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 |
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 |