Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.935504 | 7.3065 | 0 |
2 | 0.880998 | 6.8808 | 0 |
3 | 0.821479 | 6.416 | 0 |
4 | 0.773046 | 6.0377 | 0 |
5 | 0.731433 | 5.7127 | 0 |
6 | 0.686852 | 5.3645 | 1e-06 |
7 | 0.655308 | 5.1181 | 2e-06 |
8 | 0.619109 | 4.8354 | 5e-06 |
9 | 0.598739 | 4.6763 | 8e-06 |
10 | 0.573673 | 4.4805 | 1.7e-05 |
11 | 0.543572 | 4.2454 | 3.8e-05 |
12 | 0.504955 | 3.9438 | 0.000105 |
13 | 0.45399 | 3.5458 | 0.000379 |
14 | 0.390042 | 3.0463 | 0.00171 |
15 | 0.322166 | 2.5162 | 0.007255 |
16 | 0.254921 | 1.991 | 0.025483 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.935504 | 7.3065 | 0 |
1 | 0.046708 | 0.3648 | 0.358261 |
2 | -0.063403 | -0.4952 | 0.688878 |
3 | 0.05127 | 0.4004 | 0.34512 |
4 | 0.040912 | 0.3195 | 0.375208 |
5 | -0.045733 | -0.3572 | 0.638907 |
6 | 0.078601 | 0.6139 | 0.270784 |
7 | -0.032206 | -0.2515 | 0.598879 |
8 | 0.095632 | 0.7469 | 0.228993 |
9 | -0.020787 | -0.1623 | 0.564216 |
10 | -0.060861 | -0.4753 | 0.681877 |
11 | -0.079843 | -0.6236 | 0.732391 |
12 | -0.112969 | -0.8823 | 0.809465 |
13 | -0.170149 | -1.3289 | 0.905586 |
14 | -0.085129 | -0.6649 | 0.745683 |
15 | -0.08063 | -0.6297 | 0.734392 |
16 | -0.043413 | -0.3391 | 0.632139 |