Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.3666 | 0 |
1 | 0.931432 | 7.7929 | 0 |
2 | 0.872195 | 7.2973 | 0 |
3 | 0.828253 | 6.9297 | 0 |
4 | 0.777002 | 6.5009 | 0 |
5 | 0.731296 | 6.1185 | 0 |
6 | 0.686885 | 5.7469 | 0 |
7 | 0.651536 | 5.4511 | 0 |
8 | 0.622844 | 5.2111 | 1e-06 |
9 | 0.608963 | 5.095 | 1e-06 |
10 | 0.603435 | 5.0487 | 2e-06 |
11 | 0.582994 | 4.8777 | 3e-06 |
12 | 0.549291 | 4.5957 | 9e-06 |
13 | 0.522712 | 4.3733 | 2.1e-05 |
14 | 0.494683 | 4.1388 | 4.8e-05 |
15 | 0.445277 | 3.7255 | 0.000196 |
16 | 0.382761 | 3.2024 | 0.001026 |
17 | 0.328303 | 2.7468 | 0.003823 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.931432 | 7.7929 | 0 |
1 | 0.034957 | 0.2925 | 0.385395 |
2 | 0.08846 | 0.7401 | 0.230855 |
3 | -0.064479 | -0.5395 | 0.704364 |
4 | 0.020294 | 0.1698 | 0.432832 |
5 | -0.021245 | -0.1777 | 0.570282 |
6 | 0.05576 | 0.4665 | 0.321146 |
7 | 0.035834 | 0.2998 | 0.382607 |
8 | 0.119985 | 1.0039 | 0.15945 |
9 | 0.076785 | 0.6424 | 0.261346 |
10 | -0.080659 | -0.6748 | 0.749002 |
11 | -0.119456 | -0.9994 | 0.839488 |
12 | 0.008191 | 0.0685 | 0.472778 |
13 | -0.01987 | -0.1662 | 0.565778 |
14 | -0.154737 | -1.2946 | 0.900148 |
15 | -0.15282 | -1.2786 | 0.897366 |
16 | -0.017263 | -0.1444 | 0.557214 |
17 | -0.030292 | -0.2534 | 0.599664 |