Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.87856 | 6.8053 | 0 |
2 | 0.760027 | 5.8871 | 0 |
3 | 0.644611 | 4.9931 | 3e-06 |
4 | 0.569237 | 4.4093 | 2.2e-05 |
5 | 0.535012 | 4.1442 | 5.4e-05 |
6 | 0.530594 | 4.11 | 6.1e-05 |
7 | 0.560344 | 4.3404 | 2.8e-05 |
8 | 0.546305 | 4.2317 | 4e-05 |
9 | 0.519124 | 4.0211 | 8.2e-05 |
10 | 0.446641 | 3.4597 | 0.000501 |
11 | 0.376722 | 2.9181 | 0.002475 |
12 | 0.322851 | 2.5008 | 0.00757 |
13 | 0.282603 | 2.189 | 0.016248 |
14 | 0.243464 | 1.8859 | 0.032079 |
15 | 0.201762 | 1.5628 | 0.061675 |
16 | 0.157707 | 1.2216 | 0.11332 |
17 | 0.122434 | 0.9484 | 0.173374 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.87856 | 6.8053 | 0 |
2 | -0.051902 | -0.402 | 0.344545 |
3 | -0.053515 | -0.4145 | 0.339984 |
4 | 0.106577 | 0.8255 | 0.206167 |
5 | 0.135369 | 1.0486 | 0.149292 |
6 | 0.113184 | 0.8767 | 0.192068 |
7 | 0.181343 | 1.4047 | 0.082636 |
8 | -0.118206 | -0.9156 | 0.181766 |
9 | -0.001853 | -0.0144 | 0.494298 |
10 | -0.137327 | -1.0637 | 0.145857 |
11 | -0.015528 | -0.1203 | 0.452333 |
12 | 0.015834 | 0.1226 | 0.451397 |
13 | -0.032544 | -0.2521 | 0.400918 |
14 | -0.126101 | -0.9768 | 0.166301 |
15 | -0.061471 | -0.4762 | 0.317847 |
16 | -0.082923 | -0.6423 | 0.261556 |
17 | 0.054524 | 0.4223 | 0.337143 |