Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.945246 | 8.0207 | 0 |
2 | 0.878157 | 7.4514 | 0 |
3 | 0.818132 | 6.9421 | 0 |
4 | 0.748774 | 6.3536 | 0 |
5 | 0.687404 | 5.8328 | 0 |
6 | 0.643097 | 5.4569 | 0 |
7 | 0.60078 | 5.0978 | 1e-06 |
8 | 0.560921 | 4.7596 | 5e-06 |
9 | 0.503617 | 4.2733 | 2.9e-05 |
10 | 0.436805 | 3.7064 | 0.000205 |
11 | 0.35889 | 3.0453 | 0.001623 |
12 | 0.256669 | 2.1779 | 0.016345 |
13 | 0.14862 | 1.2611 | 0.105675 |
14 | 0.059104 | 0.5015 | 0.30877 |
15 | -0.027721 | -0.2352 | 0.592646 |
16 | -0.089697 | -0.7611 | 0.775459 |
17 | -0.140045 | -1.1883 | 0.880693 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.945246 | 8.0207 | 0 |
1 | -0.143963 | -1.2216 | 0.887072 |
2 | 0.044463 | 0.3773 | 0.353536 |
3 | -0.139455 | -1.1833 | 0.879712 |
4 | 0.06752 | 0.5729 | 0.284239 |
5 | 0.092085 | 0.7814 | 0.218573 |
6 | -0.022106 | -0.1876 | 0.574131 |
7 | -0.000508 | -0.0043 | 0.501715 |
8 | -0.227625 | -1.9315 | 0.971319 |
9 | -0.063771 | -0.5411 | 0.704949 |
10 | -0.160585 | -1.3626 | 0.911374 |
11 | -0.254319 | -2.158 | 0.982867 |
12 | -0.131526 | -1.116 | 0.865941 |
13 | 0.017049 | 0.1447 | 0.442688 |
14 | -0.097605 | -0.8282 | 0.794854 |
15 | 0.145594 | 1.2354 | 0.110348 |
16 | -0.0684 | -0.5804 | 0.718268 |
17 | 0.155316 | 1.3179 | 0.095857 |