Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.0623 | 0 |
1 | 0.970988 | 7.8284 | 0 |
2 | 0.935722 | 7.544 | 0 |
3 | 0.896829 | 7.2305 | 0 |
4 | 0.853462 | 6.8808 | 0 |
5 | 0.808917 | 6.5217 | 0 |
6 | 0.763227 | 6.1533 | 0 |
7 | 0.714627 | 5.7615 | 0 |
8 | 0.665086 | 5.3621 | 1e-06 |
9 | 0.616487 | 4.9703 | 3e-06 |
10 | 0.562048 | 4.5314 | 1.3e-05 |
11 | 0.50126 | 4.0413 | 7.2e-05 |
12 | 0.446256 | 3.5978 | 0.00031 |
13 | 0.390257 | 3.1464 | 0.001247 |
14 | 0.329887 | 2.6596 | 0.00492 |
15 | 0.270856 | 2.1837 | 0.016299 |
16 | 0.207966 | 1.6767 | 0.049205 |
17 | 0.148979 | 1.2011 | 0.117034 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.970988 | 7.8284 | 0 |
1 | -0.124087 | -1.0004 | 0.839591 |
2 | -0.071049 | -0.5728 | 0.715628 |
3 | -0.088585 | -0.7142 | 0.761169 |
4 | -0.02753 | -0.222 | 0.587478 |
5 | -0.035739 | -0.2881 | 0.612921 |
6 | -0.069578 | -0.561 | 0.711621 |
7 | -0.034322 | -0.2767 | 0.608561 |
8 | -0.004942 | -0.0398 | 0.515831 |
9 | -0.132731 | -1.0701 | 0.855737 |
10 | -0.134401 | -1.0836 | 0.858722 |
11 | 0.089979 | 0.7254 | 0.235396 |
12 | -0.054634 | -0.4405 | 0.669472 |
13 | -0.120147 | -0.9687 | 0.831847 |
14 | -0.020083 | -0.1619 | 0.564062 |
15 | -0.107173 | -0.8641 | 0.804633 |
16 | 0.044283 | 0.357 | 0.361115 |
17 | 0.144692 | 1.1665 | 0.123828 |