Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.967291 | 8.2077 | 0 |
2 | 0.92664 | 7.8628 | 0 |
3 | 0.888463 | 7.5389 | 0 |
4 | 0.849934 | 7.2119 | 0 |
5 | 0.805638 | 6.8361 | 0 |
6 | 0.758645 | 6.4373 | 0 |
7 | 0.715394 | 6.0703 | 0 |
8 | 0.67478 | 5.7257 | 0 |
9 | 0.63681 | 5.4035 | 0 |
10 | 0.596268 | 5.0595 | 2e-06 |
11 | 0.550458 | 4.6708 | 7e-06 |
12 | 0.500742 | 4.2489 | 3.2e-05 |
13 | 0.452309 | 3.838 | 0.000132 |
14 | 0.403623 | 3.4249 | 0.00051 |
15 | 0.354331 | 3.0066 | 0.001818 |
16 | 0.306184 | 2.5981 | 0.005681 |
17 | 0.264145 | 2.2413 | 0.014043 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.967291 | 8.2077 | 0 |
1 | -0.140048 | -1.1883 | 0.880699 |
2 | 0.032814 | 0.2784 | 0.390738 |
3 | -0.037201 | -0.3157 | 0.623414 |
4 | -0.107579 | -0.9128 | 0.817814 |
5 | -0.04678 | -0.3969 | 0.653708 |
6 | 0.033132 | 0.2811 | 0.389705 |
7 | 0.000457 | 0.0039 | 0.498459 |
8 | 0.022785 | 0.1933 | 0.423621 |
9 | -0.067316 | -0.5712 | 0.715178 |
10 | -0.105825 | -0.898 | 0.813898 |
11 | -0.087472 | -0.7422 | 0.769816 |
12 | -0.011616 | -0.0986 | 0.53912 |
13 | -0.03955 | -0.3356 | 0.630922 |
14 | -0.018377 | -0.1559 | 0.561738 |
15 | -0.005107 | -0.0433 | 0.517223 |
16 | 0.049107 | 0.4167 | 0.339073 |
17 | -0.008932 | -0.0758 | 0.530102 |