Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.928599 | 7.8794 | 0 |
2 | 0.820075 | 6.9586 | 0 |
3 | 0.719231 | 6.1029 | 0 |
4 | 0.656085 | 5.5671 | 0 |
5 | 0.630671 | 5.3514 | 0 |
6 | 0.602194 | 5.1098 | 1e-06 |
7 | 0.578548 | 4.9091 | 3e-06 |
8 | 0.556958 | 4.7259 | 6e-06 |
9 | 0.56636 | 4.8057 | 4e-06 |
10 | 0.597863 | 5.073 | 1e-06 |
11 | 0.627134 | 5.3214 | 1e-06 |
12 | 0.625922 | 5.3111 | 1e-06 |
13 | 0.536993 | 4.5565 | 1e-05 |
14 | 0.425856 | 3.6135 | 0.000278 |
15 | 0.325827 | 2.7647 | 0.003615 |
16 | 0.257486 | 2.1848 | 0.016078 |
17 | 0.218362 | 1.8529 | 0.034 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.928599 | 7.8794 | 0 |
1 | -0.306607 | -2.6016 | 0.994373 |
2 | 0.071638 | 0.6079 | 0.272595 |
3 | 0.192017 | 1.6293 | 0.053806 |
4 | 0.128813 | 1.093 | 0.139015 |
5 | -0.13949 | -1.1836 | 0.87977 |
6 | 0.139019 | 1.1796 | 0.121018 |
7 | 0.050672 | 0.43 | 0.334252 |
8 | 0.252014 | 2.1384 | 0.017939 |
9 | 0.067938 | 0.5765 | 0.283045 |
10 | 0.034569 | 0.2933 | 0.385059 |
11 | -0.124485 | -1.0563 | 0.852816 |
12 | -0.527275 | -4.4741 | 0.999986 |
13 | 0.054588 | 0.4632 | 0.32231 |
14 | -0.041561 | -0.3527 | 0.637312 |
15 | -0.096699 | -0.8205 | 0.792686 |
16 | -0.060535 | -0.5137 | 0.695466 |
17 | 0.016168 | 0.1372 | 0.445633 |