Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.921322 | 7.1365 | 0 |
2 | 0.83412 | 6.4611 | 0 |
3 | 0.751629 | 5.8221 | 0 |
4 | 0.645053 | 4.9966 | 3e-06 |
5 | 0.548626 | 4.2496 | 3.8e-05 |
6 | 0.430327 | 3.3333 | 0.000737 |
7 | 0.309325 | 2.396 | 0.009855 |
8 | 0.23676 | 1.8339 | 0.035812 |
9 | 0.188267 | 1.4583 | 0.074985 |
10 | 0.148581 | 1.1509 | 0.127169 |
11 | 0.127098 | 0.9845 | 0.164412 |
12 | 0.102454 | 0.7936 | 0.215277 |
13 | 0.097993 | 0.7591 | 0.225396 |
14 | 0.127889 | 0.9906 | 0.162924 |
15 | 0.140616 | 1.0892 | 0.140209 |
16 | 0.124451 | 0.964 | 0.169458 |
17 | 0.097974 | 0.7589 | 0.22544 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.921322 | 7.1365 | 0 |
2 | -0.097342 | -0.754 | 0.226898 |
3 | -0.01327 | -0.1028 | 0.459238 |
4 | -0.211392 | -1.6374 | 0.053387 |
5 | 0.023234 | 0.18 | 0.42889 |
6 | -0.237881 | -1.8426 | 0.035163 |
7 | -0.049847 | -0.3861 | 0.35039 |
8 | 0.214649 | 1.6627 | 0.050798 |
9 | 0.137977 | 1.0688 | 0.144729 |
10 | 0.008471 | 0.0656 | 0.473951 |
11 | 0.028 | 0.2169 | 0.414515 |
12 | -0.084195 | -0.6522 | 0.25839 |
13 | 0.022973 | 0.178 | 0.429681 |
14 | 0.13376 | 1.0361 | 0.152156 |
15 | -0.059505 | -0.4609 | 0.323259 |
16 | -0.192832 | -1.4937 | 0.070251 |
17 | -0.104273 | -0.8077 | 0.211227 |