Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.945819 | 5.5955 | 1e-06 |
2 | 0.849027 | 5.0229 | 7e-06 |
3 | 0.71956 | 4.257 | 7.4e-05 |
4 | 0.568679 | 3.3643 | 0.000936 |
5 | 0.386603 | 2.2872 | 0.014173 |
6 | 0.226284 | 1.3387 | 0.094648 |
7 | 0.078106 | 0.4621 | 0.323441 |
8 | -0.071544 | -0.4233 | 0.337348 |
9 | -0.212396 | -1.2565 | 0.10862 |
10 | -0.324892 | -1.9221 | 0.031382 |
11 | -0.410088 | -2.4261 | 0.010277 |
12 | -0.477361 | -2.8241 | 0.003887 |
13 | -0.496643 | -2.9382 | 0.002904 |
14 | -0.474933 | -2.8097 | 0.004031 |
15 | -0.428767 | -2.5366 | 0.007904 |
16 | -0.380451 | -2.2508 | 0.015392 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.945819 | 5.5955 | 1e-06 |
2 | -0.432012 | -2.5558 | 0.007547 |
3 | -0.253965 | -1.5025 | 0.070971 |
4 | -0.149753 | -0.8859 | 0.190846 |
5 | -0.354118 | -2.095 | 0.021738 |
6 | 0.366551 | 2.1685 | 0.018499 |
7 | -0.119296 | -0.7058 | 0.242502 |
8 | -0.372003 | -2.2008 | 0.01722 |
9 | 0.081873 | 0.4844 | 0.31557 |
10 | -0.123282 | -0.7293 | 0.235321 |
11 | 0.174966 | 1.0351 | 0.153858 |
12 | 0.016037 | 0.0949 | 0.462478 |
13 | 0.141823 | 0.839 | 0.203572 |
14 | 0.032141 | 0.1902 | 0.425145 |
15 | -0.202329 | -1.197 | 0.119676 |
16 | -0.141267 | -0.8357 | 0.204484 |