.4587 | 0.324067 |
15 | 0.076699 | 0.5941 | 0.277337 |
16 | -0.073632 | -0.5704 | 0.285284 |
17 | -0.039174 | -0.3034 | 0.381302 |