Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.897378 | 6.9511 | 0 |
2 | 0.826687 | 6.4035 | 0 |
3 | 0.750085 | 5.8101 | 0 |
4 | 0.653187 | 5.0596 | 2e-06 |
5 | 0.560313 | 4.3402 | 2.8e-05 |
6 | 0.443986 | 3.4391 | 0.000534 |
7 | 0.359035 | 2.7811 | 0.003614 |
8 | 0.267406 | 2.0713 | 0.021319 |
9 | 0.154859 | 1.1995 | 0.117519 |
10 | 0.100756 | 0.7805 | 0.219097 |
11 | 0.047944 | 0.3714 | 0.355835 |
12 | -0.029664 | -0.2298 | 0.409522 |
13 | -0.092121 | -0.7136 | 0.239131 |
14 | -0.171523 | -1.3286 | 0.094503 |
15 | -0.236733 | -1.8337 | 0.035828 |
16 | -0.329322 | -2.5509 | 0.006656 |
17 | -0.383741 | -2.9724 | 0.002124 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.897378 | 6.9511 | 0 |
2 | 0.109905 | 0.8513 | 0.198987 |
3 | -0.046054 | -0.3567 | 0.361271 |
4 | -0.154622 | -1.1977 | 0.117872 |
5 | -0.069593 | -0.5391 | 0.295918 |
6 | -0.180484 | -1.398 | 0.083627 |
7 | 0.062588 | 0.4848 | 0.314791 |
8 | -0.050943 | -0.3946 | 0.347267 |
9 | -0.171574 | -1.329 | 0.094439 |
10 | 0.174768 | 1.3537 | 0.090448 |
11 | 0.050408 | 0.3905 | 0.348789 |
12 | -0.21228 | -1.6443 | 0.052671 |
13 | -0.060575 | -0.4692 | 0.32031 |
14 | -0.155322 | -1.2031 | 0.116829 |
15 | -0.115523 | -0.8948 | 0.187224 |
16 | -0.184998 | -1.433 | 0.078525 |
17 | 0.129981 | 1.0068 | 0.15903 |