Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.962566 | 8.1676 | 0 |
2 | 0.918133 | 7.7906 | 0 |
3 | 0.878839 | 7.4572 | 0 |
4 | 0.839551 | 7.1238 | 0 |
5 | 0.793796 | 6.7356 | 0 |
6 | 0.745874 | 6.329 | 0 |
7 | 0.703055 | 5.9656 | 0 |
8 | 0.66258 | 5.6222 | 0 |
9 | 0.62671 | 5.3178 | 1e-06 |
10 | 0.589333 | 5.0007 | 2e-06 |
11 | 0.547891 | 4.649 | 7e-06 |
12 | 0.502842 | 4.2668 | 3e-05 |
13 | 0.45986 | 3.902 | 0.000106 |
14 | 0.416225 | 3.5318 | 0.000362 |
15 | 0.369702 | 3.137 | 0.001236 |
16 | 0.323326 | 2.7435 | 0.003833 |
17 | 0.283355 | 2.4043 | 0.009388 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.962566 | 8.1676 | 0 |
1 | -0.11435 | -0.9703 | 0.832425 |
2 | 0.05636 | 0.4782 | 0.316967 |
3 | -0.035204 | -0.2987 | 0.616991 |
4 | -0.104149 | -0.8837 | 0.81011 |
5 | -0.039802 | -0.3377 | 0.631727 |
6 | 0.036045 | 0.3059 | 0.380301 |
7 | -0.008101 | -0.0687 | 0.527305 |
8 | 0.051398 | 0.4361 | 0.332024 |
9 | -0.050146 | -0.4255 | 0.66413 |
10 | -0.077416 | -0.6569 | 0.743329 |
11 | -0.077823 | -0.6604 | 0.744432 |
12 | -0.006513 | -0.0553 | 0.521961 |
13 | -0.047 | -0.3988 | 0.654393 |
14 | -0.045577 | -0.3867 | 0.649953 |
15 | -0.017373 | -0.1474 | 0.558391 |
16 | 0.046649 | 0.3958 | 0.3467 |
17 | -0.001495 | -0.0127 | 0.505043 |