Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.956618 | 7.4099 | 0 |
2 | 0.900469 | 6.975 | 0 |
3 | 0.851864 | 6.5985 | 0 |
4 | 0.809579 | 6.271 | 0 |
5 | 0.762599 | 5.9071 | 0 |
6 | 0.713437 | 5.5263 | 0 |
7 | 0.662345 | 5.1305 | 2e-06 |
8 | 0.61625 | 4.7735 | 6e-06 |
9 | 0.582432 | 4.5115 | 1.5e-05 |
10 | 0.553349 | 4.2862 | 3.3e-05 |
11 | 0.507104 | 3.928 | 0.000112 |
12 | 0.44115 | 3.4171 | 0.000571 |
13 | 0.380455 | 2.947 | 0.002282 |
14 | 0.32388 | 2.5088 | 0.007418 |
15 | 0.260528 | 2.018 | 0.024033 |
16 | 0.192915 | 1.4943 | 0.070167 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.956618 | 7.4099 | 0 |
1 | -0.172562 | -1.3367 | 0.90681 |
2 | 0.083653 | 0.648 | 0.259736 |
3 | 0.019666 | 0.1523 | 0.439717 |
4 | -0.090594 | -0.7017 | 0.757223 |
5 | -0.022377 | -0.1733 | 0.568512 |
6 | -0.055997 | -0.4338 | 0.666988 |
7 | 0.029056 | 0.2251 | 0.411347 |
8 | 0.102649 | 0.7951 | 0.214839 |
9 | -0.000173 | -0.0013 | 0.500531 |
10 | -0.213921 | -1.657 | 0.948632 |
11 | -0.205843 | -1.5945 | 0.941955 |
12 | 0.041662 | 0.3227 | 0.374018 |
13 | -0.071483 | -0.5537 | 0.70908 |
14 | -0.130796 | -1.0131 | 0.84247 |
15 | -0.039409 | -0.3053 | 0.619389 |
16 | -0.050809 | -0.3936 | 0.652353 |