Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.896001 | 6.9404 | 0 |
2 | 0.745631 | 5.7756 | 0 |
3 | 0.609516 | 4.7213 | 7e-06 |
4 | 0.52576 | 4.0725 | 6.9e-05 |
5 | 0.49061 | 3.8002 | 0.00017 |
6 | 0.452548 | 3.5054 | 0.000435 |
7 | 0.429435 | 3.3264 | 0.000753 |
8 | 0.401447 | 3.1096 | 0.001432 |
9 | 0.408171 | 3.1617 | 0.00123 |
10 | 0.446075 | 3.4553 | 0.000508 |
11 | 0.49183 | 3.8097 | 0.000165 |
12 | 0.502225 | 3.8902 | 0.000127 |
13 | 0.396276 | 3.0695 | 0.001609 |
14 | 0.25484 | 1.974 | 0.026497 |
15 | 0.126056 | 0.9764 | 0.166387 |
16 | 0.050453 | 0.3908 | 0.348662 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.896001 | 6.9404 | 0 |
1 | -0.290021 | -2.2465 | 0.985817 |
2 | 0.041698 | 0.323 | 0.373912 |
3 | 0.159183 | 1.233 | 0.111187 |
4 | 0.104016 | 0.8057 | 0.211798 |
5 | -0.111611 | -0.8645 | 0.804631 |
6 | 0.147321 | 1.1411 | 0.129173 |
7 | -0.028206 | -0.2185 | 0.586102 |
8 | 0.214448 | 1.6611 | 0.050954 |
9 | 0.115279 | 0.8929 | 0.187727 |
10 | 0.084342 | 0.6533 | 0.258026 |
11 | -0.127429 | -0.9871 | 0.836212 |
12 | -0.463672 | -3.5916 | 0.999668 |
13 | -0.027061 | -0.2096 | 0.58266 |
14 | -0.033853 | -0.2622 | 0.602976 |
15 | -0.011732 | -0.0909 | 0.536052 |
16 | -0.066026 | -0.5114 | 0.694539 |