Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.935652 | 6.4145 | 0 |
2 | 0.834562 | 5.7215 | 0 |
3 | 0.707887 | 4.853 | 7e-06 |
4 | 0.556402 | 3.8145 | 0.000199 |
5 | 0.359639 | 2.4656 | 0.008693 |
6 | 0.187992 | 1.2888 | 0.101886 |
7 | 0.026414 | 0.1811 | 0.428539 |
8 | -0.139628 | -0.9572 | 0.171671 |
9 | -0.295783 | -2.0278 | 0.024136 |
10 | -0.41121 | -2.8191 | 0.003513 |
11 | -0.501451 | -3.4378 | 0.000619 |
12 | -0.577451 | -3.9588 | 0.000127 |
13 | -0.596728 | -4.091 | 8.4e-05 |
14 | -0.565343 | -3.8758 | 0.000164 |
15 | -0.507917 | -3.4821 | 0.000543 |
16 | -0.446975 | -3.0643 | 0.001804 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.935652 | 6.4145 | 0 |
2 | -0.328226 | -2.2502 | 0.014578 |
3 | -0.199445 | -1.3673 | 0.089014 |
4 | -0.218421 | -1.4974 | 0.070485 |
5 | -0.449156 | -3.0793 | 0.00173 |
6 | 0.28909 | 1.9819 | 0.026678 |
7 | -0.112359 | -0.7703 | 0.22249 |
8 | -0.263432 | -1.806 | 0.038662 |
9 | 0.032516 | 0.2229 | 0.412283 |
10 | -0.112831 | -0.7735 | 0.221541 |
11 | 0.023664 | 0.1622 | 0.435909 |
12 | -0.069748 | -0.4782 | 0.317373 |
13 | 0.24136 | 1.6547 | 0.052327 |
14 | 0.070016 | 0.48 | 0.316726 |
15 | -0.04861 | -0.3333 | 0.370212 |
16 | -0.178167 | -1.2214 | 0.114004 |