Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.923804 | 7.1558 | 0 |
2 | 0.833919 | 6.4595 | 0 |
3 | 0.709338 | 5.4945 | 0 |
4 | 0.592368 | 4.5885 | 1.2e-05 |
5 | 0.461766 | 3.5768 | 0.000348 |
6 | 0.330933 | 2.5634 | 0.006445 |
7 | 0.215171 | 1.6667 | 0.050393 |
8 | 0.119876 | 0.9286 | 0.17842 |
9 | 0.057837 | 0.448 | 0.327882 |
10 | 0.011037 | 0.0855 | 0.466078 |
11 | -0.009457 | -0.0733 | 0.470925 |
12 | -0.015627 | -0.121 | 0.45203 |
13 | -0.01401 | -0.1085 | 0.456973 |
14 | -0.014524 | -0.1125 | 0.455401 |
15 | -0.005958 | -0.0461 | 0.481673 |
16 | -0.010087 | -0.0781 | 0.468991 |
17 | -0.013193 | -0.1022 | 0.459471 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.923804 | 7.1558 | 0 |
2 | -0.132991 | -1.0301 | 0.153538 |
3 | -0.282201 | -2.1859 | 0.016367 |
4 | 0.013899 | 0.1077 | 0.457313 |
5 | -0.133771 | -1.0362 | 0.152136 |
6 | -0.116715 | -0.9041 | 0.184787 |
7 | 0.056051 | 0.4342 | 0.332861 |
8 | 0.03935 | 0.3048 | 0.380786 |
9 | 0.101229 | 0.7841 | 0.218028 |
10 | -0.008454 | -0.0655 | 0.474003 |
11 | 0.046503 | 0.3602 | 0.359978 |
12 | 0.020301 | 0.1573 | 0.437787 |
13 | -0.071399 | -0.5531 | 0.29114 |
14 | -0.071322 | -0.5525 | 0.291344 |
15 | 0.062218 | 0.4819 | 0.315801 |
16 | -0.101884 | -0.7892 | 0.216554 |
17 | 0.004321 | 0.0335 | 0.486704 |