Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.953267 | 7.384 | 0 |
2 | 0.907008 | 7.0257 | 0 |
3 | 0.85826 | 6.6481 | 0 |
4 | 0.808903 | 6.2657 | 0 |
5 | 0.759088 | 5.8799 | 0 |
6 | 0.707614 | 5.4812 | 0 |
7 | 0.653414 | 5.0613 | 2e-06 |
8 | 0.601228 | 4.6571 | 9e-06 |
9 | 0.549501 | 4.2564 | 3.7e-05 |
10 | 0.497521 | 3.8538 | 0.000143 |
11 | 0.446964 | 3.4622 | 0.000497 |
12 | 0.396153 | 3.0686 | 0.001613 |
13 | 0.342972 | 2.6567 | 0.005048 |
14 | 0.291245 | 2.256 | 0.013865 |
15 | 0.251197 | 1.9458 | 0.028186 |
16 | 0.21367 | 1.6551 | 0.051565 |
17 | 0.176276 | 1.3654 | 0.088608 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.953267 | 7.384 | 0 |
2 | -0.018732 | -0.1451 | 0.442561 |
3 | -0.05151 | -0.399 | 0.345658 |
4 | -0.033216 | -0.2573 | 0.398918 |
5 | -0.031724 | -0.2457 | 0.403362 |
6 | -0.046315 | -0.3588 | 0.360519 |
7 | -0.060229 | -0.4665 | 0.321262 |
8 | -0.010117 | -0.0784 | 0.468898 |
9 | -0.025558 | -0.198 | 0.421869 |
10 | -0.036754 | -0.2847 | 0.388428 |
11 | -0.019007 | -0.1472 | 0.441724 |
12 | -0.036535 | -0.283 | 0.389077 |
13 | -0.063431 | -0.4913 | 0.312492 |
14 | -0.025369 | -0.1965 | 0.422438 |
15 | 0.092009 | 0.7127 | 0.239397 |
16 | -0.002869 | -0.0222 | 0.491173 |
17 | -0.037856 | -0.2932 | 0.385179 |