Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.862289 | 6.6793 | 0 |
2 | 0.666135 | 5.1599 | 1e-06 |
3 | 0.543873 | 4.2128 | 4.3e-05 |
4 | 0.553114 | 4.2844 | 3.4e-05 |
5 | 0.645308 | 4.9985 | 3e-06 |
6 | 0.699257 | 5.4164 | 1e-06 |
7 | 0.630142 | 4.8811 | 4e-06 |
8 | 0.477969 | 3.7023 | 0.000233 |
9 | 0.358381 | 2.776 | 0.003665 |
10 | 0.295938 | 2.2923 | 0.012705 |
11 | 0.311176 | 2.4104 | 0.009509 |
12 | 0.322443 | 2.4976 | 0.007631 |
13 | 0.242214 | 1.8762 | 0.032748 |
14 | 0.140878 | 1.0912 | 0.139765 |
15 | 0.056574 | 0.4382 | 0.3314 |
16 | -0.001897 | -0.0147 | 0.494162 |
17 | -0.03469 | -0.2687 | 0.394537 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.862289 | 6.6793 | 0 |
2 | -0.301834 | -2.338 | 0.01137 |
3 | 0.241816 | 1.8731 | 0.032964 |
4 | 0.347485 | 2.6916 | 0.0046 |
5 | 0.259027 | 2.0064 | 0.024663 |
6 | 0.00439 | 0.034 | 0.486494 |
7 | -0.194981 | -1.5103 | 0.068106 |
8 | -0.142481 | -1.1037 | 0.137076 |
9 | 0.002366 | 0.0183 | 0.492719 |
10 | -0.232406 | -1.8002 | 0.038427 |
11 | 0.02072 | 0.1605 | 0.436516 |
12 | -0.110345 | -0.8547 | 0.198051 |
13 | -0.258346 | -2.0011 | 0.024953 |
14 | 0.16065 | 1.2444 | 0.109098 |
15 | -0.035728 | -0.2767 | 0.391463 |
16 | -0.149794 | -1.1603 | 0.125262 |
17 | -0.035599 | -0.2757 | 0.391844 |