Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.834645 | 6.5188 | 0 |
2 | 0.688345 | 5.3761 | 1e-06 |
3 | 0.557903 | 4.3574 | 2.6e-05 |
4 | 0.356322 | 2.783 | 0.00358 |
5 | 0.182172 | 1.4228 | 0.079942 |
6 | 0.030354 | 0.2371 | 0.406696 |
7 | -0.170924 | -1.335 | 0.093425 |
8 | -0.271849 | -2.1232 | 0.018901 |
9 | -0.317608 | -2.4806 | 0.007945 |
10 | -0.316843 | -2.4746 | 0.008067 |
11 | -0.313209 | -2.4462 | 0.008667 |
12 | -0.258494 | -2.0189 | 0.023949 |
13 | -0.162062 | -1.2657 | 0.105208 |
14 | -0.067155 | -0.5245 | 0.300916 |
15 | 0.0635 | 0.4959 | 0.310856 |
16 | 0.20942 | 1.6356 | 0.053535 |
17 | 0.259037 | 2.0231 | 0.023723 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.834645 | 6.5188 | 0 |
2 | -0.02732 | -0.2134 | 0.415872 |
3 | -0.031387 | -0.2451 | 0.403586 |
4 | -0.314009 | -2.4525 | 0.008532 |
5 | -0.075819 | -0.5922 | 0.277965 |
6 | -0.085037 | -0.6642 | 0.254545 |
7 | -0.27214 | -2.1255 | 0.018802 |
8 | 0.117504 | 0.9177 | 0.181186 |
9 | 0.052377 | 0.4091 | 0.341957 |
10 | 0.185358 | 1.4477 | 0.076412 |
11 | -0.161347 | -1.2602 | 0.106205 |
12 | 0.083284 | 0.6505 | 0.258916 |
13 | 0.114094 | 0.8911 | 0.188188 |
14 | -0.024239 | -0.1893 | 0.425238 |
15 | 0.160278 | 1.2518 | 0.107709 |
16 | 0.107547 | 0.84 | 0.202104 |
17 | -0.086554 | -0.676 | 0.250794 |