Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.920842 | 7.1328 | 0 |
2 | 0.853924 | 6.6145 | 0 |
3 | 0.810497 | 6.2781 | 0 |
4 | 0.758939 | 5.8787 | 0 |
5 | 0.710942 | 5.5069 | 0 |
6 | 0.65769 | 5.0944 | 2e-06 |
7 | 0.611007 | 4.7328 | 7e-06 |
8 | 0.57089 | 4.4221 | 2.1e-05 |
9 | 0.544455 | 4.2173 | 4.2e-05 |
10 | 0.53826 | 4.1693 | 5e-05 |
11 | 0.49958 | 3.8697 | 0.000136 |
12 | 0.45893 | 3.5549 | 0.000372 |
13 | 0.420011 | 3.2534 | 0.000937 |
14 | 0.379949 | 2.9431 | 0.002308 |
15 | 0.318245 | 2.4651 | 0.008288 |
16 | 0.245284 | 1.9 | 0.031124 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.920842 | 7.1328 | 0 |
1 | 0.039297 | 0.3044 | 0.380939 |
2 | 0.124376 | 0.9634 | 0.169604 |
3 | -0.05513 | -0.427 | 0.664559 |
4 | 0.011267 | 0.0873 | 0.465373 |
5 | -0.070721 | -0.5478 | 0.707069 |
6 | 0.017484 | 0.1354 | 0.446362 |
7 | 0.007264 | 0.0563 | 0.477658 |
8 | 0.08942 | 0.6926 | 0.245601 |
9 | 0.138913 | 1.076 | 0.143114 |
10 | -0.177517 | -1.375 | 0.912884 |
11 | -0.033405 | -0.2588 | 0.601644 |
12 | -0.085487 | -0.6622 | 0.744805 |
13 | -0.019168 | -0.1485 | 0.558768 |
14 | -0.198329 | -1.5363 | 0.935133 |
15 | -0.110476 | -0.8557 | 0.802229 |
16 | 0.003141 | 0.0243 | 0.490336 |