Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.847702 | 5.8731 | 0 |
2 | 0.731422 | 5.0674 | 3e-06 |
3 | 0.622 | 4.3093 | 4e-05 |
4 | 0.443948 | 3.0758 | 0.001731 |
5 | 0.219284 | 1.5192 | 0.067631 |
6 | 0.045505 | 0.3153 | 0.376962 |
7 | -0.118714 | -0.8225 | 0.207436 |
8 | -0.330596 | -2.2904 | 0.013216 |
9 | -0.462258 | -3.2026 | 0.001209 |
10 | -0.563724 | -3.9056 | 0.000147 |
11 | -0.627341 | -4.3463 | 3.6e-05 |
12 | -0.693689 | -4.806 | 8e-06 |
13 | -0.644805 | -4.4673 | 2.4e-05 |
14 | -0.599227 | -4.1516 | 6.7e-05 |
15 | -0.52884 | -3.6639 | 0.00031 |
16 | -0.385506 | -2.6709 | 0.005149 |
17 | -0.224572 | -1.5559 | 0.063153 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.847702 | 5.8731 | 0 |
2 | 0.045566 | 0.3157 | 0.376803 |
3 | -0.02992 | -0.2073 | 0.418328 |
4 | -0.305869 | -2.1191 | 0.01964 |
5 | -0.36671 | -2.5406 | 0.007177 |
6 | -0.082882 | -0.5742 | 0.284248 |
7 | -0.052429 | -0.3632 | 0.35901 |
8 | -0.275637 | -1.9097 | 0.031081 |
9 | -0.016365 | -0.1134 | 0.455101 |
10 | -0.117644 | -0.8151 | 0.209532 |
11 | 0.032151 | 0.2227 | 0.412338 |
12 | -0.204821 | -1.419 | 0.081174 |
13 | 0.116789 | 0.8091 | 0.211215 |
14 | -0.117586 | -0.8147 | 0.209646 |
15 | 0.014452 | 0.1001 | 0.460329 |
16 | 0.093845 | 0.6502 | 0.259339 |
17 | 0.062279 | 0.4315 | 0.334024 |