Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.95151 | 7.3704 | 0 |
2 | 0.90284 | 6.9934 | 0 |
3 | 0.856359 | 6.6333 | 0 |
4 | 0.804288 | 6.23 | 0 |
5 | 0.758939 | 5.8787 | 0 |
6 | 0.718494 | 5.5654 | 0 |
7 | 0.682174 | 5.2841 | 1e-06 |
8 | 0.639221 | 4.9514 | 3e-06 |
9 | 0.605475 | 4.69 | 8e-06 |
10 | 0.568419 | 4.403 | 2.2e-05 |
11 | 0.522362 | 4.0462 | 7.6e-05 |
12 | 0.476355 | 3.6898 | 0.000243 |
13 | 0.428048 | 3.3156 | 0.000778 |
14 | 0.365905 | 2.8343 | 0.003124 |
15 | 0.308747 | 2.3915 | 0.009965 |
16 | 0.251001 | 1.9442 | 0.028279 |
17 | 0.198149 | 1.5349 | 0.065038 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.95151 | 7.3704 | 0 |
2 | -0.026742 | -0.2071 | 0.418301 |
3 | -0.002433 | -0.0188 | 0.492514 |
4 | -0.084253 | -0.6526 | 0.258246 |
5 | 0.043463 | 0.3367 | 0.368772 |
6 | 0.023092 | 0.1789 | 0.42932 |
7 | 0.026309 | 0.2038 | 0.419604 |
8 | -0.099385 | -0.7698 | 0.222209 |
9 | 0.074724 | 0.5788 | 0.282442 |
10 | -0.061891 | -0.4794 | 0.316695 |
11 | -0.098028 | -0.7593 | 0.225317 |
12 | -0.047624 | -0.3689 | 0.356753 |
13 | -0.045094 | -0.3493 | 0.364044 |
14 | -0.179664 | -1.3917 | 0.084579 |
15 | 0.012567 | 0.0973 | 0.46139 |
16 | -0.08424 | -0.6525 | 0.25828 |
17 | 0.031666 | 0.2453 | 0.403537 |