Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.848027 | 7.2455 | 0 |
2 | 0.759002 | 6.4849 | 0 |
3 | 0.659751 | 5.6369 | 0 |
4 | 0.572154 | 4.8885 | 3e-06 |
5 | 0.529723 | 4.526 | 1.1e-05 |
6 | 0.513947 | 4.3912 | 1.9e-05 |
7 | 0.491801 | 4.202 | 3.7e-05 |
8 | 0.466063 | 3.982 | 8e-05 |
9 | 0.423067 | 3.6147 | 0.000275 |
10 | 0.403452 | 3.4471 | 0.000472 |
11 | 0.373239 | 3.189 | 0.001052 |
12 | 0.344044 | 2.9395 | 0.0022 |
13 | 0.309928 | 2.648 | 0.004958 |
14 | 0.283712 | 2.424 | 0.008913 |
15 | 0.233986 | 1.9992 | 0.024656 |
16 | 0.217013 | 1.8542 | 0.033878 |
17 | 0.169132 | 1.4451 | 0.07636 |
18 | 0.150543 | 1.2862 | 0.101212 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.848027 | 7.2455 | 0 |
2 | 0.141901 | 1.2124 | 0.114634 |
3 | -0.046891 | -0.4006 | 0.344928 |
4 | -0.02246 | -0.1919 | 0.424179 |
5 | 0.122229 | 1.0443 | 0.14989 |
6 | 0.129245 | 1.1043 | 0.136552 |
7 | 0.008286 | 0.0708 | 0.471877 |
8 | -0.021374 | -0.1826 | 0.427802 |
9 | -0.048712 | -0.4162 | 0.339245 |
10 | 0.084238 | 0.7197 | 0.236994 |
11 | 0.001096 | 0.0094 | 0.496276 |
12 | -0.032139 | -0.2746 | 0.3922 |
13 | -0.052417 | -0.4478 | 0.327794 |
14 | 0.015606 | 0.1333 | 0.447146 |
15 | -0.077089 | -0.6586 | 0.256098 |
16 | 0.051411 | 0.4393 | 0.330886 |
17 | -0.10486 | -0.8959 | 0.186618 |
18 | 0.027447 | 0.2345 | 0.407625 |