Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.73553 | 5.6974 | 0 |
2 | 0.395337 | 3.0623 | 0.001643 |
3 | -0.016964 | -0.1314 | 0.552052 |
4 | -0.427668 | -3.3127 | 0.999215 |
5 | -0.722535 | -5.5967 | 1 |
6 | -0.789226 | -6.1133 | 1 |
7 | -0.676324 | -5.2388 | 0.999999 |
8 | -0.35126 | -2.7208 | 0.995746 |
9 | 0.045738 | 0.3543 | 0.362184 |
10 | 0.385269 | 2.9843 | 0.002054 |
11 | 0.623374 | 4.8286 | 5e-06 |
12 | 0.765686 | 5.931 | 0 |
13 | 0.56979 | 4.4136 | 2.2e-05 |
14 | 0.306125 | 2.3712 | 0.010478 |
15 | -0.033 | -0.2556 | 0.60044 |
16 | -0.334113 | -2.588 | 0.993955 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.73553 | 5.6974 | 0 |
1 | -0.317362 | -2.4583 | 0.991568 |
2 | -0.403618 | -3.1264 | 0.998636 |
3 | -0.421614 | -3.2658 | 0.999097 |
4 | -0.36748 | -2.8465 | 0.996979 |
5 | -0.163209 | -1.2642 | 0.894478 |
6 | -0.211195 | -1.6359 | 0.946453 |
7 | 0.027032 | 0.2094 | 0.417428 |
8 | 0.007388 | 0.0572 | 0.477277 |
9 | -0.109021 | -0.8445 | 0.79912 |
10 | -0.036075 | -0.2794 | 0.609565 |
11 | 0.305641 | 2.3675 | 0.010576 |
12 | -0.286349 | -2.218 | 0.984826 |
13 | 0.10409 | 0.8063 | 0.211633 |
14 | 0.021609 | 0.1674 | 0.433816 |
15 | 0.165227 | 1.2798 | 0.102764 |
16 | -0.00516 | -0.04 | 0.515875 |