Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.732888 | 6.2188 | 0 |
2 | 0.372233 | 3.1585 | 0.001159 |
3 | 0.008928 | 0.0758 | 0.469911 |
4 | -0.325973 | -2.766 | 0.996397 |
5 | -0.564911 | -4.7934 | 0.999996 |
6 | -0.634608 | -5.3848 | 1 |
7 | -0.443835 | -3.7661 | 0.999832 |
8 | -0.210363 | -1.785 | 0.960762 |
9 | 0.097424 | 0.8267 | 0.205577 |
10 | 0.378044 | 3.2078 | 0.000999 |
11 | 0.64011 | 5.4315 | 0 |
12 | 0.727173 | 6.1703 | 0 |
13 | 0.489141 | 4.1505 | 4.5e-05 |
14 | 0.203361 | 1.7256 | 0.044357 |
15 | -0.109023 | -0.9251 | 0.820997 |
16 | -0.3788 | -3.2142 | 0.999021 |
17 | -0.55654 | -4.7224 | 0.999994 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.732888 | 6.2188 | 0 |
1 | -0.356234 | -3.0227 | 0.998266 |
2 | -0.247393 | -2.0992 | 0.980347 |
3 | -0.294358 | -2.4977 | 0.992607 |
4 | -0.241044 | -2.0453 | 0.977761 |
5 | -0.114979 | -0.9756 | 0.833743 |
6 | 0.23253 | 1.9731 | 0.026163 |
7 | -0.121487 | -1.0309 | 0.846969 |
8 | 0.198408 | 1.6835 | 0.0483 |
9 | 0.07639 | 0.6482 | 0.259462 |
10 | 0.420686 | 3.5696 | 0.000321 |
11 | 0.16023 | 1.3596 | 0.0891 |
12 | -0.293021 | -2.4864 | 0.992387 |
13 | 0.060658 | 0.5147 | 0.304169 |
14 | 0.031954 | 0.2711 | 0.39353 |
15 | 0.004654 | 0.0395 | 0.484304 |
16 | 0.024093 | 0.2044 | 0.419295 |
17 | -0.231238 | -1.9621 | 0.973193 |