Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.933129 | 7.288 | 0 |
2 | 0.844034 | 6.5921 | 0 |
3 | 0.756732 | 5.9103 | 0 |
4 | 0.66094 | 5.1621 | 1e-06 |
5 | 0.556428 | 4.3458 | 2.7e-05 |
6 | 0.440546 | 3.4408 | 0.000526 |
7 | 0.340126 | 2.6565 | 0.005032 |
8 | 0.277782 | 2.1695 | 0.016973 |
9 | 0.225487 | 1.7611 | 0.041616 |
10 | 0.186083 | 1.4534 | 0.075625 |
11 | 0.15609 | 1.2191 | 0.11375 |
12 | 0.136862 | 1.0689 | 0.144657 |
13 | 0.148252 | 1.1579 | 0.125712 |
14 | 0.160325 | 1.2522 | 0.107643 |
15 | 0.148776 | 1.162 | 0.124885 |
16 | 0.117927 | 0.921 | 0.180328 |
17 | 0.067948 | 0.5307 | 0.298779 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.933129 | 7.288 | 0 |
2 | -0.20651 | -1.6129 | 0.055965 |
3 | -0.006511 | -0.0509 | 0.479805 |
4 | -0.127706 | -0.9974 | 0.161251 |
5 | -0.105228 | -0.8219 | 0.20718 |
6 | -0.149189 | -1.1652 | 0.124236 |
7 | 0.073316 | 0.5726 | 0.284504 |
8 | 0.203587 | 1.5901 | 0.058495 |
9 | -0.029091 | -0.2272 | 0.410511 |
10 | 0.060637 | 0.4736 | 0.318742 |
11 | -0.035611 | -0.2781 | 0.390926 |
12 | -0.012998 | -0.1015 | 0.459737 |
13 | 0.158539 | 1.2382 | 0.110188 |
14 | -0.03968 | -0.3099 | 0.378844 |
15 | -0.157537 | -1.2304 | 0.111635 |
16 | -0.16881 | -1.3184 | 0.096142 |
17 | -0.172228 | -1.3451 | 0.091779 |