Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.544 | 0 |
1 | 0.963683 | 8.2337 | 0 |
2 | 0.922125 | 7.8786 | 0 |
3 | 0.879399 | 7.5136 | 0 |
4 | 0.84063 | 7.1823 | 0 |
5 | 0.811384 | 6.9325 | 0 |
6 | 0.77473 | 6.6193 | 0 |
7 | 0.722275 | 6.1711 | 0 |
8 | 0.658282 | 5.6244 | 0 |
9 | 0.604299 | 5.1631 | 1e-06 |
10 | 0.556807 | 4.7574 | 5e-06 |
11 | 0.525819 | 4.4926 | 1.3e-05 |
12 | 0.489271 | 4.1803 | 4e-05 |
13 | 0.429799 | 3.6722 | 0.000228 |
14 | 0.369565 | 3.1576 | 0.001157 |
15 | 0.31317 | 2.6757 | 0.0046 |
16 | 0.265121 | 2.2652 | 0.013234 |
17 | 0.228117 | 1.949 | 0.027567 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.963683 | 8.2337 | 0 |
1 | -0.091994 | -0.786 | 0.782793 |
2 | -0.032996 | -0.2819 | 0.610598 |
3 | 0.035175 | 0.3005 | 0.382311 |
4 | 0.106183 | 0.9072 | 0.183635 |
5 | -0.142639 | -1.2187 | 0.886561 |
6 | -0.237141 | -2.0261 | 0.976797 |
7 | -0.160772 | -1.3736 | 0.913121 |
8 | 0.153249 | 1.3094 | 0.097259 |
9 | 0.017204 | 0.147 | 0.441772 |
10 | 0.144641 | 1.2358 | 0.110245 |
11 | -0.131602 | -1.1244 | 0.867737 |
12 | -0.290656 | -2.4834 | 0.992344 |
13 | 0.035917 | 0.3069 | 0.379907 |
14 | 0.076997 | 0.6579 | 0.256349 |
15 | -0.043268 | -0.3697 | 0.643656 |
16 | -0.024472 | -0.2091 | 0.58252 |
17 | -0.096553 | -0.8249 | 0.793956 |