Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.945386 | 7.3229 | 0 |
2 | 0.889349 | 6.8889 | 0 |
3 | 0.837684 | 6.4887 | 0 |
4 | 0.797121 | 6.1745 | 0 |
5 | 0.762843 | 5.909 | 0 |
6 | 0.715936 | 5.5456 | 0 |
7 | 0.666887 | 5.1657 | 1e-06 |
8 | 0.620029 | 4.8027 | 5e-06 |
9 | 0.584091 | 4.5244 | 1.5e-05 |
10 | 0.544946 | 4.2211 | 4.2e-05 |
11 | 0.503857 | 3.9029 | 0.000122 |
12 | 0.454697 | 3.5221 | 0.000413 |
13 | 0.404416 | 3.1326 | 0.001339 |
14 | 0.34651 | 2.6841 | 0.004694 |
15 | 0.286922 | 2.2225 | 0.015015 |
16 | 0.230033 | 1.7818 | 0.039919 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.945386 | 7.3229 | 0 |
1 | -0.041462 | -0.3212 | 0.625398 |
2 | 0.011726 | 0.0908 | 0.463965 |
3 | 0.075446 | 0.5844 | 0.28057 |
4 | 0.035315 | 0.2735 | 0.392686 |
5 | -0.133855 | -1.0368 | 0.848013 |
6 | -0.030883 | -0.2392 | 0.594123 |
7 | -0.003263 | -0.0253 | 0.510042 |
8 | 0.05668 | 0.439 | 0.331105 |
9 | -0.07182 | -0.5563 | 0.709968 |
10 | -0.02356 | -0.1825 | 0.572095 |
11 | -0.085187 | -0.6599 | 0.744063 |
12 | -0.042074 | -0.3259 | 0.627183 |
13 | -0.140975 | -1.092 | 0.860398 |
14 | -0.064759 | -0.5016 | 0.691115 |
15 | -0.030405 | -0.2355 | 0.592695 |
16 | -0.03828 | -0.2965 | 0.616071 |