Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.958916 | 7.4894 | 0 |
2 | 0.901977 | 7.0447 | 0 |
3 | 0.837422 | 6.5405 | 0 |
4 | 0.76419 | 5.9685 | 0 |
5 | 0.680721 | 5.3166 | 1e-06 |
6 | 0.585479 | 4.5727 | 1.2e-05 |
7 | 0.489702 | 3.8247 | 0.000155 |
8 | 0.397003 | 3.1007 | 0.001461 |
9 | 0.298722 | 2.3331 | 0.011478 |
10 | 0.199536 | 1.5584 | 0.062152 |
11 | 0.112319 | 0.8772 | 0.1919 |
12 | 0.025389 | 0.1983 | 0.421736 |
13 | -0.048756 | -0.3808 | 0.352338 |
14 | -0.120594 | -0.9419 | 0.174988 |
15 | -0.192875 | -1.5064 | 0.068562 |
16 | -0.253964 | -1.9835 | 0.025907 |
17 | -0.309141 | -2.4145 | 0.009386 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.958916 | 7.4894 | 0 |
2 | -0.217988 | -1.7025 | 0.046873 |
3 | -0.091425 | -0.7141 | 0.23896 |
4 | -0.121162 | -0.9463 | 0.173862 |
5 | -0.140467 | -1.0971 | 0.138459 |
6 | -0.163897 | -1.2801 | 0.102683 |
7 | -0.015351 | -0.1199 | 0.45248 |
8 | -0.005438 | -0.0425 | 0.483132 |
9 | -0.136438 | -1.0656 | 0.145399 |
10 | -0.057766 | -0.4512 | 0.326736 |
11 | 0.091158 | 0.712 | 0.239599 |
12 | -0.13205 | -1.0313 | 0.153225 |
13 | 0.089274 | 0.6973 | 0.244147 |
14 | -0.09243 | -0.7219 | 0.236556 |
15 | -0.130504 | -1.0193 | 0.15605 |
16 | 0.020568 | 0.1606 | 0.436453 |
17 | -0.046841 | -0.3658 | 0.357874 |