Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.946159 | 7.3897 | 0 |
2 | 0.849494 | 6.6348 | 0 |
3 | 0.731453 | 5.7128 | 0 |
4 | 0.613645 | 4.7927 | 5e-06 |
5 | 0.512008 | 3.9989 | 8.7e-05 |
6 | 0.430962 | 3.3659 | 0.000662 |
7 | 0.373513 | 2.9172 | 0.002469 |
8 | 0.32498 | 2.5382 | 0.006856 |
9 | 0.278815 | 2.1776 | 0.016656 |
10 | 0.241524 | 1.8864 | 0.032004 |
11 | 0.202323 | 1.5802 | 0.059617 |
12 | 0.159776 | 1.2479 | 0.108421 |
13 | 0.12327 | 0.9628 | 0.169731 |
14 | 0.095176 | 0.7433 | 0.230063 |
15 | 0.075669 | 0.591 | 0.278353 |
16 | 0.052163 | 0.4074 | 0.342569 |
17 | 0.029335 | 0.2291 | 0.409774 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.946159 | 7.3897 | 0 |
2 | -0.436366 | -3.4081 | 0.000582 |
3 | -0.119815 | -0.9358 | 0.176537 |
4 | 0.042452 | 0.3316 | 0.370679 |
5 | 0.087845 | 0.6861 | 0.247628 |
6 | 0.031166 | 0.2434 | 0.404249 |
7 | 0.056616 | 0.4422 | 0.329961 |
8 | -0.107358 | -0.8385 | 0.202514 |
9 | -0.051077 | -0.3989 | 0.345671 |
10 | 0.104987 | 0.82 | 0.207711 |
11 | -0.087844 | -0.6861 | 0.247631 |
12 | -0.061274 | -0.4786 | 0.316978 |
13 | 0.086672 | 0.6769 | 0.250505 |
14 | 0.020583 | 0.1608 | 0.436406 |
15 | -0.011979 | -0.0936 | 0.462883 |
16 | -0.123027 | -0.9609 | 0.170205 |
17 | 0.010864 | 0.0849 | 0.466328 |