Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.741134 | 5.1347 | 3e-06 |
2 | 0.666796 | 4.6197 | 1.5e-05 |
3 | 0.620484 | 4.2988 | 4.2e-05 |
4 | 0.553977 | 3.8381 | 0.000181 |
5 | 0.433119 | 3.0007 | 0.002132 |
6 | 0.349114 | 2.4187 | 0.009708 |
7 | 0.291901 | 2.0224 | 0.024366 |
8 | 0.167444 | 1.1601 | 0.125876 |
9 | 0.08712 | 0.6036 | 0.274481 |
10 | -0.002837 | -0.0197 | 0.4922 |
11 | -0.102681 | -0.7114 | 0.240141 |
12 | -0.248602 | -1.7224 | 0.045721 |
13 | -0.241773 | -1.6751 | 0.050214 |
14 | -0.262595 | -1.8193 | 0.037552 |
15 | -0.333111 | -2.3079 | 0.012681 |
16 | -0.378163 | -2.62 | 0.005869 |
17 | -0.380642 | -2.6372 | 0.005616 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.741134 | 5.1347 | 3e-06 |
2 | 0.260732 | 1.8064 | 0.038563 |
3 | 0.14738 | 1.0211 | 0.156168 |
4 | 0.020973 | 0.1453 | 0.44254 |
5 | -0.154414 | -1.0698 | 0.145027 |
6 | -0.085541 | -0.5926 | 0.2781 |
7 | -0.009582 | -0.0664 | 0.473673 |
8 | -0.158192 | -1.096 | 0.139277 |
9 | -0.054651 | -0.3786 | 0.353315 |
10 | -0.098485 | -0.6823 | 0.249158 |
11 | -0.12708 | -0.8804 | 0.191506 |
12 | -0.234898 | -1.6274 | 0.055098 |
13 | 0.124116 | 0.8599 | 0.197058 |
14 | 0.085185 | 0.5902 | 0.278919 |
15 | -0.048727 | -0.3376 | 0.368571 |
16 | -0.077412 | -0.5363 | 0.297105 |
17 | -0.049222 | -0.341 | 0.367288 |