Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.968566 | 8.2186 | 0 |
2 | 0.928517 | 7.8787 | 0 |
3 | 0.889506 | 7.5477 | 0 |
4 | 0.850744 | 7.2188 | 0 |
5 | 0.810919 | 6.8809 | 0 |
6 | 0.772589 | 6.5556 | 0 |
7 | 0.736345 | 6.2481 | 0 |
8 | 0.702062 | 5.9572 | 0 |
9 | 0.657334 | 5.5777 | 0 |
10 | 0.613114 | 5.2024 | 1e-06 |
11 | 0.57366 | 4.8677 | 3e-06 |
12 | 0.532067 | 4.5147 | 1.2e-05 |
13 | 0.488768 | 4.1473 | 4.5e-05 |
14 | 0.444565 | 3.7723 | 0.000165 |
15 | 0.405384 | 3.4398 | 0.000486 |
16 | 0.372564 | 3.1613 | 0.001149 |
17 | 0.336332 | 2.8539 | 0.002818 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.968566 | 8.2186 | 0 |
1 | -0.155177 | -1.3167 | 0.903945 |
2 | 0.015234 | 0.1293 | 0.448753 |
3 | -0.023849 | -0.2024 | 0.579899 |
4 | -0.038075 | -0.3231 | 0.626213 |
5 | 0.007672 | 0.0651 | 0.474136 |
6 | 0.004553 | 0.0386 | 0.484645 |
7 | 0.004533 | 0.0385 | 0.484711 |
8 | -0.199569 | -1.6934 | 0.952649 |
9 | 0.032651 | 0.2771 | 0.391267 |
10 | 0.035476 | 0.301 | 0.382131 |
11 | -0.082673 | -0.7015 | 0.757376 |
12 | -0.031008 | -0.2631 | 0.603393 |
13 | -0.048817 | -0.4142 | 0.660031 |
14 | 0.052679 | 0.447 | 0.328109 |
15 | 0.048757 | 0.4137 | 0.340156 |
16 | -0.074416 | -0.6314 | 0.735123 |
17 | -0.012747 | -0.1082 | 0.542915 |