Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.929126 | 7.197 | 0 |
2 | 0.867149 | 6.7169 | 0 |
3 | 0.808522 | 6.2628 | 0 |
4 | 0.760408 | 5.8901 | 0 |
5 | 0.719133 | 5.5704 | 0 |
6 | 0.669683 | 5.1873 | 1e-06 |
7 | 0.618676 | 4.7922 | 6e-06 |
8 | 0.56899 | 4.4074 | 2.2e-05 |
9 | 0.514017 | 3.9816 | 9.4e-05 |
10 | 0.474889 | 3.6785 | 0.000252 |
11 | 0.433869 | 3.3607 | 0.000678 |
12 | 0.39264 | 3.0414 | 0.001745 |
13 | 0.34356 | 2.6612 | 0.004988 |
14 | 0.290473 | 2.25 | 0.014065 |
15 | 0.246798 | 1.9117 | 0.030348 |
16 | 0.202118 | 1.5656 | 0.061351 |
17 | 0.169891 | 1.316 | 0.096595 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.929126 | 7.197 | 0 |
2 | 0.028336 | 0.2195 | 0.413506 |
3 | -0.004872 | -0.0377 | 0.48501 |
4 | 0.047621 | 0.3689 | 0.356762 |
5 | 0.032395 | 0.2509 | 0.401363 |
6 | -0.074117 | -0.5741 | 0.28402 |
7 | -0.039195 | -0.3036 | 0.38124 |
8 | -0.01743 | -0.135 | 0.446527 |
9 | -0.075019 | -0.5811 | 0.281678 |
10 | 0.070124 | 0.5432 | 0.294511 |
11 | -0.027558 | -0.2135 | 0.415844 |
12 | -0.030693 | -0.2377 | 0.406445 |
13 | -0.078033 | -0.6044 | 0.273914 |
14 | -0.058657 | -0.4544 | 0.325607 |
15 | 0.014192 | 0.1099 | 0.456414 |
16 | -0.047335 | -0.3667 | 0.357584 |
17 | 0.053611 | 0.4153 | 0.339714 |