Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.964763 | 8.1863 | 0 |
2 | 0.922188 | 7.825 | 0 |
3 | 0.883541 | 7.4971 | 0 |
4 | 0.844726 | 7.1677 | 0 |
5 | 0.79975 | 6.7861 | 0 |
6 | 0.752359 | 6.384 | 0 |
7 | 0.709408 | 6.0195 | 0 |
8 | 0.668878 | 5.6756 | 0 |
9 | 0.632071 | 5.3633 | 0 |
10 | 0.593334 | 5.0346 | 2e-06 |
11 | 0.550053 | 4.6674 | 7e-06 |
12 | 0.503015 | 4.2682 | 3e-05 |
13 | 0.457646 | 3.8833 | 0.000113 |
14 | 0.411765 | 3.4939 | 0.000409 |
15 | 0.363996 | 3.0886 | 0.001428 |
16 | 0.316792 | 2.6881 | 0.004461 |
17 | 0.275826 | 2.3405 | 0.011017 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.964763 | 8.1863 | 0 |
1 | -0.123929 | -1.0516 | 0.851743 |
2 | 0.046226 | 0.3922 | 0.34802 |
3 | -0.03629 | -0.3079 | 0.620487 |
4 | -0.105963 | -0.8991 | 0.814209 |
5 | -0.042989 | -0.3648 | 0.641825 |
6 | 0.034117 | 0.2895 | 0.386517 |
7 | -0.005135 | -0.0436 | 0.517318 |
8 | 0.039811 | 0.3378 | 0.368247 |
9 | -0.056713 | -0.4812 | 0.684092 |
10 | -0.089026 | -0.7554 | 0.773768 |
11 | -0.082681 | -0.7016 | 0.757395 |
12 | -0.009643 | -0.0818 | 0.532492 |
13 | -0.044796 | -0.3801 | 0.647507 |
14 | -0.035046 | -0.2974 | 0.61648 |
15 | -0.012259 | -0.104 | 0.541279 |
16 | 0.047982 | 0.4071 | 0.342556 |
17 | -0.004018 | -0.0341 | 0.513552 |