Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.722065 | 5.0545 | 3e-06 |
2 | 0.691252 | 4.8388 | 7e-06 |
3 | 0.631354 | 4.4195 | 2.7e-05 |
4 | 0.379281 | 2.655 | 0.005334 |
5 | 0.333181 | 2.3323 | 0.01192 |
6 | 0.194107 | 1.3588 | 0.090224 |
7 | -0.025428 | -0.178 | 0.429731 |
8 | -0.010975 | -0.0768 | 0.469539 |
9 | -0.158307 | -1.1081 | 0.136604 |
10 | -0.193681 | -1.3558 | 0.090694 |
11 | -0.13885 | -0.9719 | 0.167925 |
12 | -0.201244 | -1.4087 | 0.082618 |
13 | -0.164307 | -1.1501 | 0.127833 |
14 | -0.121343 | -0.8494 | 0.199895 |
15 | -0.132772 | -0.9294 | 0.178618 |
16 | -0.107369 | -0.7516 | 0.227948 |
17 | -0.081492 | -0.5704 | 0.285491 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.722065 | 5.0545 | 3e-06 |
2 | 0.354923 | 2.4845 | 0.00822 |
3 | 0.126935 | 0.8885 | 0.189295 |
4 | -0.44335 | -3.1035 | 0.001587 |
5 | -0.041879 | -0.2932 | 0.385322 |
6 | -0.035891 | -0.2512 | 0.40134 |
7 | -0.257976 | -1.8058 | 0.038545 |
8 | 0.121324 | 0.8493 | 0.199931 |
9 | -0.01955 | -0.1368 | 0.445856 |
10 | 0.107942 | 0.7556 | 0.226755 |
11 | 0.07514 | 0.526 | 0.300637 |
12 | 0.013493 | 0.0945 | 0.462567 |
13 | -0.091404 | -0.6398 | 0.262632 |
14 | -0.079057 | -0.5534 | 0.291253 |
15 | 0.044222 | 0.3096 | 0.379107 |
16 | -0.175272 | -1.2269 | 0.112861 |
17 | 0.029361 | 0.2055 | 0.419006 |