Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.6023 | 0 |
1 | 0.900855 | 7.7494 | 0 |
2 | 0.773645 | 6.6551 | 0 |
3 | 0.637575 | 5.4846 | 0 |
4 | 0.516287 | 4.4413 | 1.5e-05 |
5 | 0.435207 | 3.7438 | 0.000178 |
6 | 0.396916 | 3.4144 | 0.00052 |
7 | 0.387431 | 3.3328 | 0.000672 |
8 | 0.394478 | 3.3934 | 0.000556 |
9 | 0.397357 | 3.4182 | 0.000514 |
10 | 0.382204 | 3.2878 | 0.000773 |
11 | 0.350289 | 3.0133 | 0.001768 |
12 | 0.303285 | 2.609 | 0.005492 |
13 | 0.243435 | 2.0941 | 0.019838 |
14 | 0.184568 | 1.5877 | 0.058308 |
15 | 0.136614 | 1.1752 | 0.121841 |
16 | 0.109203 | 0.9394 | 0.175292 |
17 | 0.097596 | 0.8395 | 0.201933 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.900855 | 7.7494 | 0 |
1 | -0.20107 | -1.7297 | 0.95607 |
2 | -0.101561 | -0.8737 | 0.807435 |
3 | 0.008336 | 0.0717 | 0.471514 |
4 | 0.124357 | 1.0698 | 0.144103 |
5 | 0.122327 | 1.0523 | 0.148045 |
6 | 0.062757 | 0.5399 | 0.295459 |
7 | 0.046721 | 0.4019 | 0.344455 |
8 | -0.00985 | -0.0847 | 0.533649 |
9 | -0.041066 | -0.3533 | 0.637553 |
10 | -0.018928 | -0.1628 | 0.564449 |
11 | -0.029517 | -0.2539 | 0.599869 |
12 | -0.059624 | -0.5129 | 0.695227 |
13 | -0.026335 | -0.2265 | 0.589299 |
14 | -0.004434 | -0.0381 | 0.515161 |
15 | 0.031419 | 0.2703 | 0.393851 |
16 | 4.4e-05 | 4e-04 | 0.499849 |
17 | -0.068175 | -0.5865 | 0.720326 |