Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.929125 | 7.8839 | 0 |
2 | 0.822312 | 6.9776 | 0 |
3 | 0.722814 | 6.1333 | 0 |
4 | 0.658488 | 5.5875 | 0 |
5 | 0.631027 | 5.3544 | 0 |
6 | 0.600277 | 5.0935 | 1e-06 |
7 | 0.57611 | 4.8885 | 3e-06 |
8 | 0.555175 | 4.7108 | 6e-06 |
9 | 0.564638 | 4.7911 | 4e-06 |
10 | 0.594892 | 5.0478 | 2e-06 |
11 | 0.62206 | 5.2784 | 1e-06 |
12 | 0.619898 | 5.26 | 1e-06 |
13 | 0.532418 | 4.5177 | 1.2e-05 |
14 | 0.424475 | 3.6018 | 0.000289 |
15 | 0.327217 | 2.7765 | 0.003499 |
16 | 0.258487 | 2.1933 | 0.015757 |
17 | 0.217457 | 1.8452 | 0.034561 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.929125 | 7.8839 | 0 |
1 | -0.299591 | -2.5421 | 0.993415 |
2 | 0.066234 | 0.562 | 0.287926 |
3 | 0.17709 | 1.5027 | 0.06865 |
4 | 0.133853 | 1.1358 | 0.129907 |
5 | -0.141375 | -1.1996 | 0.882887 |
6 | 0.144333 | 1.2247 | 0.112339 |
7 | 0.047532 | 0.4033 | 0.343953 |
8 | 0.249087 | 2.1136 | 0.019009 |
9 | 0.060025 | 0.5093 | 0.306041 |
10 | 0.037596 | 0.319 | 0.375322 |
11 | -0.126236 | -1.0711 | 0.85616 |
12 | -0.515954 | -4.378 | 0.99998 |
13 | 0.058024 | 0.4924 | 0.311984 |
14 | -0.042816 | -0.3633 | 0.641278 |
15 | -0.093334 | -0.792 | 0.784509 |
16 | -0.059197 | -0.5023 | 0.691507 |
17 | 0.02322 | 0.197 | 0.422181 |