Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.876329 | 6.4397 | 0 |
2 | 0.772541 | 5.677 | 0 |
3 | 0.670864 | 4.9298 | 4e-06 |
4 | 0.541464 | 3.9789 | 0.000104 |
5 | 0.444865 | 3.2691 | 0.00094 |
6 | 0.309354 | 2.2733 | 0.013505 |
7 | 0.203274 | 1.4938 | 0.07053 |
8 | 0.080614 | 0.5924 | 0.27803 |
9 | -0.055189 | -0.4056 | 0.343337 |
10 | -0.083378 | -0.6127 | 0.271324 |
11 | -0.124485 | -0.9148 | 0.182189 |
12 | -0.166086 | -1.2205 | 0.113793 |
13 | -0.191377 | -1.4063 | 0.082678 |
14 | -0.222734 | -1.6368 | 0.053749 |
15 | -0.25117 | -1.8457 | 0.035209 |
16 | -0.303308 | -2.2289 | 0.015003 |
17 | -0.30638 | -2.2514 | 0.014225 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.876329 | 6.4397 | 0 |
2 | 0.019773 | 0.1453 | 0.442508 |
3 | -0.043443 | -0.3192 | 0.375389 |
4 | -0.178904 | -1.3147 | 0.097088 |
5 | 0.043891 | 0.3225 | 0.374149 |
6 | -0.22558 | -1.6577 | 0.051591 |
7 | 0.030062 | 0.2209 | 0.412998 |
8 | -0.190575 | -1.4004 | 0.083552 |
9 | -0.123958 | -0.9109 | 0.183198 |
10 | 0.310284 | 2.2801 | 0.013287 |
11 | -0.018667 | -0.1372 | 0.445701 |
12 | -0.098344 | -0.7227 | 0.236497 |
13 | -0.057665 | -0.4238 | 0.336715 |
14 | -0.005925 | -0.0435 | 0.482717 |
15 | -0.187811 | -1.3801 | 0.086619 |
16 | -0.133981 | -0.9846 | 0.164616 |
17 | 0.094314 | 0.6931 | 0.24562 |