Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.928799 | 7.2541 | 0 |
2 | 0.868154 | 6.7805 | 0 |
3 | 0.803135 | 6.2727 | 0 |
4 | 0.720623 | 5.6282 | 0 |
5 | 0.648672 | 5.0663 | 2e-06 |
6 | 0.584666 | 4.5664 | 1.2e-05 |
7 | 0.517068 | 4.0384 | 7.6e-05 |
8 | 0.457645 | 3.5743 | 0.000347 |
9 | 0.398898 | 3.1155 | 0.001399 |
10 | 0.336035 | 2.6245 | 0.005475 |
11 | 0.288393 | 2.2524 | 0.013953 |
12 | 0.247411 | 1.9323 | 0.028982 |
13 | 0.231137 | 1.8052 | 0.037986 |
14 | 0.217431 | 1.6982 | 0.047284 |
15 | 0.193174 | 1.5087 | 0.068264 |
16 | 0.165794 | 1.2949 | 0.100119 |
17 | 0.135414 | 1.0576 | 0.147201 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.928799 | 7.2541 | 0 |
1 | 0.039953 | 0.312 | 0.378035 |
2 | -0.059059 | -0.4613 | 0.676874 |
3 | -0.168115 | -1.313 | 0.902953 |
4 | 0.01203 | 0.094 | 0.462724 |
5 | 0.033544 | 0.262 | 0.397108 |
6 | -0.04628 | -0.3615 | 0.640497 |
7 | -0.006873 | -0.0537 | 0.521318 |
8 | -0.040287 | -0.3147 | 0.622951 |
9 | -0.064524 | -0.5039 | 0.691943 |
10 | 0.0549 | 0.4288 | 0.334797 |
11 | 0.031887 | 0.249 | 0.40208 |
12 | 0.164617 | 1.2857 | 0.101704 |
13 | -0.008418 | -0.0657 | 0.526104 |
14 | -0.121823 | -0.9515 | 0.827439 |
15 | -0.098083 | -0.766 | 0.776699 |
16 | -0.034825 | -0.272 | 0.606728 |
17 | 0.024538 | 0.1917 | 0.424326 |