Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.79963 | 6.7851 | 0 |
2 | 0.513833 | 4.36 | 2.1e-05 |
3 | 0.261503 | 2.2189 | 0.014822 |
4 | 0.100401 | 0.8519 | 0.198538 |
5 | 0.03718 | 0.3155 | 0.376653 |
6 | 0.000199 | 0.0017 | 0.499328 |
7 | 0.004282 | 0.0363 | 0.485558 |
8 | 0.039986 | 0.3393 | 0.367688 |
9 | 0.155265 | 1.3175 | 0.09593 |
10 | 0.326173 | 2.7677 | 0.003586 |
11 | 0.509282 | 4.3214 | 2.4e-05 |
12 | 0.612641 | 5.1984 | 1e-06 |
13 | 0.440121 | 3.7345 | 0.000187 |
14 | 0.220794 | 1.8735 | 0.032529 |
15 | 0.031464 | 0.267 | 0.395122 |
16 | -0.088201 | -0.7484 | 0.771674 |
17 | -0.142218 | -1.2068 | 0.884262 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.79963 | 6.7851 | 0 |
1 | -0.348249 | -2.955 | 0.997888 |
2 | -0.044152 | -0.3746 | 0.645487 |
3 | 0.038846 | 0.3296 | 0.371324 |
4 | 0.05926 | 0.5028 | 0.308307 |
5 | -0.088534 | -0.7512 | 0.772521 |
6 | 0.086829 | 0.7368 | 0.231829 |
7 | 0.062796 | 0.5328 | 0.297891 |
8 | 0.256775 | 2.1788 | 0.01631 |
9 | 0.210526 | 1.7864 | 0.039124 |
10 | 0.260511 | 2.2105 | 0.015124 |
11 | 0.08445 | 0.7166 | 0.237975 |
12 | -0.550817 | -4.6738 | 0.999993 |
13 | 0.174299 | 1.479 | 0.071754 |
14 | -0.040867 | -0.3468 | 0.635111 |
15 | -0.091243 | -0.7742 | 0.779333 |
16 | -0.088394 | -0.75 | 0.772165 |
17 | 0.041631 | 0.3532 | 0.362467 |