Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.917161 | 7.1633 | 0 |
2 | 0.852366 | 6.6572 | 0 |
3 | 0.777364 | 6.0714 | 0 |
4 | 0.706191 | 5.5155 | 0 |
5 | 0.651606 | 5.0892 | 2e-06 |
6 | 0.618525 | 4.8308 | 5e-06 |
7 | 0.586191 | 4.5783 | 1.2e-05 |
8 | 0.533521 | 4.1669 | 4.9e-05 |
9 | 0.4971 | 3.8825 | 0.000128 |
10 | 0.422129 | 3.2969 | 0.000816 |
11 | 0.355951 | 2.7801 | 0.003609 |
12 | 0.289503 | 2.2611 | 0.013666 |
13 | 0.248048 | 1.9373 | 0.02867 |
14 | 0.211458 | 1.6515 | 0.051884 |
15 | 0.175596 | 1.3714 | 0.08763 |
16 | 0.151169 | 1.1807 | 0.121159 |
17 | 0.131487 | 1.0269 | 0.15425 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.917161 | 7.1633 | 0 |
1 | 0.07041 | 0.5499 | 0.292191 |
2 | -0.088125 | -0.6883 | 0.753057 |
3 | -0.029544 | -0.2307 | 0.590857 |
4 | 0.070712 | 0.5523 | 0.291388 |
5 | 0.123603 | 0.9654 | 0.169085 |
6 | -0.000104 | -8e-04 | 0.500324 |
7 | -0.167128 | -1.3053 | 0.901656 |
8 | 0.056845 | 0.444 | 0.329315 |
9 | -0.211469 | -1.6516 | 0.948125 |
10 | -0.024415 | -0.1907 | 0.575297 |
11 | -0.038767 | -0.3028 | 0.618455 |
12 | 0.10025 | 0.783 | 0.218336 |
13 | 0.005492 | 0.0429 | 0.482963 |
14 | -0.078045 | -0.6096 | 0.727789 |
15 | 0.023194 | 0.1812 | 0.428424 |
16 | 0.113456 | 0.8861 | 0.189516 |
17 | -0.049779 | -0.3888 | 0.650607 |