Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.934735 | 7.2404 | 0 |
2 | 0.870588 | 6.7435 | 0 |
3 | 0.809725 | 6.2721 | 0 |
4 | 0.7553 | 5.8505 | 0 |
5 | 0.7019 | 5.4369 | 1e-06 |
6 | 0.649667 | 5.0323 | 2e-06 |
7 | 0.599657 | 4.6449 | 1e-05 |
8 | 0.550947 | 4.2676 | 3.6e-05 |
9 | 0.503972 | 3.9037 | 0.000121 |
10 | 0.45455 | 3.5209 | 0.000414 |
11 | 0.41086 | 3.1825 | 0.001157 |
12 | 0.367796 | 2.8489 | 0.003001 |
13 | 0.334942 | 2.5944 | 0.005945 |
14 | 0.298018 | 2.3084 | 0.012219 |
15 | 0.261525 | 2.0258 | 0.023621 |
16 | 0.225253 | 1.7448 | 0.04307 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.934735 | 7.2404 | 0 |
1 | -0.024873 | -0.1927 | 0.576064 |
2 | -0.008203 | -0.0635 | 0.525227 |
3 | 0.017766 | 0.1376 | 0.445503 |
4 | -0.021721 | -0.1682 | 0.566523 |
5 | -0.019817 | -0.1535 | 0.560742 |
6 | -0.011267 | -0.0873 | 0.534627 |
7 | -0.019665 | -0.1523 | 0.560279 |
8 | -0.015906 | -0.1232 | 0.548822 |
9 | -0.048472 | -0.3755 | 0.64568 |
10 | 0.013366 | 0.1035 | 0.458942 |
11 | -0.02511 | -0.1945 | 0.576779 |
12 | 0.050192 | 0.3888 | 0.349405 |
13 | -0.053959 | -0.418 | 0.661268 |
14 | -0.021589 | -0.1672 | 0.566124 |
15 | -0.022172 | -0.1717 | 0.567891 |
16 | -0.020479 | -0.1586 | 0.562753 |