Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.923505 | 5.8408 | 0 |
2 | 0.846896 | 5.3562 | 2e-06 |
3 | 0.770713 | 4.8744 | 9e-06 |
4 | 0.695261 | 4.3972 | 3.9e-05 |
5 | 0.620881 | 3.9268 | 0.000166 |
6 | 0.547406 | 3.4621 | 0.000645 |
7 | 0.475412 | 3.0068 | 0.002274 |
8 | 0.40516 | 2.5625 | 0.007132 |
9 | 0.336762 | 2.1299 | 0.019693 |
10 | 0.270992 | 1.7139 | 0.047144 |
11 | 0.207911 | 1.3149 | 0.098009 |
12 | 0.147305 | 0.9316 | 0.178556 |
13 | 0.089258 | 0.5645 | 0.287776 |
14 | 0.033635 | 0.2127 | 0.416311 |
15 | -0.019235 | -0.1216 | 0.451893 |
16 | -0.069384 | -0.4388 | 0.331576 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.923505 | 5.8408 | 0 |
2 | -0.040548 | -0.2564 | 0.39946 |
3 | -0.038574 | -0.244 | 0.404252 |
4 | -0.038048 | -0.2406 | 0.405533 |
5 | -0.037191 | -0.2352 | 0.407621 |
6 | -0.039701 | -0.2511 | 0.401514 |
7 | -0.037331 | -0.2361 | 0.40728 |
8 | -0.036843 | -0.233 | 0.40847 |
9 | -0.037286 | -0.2358 | 0.40739 |
10 | -0.033156 | -0.2097 | 0.417485 |
11 | -0.033438 | -0.2115 | 0.416794 |
12 | -0.035559 | -0.2249 | 0.411602 |
13 | -0.035781 | -0.2263 | 0.41106 |
14 | -0.037479 | -0.237 | 0.406919 |
15 | -0.036096 | -0.2283 | 0.410292 |
16 | -0.036995 | -0.234 | 0.408099 |