Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.805198 | 6.237 | 0 |
2 | 0.605452 | 4.6898 | 8e-06 |
3 | 0.453697 | 3.5143 | 0.000423 |
4 | 0.343424 | 2.6602 | 0.005002 |
5 | 0.235315 | 1.8227 | 0.036663 |
6 | 0.140488 | 1.0882 | 0.140426 |
7 | 0.064068 | 0.4963 | 0.310758 |
8 | -0.009102 | -0.0705 | 0.472015 |
9 | -0.073454 | -0.569 | 0.28575 |
10 | -0.132819 | -1.0288 | 0.15385 |
11 | -0.181441 | -1.4054 | 0.082524 |
12 | -0.220793 | -1.7103 | 0.046193 |
13 | -0.252972 | -1.9595 | 0.027352 |
14 | -0.282298 | -2.1867 | 0.016339 |
15 | -0.305079 | -2.3631 | 0.01069 |
16 | -0.322192 | -2.4957 | 0.007669 |
17 | -0.343108 | -2.6577 | 0.005034 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.805198 | 6.237 | 0 |
2 | -0.121971 | -0.9448 | 0.174279 |
3 | 0.014251 | 0.1104 | 0.456235 |
4 | 0.008456 | 0.0655 | 0.473996 |
5 | -0.074016 | -0.5733 | 0.284283 |
6 | -0.033267 | -0.2577 | 0.398765 |
7 | -0.028339 | -0.2195 | 0.413498 |
8 | -0.06789 | -0.5259 | 0.300457 |
9 | -0.044665 | -0.346 | 0.365287 |
10 | -0.062714 | -0.4858 | 0.314447 |
11 | -0.049916 | -0.3866 | 0.350192 |
12 | -0.050426 | -0.3906 | 0.34874 |
13 | -0.055534 | -0.4302 | 0.33431 |
14 | -0.06565 | -0.5085 | 0.306475 |
15 | -0.057613 | -0.4463 | 0.328504 |
16 | -0.064003 | -0.4958 | 0.310936 |
17 | -0.091561 | -0.7092 | 0.240465 |