Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.544 | 0 |
1 | 0.912308 | 7.7948 | 0 |
2 | 0.785179 | 6.7086 | 0 |
3 | 0.676159 | 5.7771 | 0 |
4 | 0.604427 | 5.1642 | 1e-06 |
5 | 0.573941 | 4.9038 | 3e-06 |
6 | 0.537913 | 4.5959 | 9e-06 |
7 | 0.473186 | 4.0429 | 6.5e-05 |
8 | 0.399627 | 3.4144 | 0.000523 |
9 | 0.377702 | 3.2271 | 0.000937 |
10 | 0.401449 | 3.43 | 0.000498 |
11 | 0.458255 | 3.9153 | 0.000101 |
12 | 0.484761 | 4.1418 | 4.6e-05 |
13 | 0.394331 | 3.3692 | 0.000604 |
14 | 0.272712 | 2.33 | 0.011286 |
15 | 0.168964 | 1.4436 | 0.076561 |
16 | 0.104127 | 0.8897 | 0.188285 |
17 | 0.076378 | 0.6526 | 0.25804 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.912308 | 7.7948 | 0 |
1 | -0.281026 | -2.4011 | 0.990553 |
2 | 0.096539 | 0.8248 | 0.206079 |
3 | 0.111312 | 0.951 | 0.172359 |
4 | 0.142119 | 1.2143 | 0.114281 |
5 | -0.124796 | -1.0663 | 0.85509 |
6 | -0.115753 | -0.989 | 0.837033 |
7 | 0.016045 | 0.1371 | 0.445668 |
8 | 0.311727 | 2.6634 | 0.004756 |
9 | 0.085458 | 0.7301 | 0.233818 |
10 | 0.14863 | 1.2699 | 0.104078 |
11 | -0.166058 | -1.4188 | 0.919893 |
12 | -0.578441 | -4.9422 | 0.999998 |
13 | 0.042667 | 0.3645 | 0.358251 |
14 | 0.03628 | 0.31 | 0.378732 |
15 | 0.019456 | 0.1662 | 0.434216 |
16 | 0.022454 | 0.1918 | 0.424198 |
17 | -0.034806 | -0.2974 | 0.616492 |