Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.871901 | 7.3983 | 0 |
2 | 0.746276 | 6.3324 | 0 |
3 | 0.622281 | 5.2802 | 1e-06 |
4 | 0.570957 | 4.8447 | 4e-06 |
5 | 0.521064 | 4.4214 | 1.7e-05 |
6 | 0.47227 | 4.0073 | 7.4e-05 |
7 | 0.42889 | 3.6393 | 0.000256 |
8 | 0.391035 | 3.318 | 0.000712 |
9 | 0.359225 | 3.0481 | 0.00161 |
10 | 0.322152 | 2.7336 | 0.00394 |
11 | 0.289951 | 2.4603 | 0.008141 |
12 | 0.258483 | 2.1933 | 0.015758 |
13 | 0.236114 | 2.0035 | 0.024444 |
14 | 0.212494 | 1.8031 | 0.03778 |
15 | 0.190046 | 1.6126 | 0.055604 |
16 | 0.161866 | 1.3735 | 0.086933 |
17 | 0.140339 | 1.1908 | 0.118819 |
18 | 0.116931 | 0.9922 | 0.162214 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.871901 | 7.3983 | 0 |
2 | -0.058112 | -0.4931 | 0.311723 |
3 | -0.065034 | -0.5518 | 0.291387 |
4 | 0.229051 | 1.9436 | 0.027929 |
5 | -0.031299 | -0.2656 | 0.39566 |
6 | -0.035235 | -0.299 | 0.382909 |
7 | 0.069553 | 0.5902 | 0.278459 |
8 | -0.005676 | -0.0482 | 0.480861 |
9 | -0.003176 | -0.027 | 0.489286 |
10 | -0.014224 | -0.1207 | 0.452134 |
11 | 0.005957 | 0.0505 | 0.479914 |
12 | -0.008659 | -0.0735 | 0.470818 |
13 | 0.012533 | 0.1063 | 0.457802 |
14 | -0.010481 | -0.0889 | 0.464692 |
15 | -0.0092 | -0.0781 | 0.468997 |
16 | -0.026727 | -0.2268 | 0.410617 |
17 | 0.009609 | 0.0815 | 0.467622 |
18 | -0.023779 | -0.2018 | 0.420333 |