Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.820529 | 6.3558 | 0 |
2 | 0.651853 | 5.0492 | 2e-06 |
3 | 0.471906 | 3.6554 | 0.000271 |
4 | 0.331419 | 2.5672 | 0.006382 |
5 | 0.235112 | 1.8212 | 0.036784 |
6 | 0.170411 | 1.32 | 0.095925 |
7 | 0.081349 | 0.6301 | 0.265501 |
8 | 0.028533 | 0.221 | 0.412916 |
9 | 0.056833 | 0.4402 | 0.330679 |
10 | 0.098052 | 0.7595 | 0.22526 |
11 | 0.149431 | 1.1575 | 0.125831 |
12 | 0.161715 | 1.2526 | 0.107599 |
13 | 0.05406 | 0.4187 | 0.338448 |
14 | -0.04577 | -0.3545 | 0.362091 |
15 | -0.11078 | -0.8581 | 0.197126 |
16 | -0.148806 | -1.1526 | 0.126814 |
17 | -0.173881 | -1.3469 | 0.091542 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.820529 | 6.3558 | 0 |
2 | -0.065544 | -0.5077 | 0.306761 |
3 | -0.135969 | -1.0532 | 0.148233 |
4 | -0.000524 | -0.0041 | 0.498387 |
5 | 0.0373 | 0.2889 | 0.386818 |
6 | 0.01023 | 0.0792 | 0.468552 |
7 | -0.144068 | -1.1159 | 0.134447 |
8 | 0.035006 | 0.2712 | 0.3936 |
9 | 0.230866 | 1.7883 | 0.03939 |
10 | 0.036157 | 0.2801 | 0.390194 |
11 | 0.007006 | 0.0543 | 0.478452 |
12 | -0.062187 | -0.4817 | 0.315886 |
13 | -0.317634 | -2.4604 | 0.008388 |
14 | -0.032301 | -0.2502 | 0.401641 |
15 | 0.060994 | 0.4725 | 0.319158 |
16 | 0.009404 | 0.0728 | 0.471086 |
17 | -0.035801 | -0.2773 | 0.391247 |