Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.907995 | 7.0333 | 0 |
2 | 0.815358 | 6.3157 | 0 |
3 | 0.725638 | 5.6208 | 0 |
4 | 0.667576 | 5.171 | 1e-06 |
5 | 0.620909 | 4.8095 | 5e-06 |
6 | 0.587637 | 4.5518 | 1.3e-05 |
7 | 0.546682 | 4.2346 | 4e-05 |
8 | 0.509746 | 3.9485 | 0.000105 |
9 | 0.469618 | 3.6376 | 0.000287 |
10 | 0.434378 | 3.3647 | 0.00067 |
11 | 0.397876 | 3.0819 | 0.001552 |
12 | 0.356464 | 2.7612 | 0.003815 |
13 | 0.329283 | 2.5506 | 0.006662 |
14 | 0.286502 | 2.2192 | 0.015132 |
15 | 0.250975 | 1.944 | 0.028292 |
16 | 0.223065 | 1.7279 | 0.044579 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.907995 | 7.0333 | 0 |
1 | -0.051827 | -0.4014 | 0.655242 |
2 | -0.034349 | -0.2661 | 0.604451 |
3 | 0.128915 | 0.9986 | 0.161006 |
4 | 0.027604 | 0.2138 | 0.415707 |
5 | 0.049533 | 0.3837 | 0.351285 |
6 | -0.039255 | -0.3041 | 0.618935 |
7 | 0.017881 | 0.1385 | 0.445152 |
8 | -0.016204 | -0.1255 | 0.549733 |
9 | 0.002036 | 0.0158 | 0.493736 |
10 | -0.019845 | -0.1537 | 0.560825 |
11 | -0.056187 | -0.4352 | 0.667518 |
12 | 0.067195 | 0.5205 | 0.302318 |
13 | -0.116582 | -0.903 | 0.814941 |
14 | 0.010723 | 0.0831 | 0.467039 |
15 | 0.03434 | 0.266 | 0.395576 |
16 | -0.011783 | -0.0913 | 0.53621 |