Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.842931 | 6.5293 | 0 |
2 | 0.585771 | 4.5374 | 1.4e-05 |
3 | 0.412013 | 3.1914 | 0.001127 |
4 | 0.422585 | 3.2733 | 0.000883 |
5 | 0.55374 | 4.2893 | 3.3e-05 |
6 | 0.654831 | 5.0723 | 2e-06 |
7 | 0.601042 | 4.6556 | 9e-06 |
8 | 0.466592 | 3.6142 | 0.000309 |
9 | 0.348155 | 2.6968 | 0.004537 |
10 | 0.305758 | 2.3684 | 0.010552 |
11 | 0.324061 | 2.5102 | 0.007391 |
12 | 0.338743 | 2.6239 | 0.005504 |
13 | 0.26755 | 2.0724 | 0.021265 |
14 | 0.180691 | 1.3996 | 0.083387 |
15 | 0.112525 | 0.8716 | 0.193447 |
16 | 0.08295 | 0.6425 | 0.261489 |
17 | 0.078879 | 0.611 | 0.271756 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.842931 | 6.5293 | 0 |
2 | -0.431 | -3.3385 | 0.000726 |
3 | 0.291645 | 2.2591 | 0.013763 |
4 | 0.401172 | 3.1075 | 0.001441 |
5 | 0.207037 | 1.6037 | 0.057016 |
6 | 0.015926 | 0.1234 | 0.451117 |
7 | -0.189985 | -1.4716 | 0.073175 |
8 | 0.163068 | 1.2631 | 0.105716 |
9 | -0.042184 | -0.3268 | 0.372494 |
10 | -0.131439 | -1.0181 | 0.156354 |
11 | -0.071287 | -0.5522 | 0.291436 |
12 | -0.045578 | -0.353 | 0.362647 |
13 | -0.241947 | -1.8741 | 0.032893 |
14 | 0.113242 | 0.8772 | 0.191948 |
15 | -0.101389 | -0.7854 | 0.217668 |
16 | -0.089678 | -0.6946 | 0.244981 |
17 | -0.006814 | -0.0528 | 0.47904 |