Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.951096 | 7.3672 | 0 |
2 | 0.900961 | 6.9788 | 0 |
3 | 0.843418 | 6.5331 | 0 |
4 | 0.786422 | 6.0916 | 0 |
5 | 0.729064 | 5.6473 | 0 |
6 | 0.670428 | 5.1931 | 1e-06 |
7 | 0.615758 | 4.7696 | 6e-06 |
8 | 0.567076 | 4.3926 | 2.3e-05 |
9 | 0.519227 | 4.0219 | 8.2e-05 |
10 | 0.468481 | 3.6288 | 0.000295 |
11 | 0.418199 | 3.2394 | 0.000977 |
12 | 0.367404 | 2.8459 | 0.003026 |
13 | 0.320782 | 2.4848 | 0.007885 |
14 | 0.271551 | 2.1034 | 0.019815 |
15 | 0.218775 | 1.6946 | 0.047666 |
16 | 0.17603 | 1.3635 | 0.088906 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.951096 | 7.3672 | 0 |
1 | -0.037959 | -0.294 | 0.615124 |
2 | -0.103982 | -0.8054 | 0.788128 |
3 | -0.023951 | -0.1855 | 0.573277 |
4 | -0.030269 | -0.2345 | 0.592287 |
5 | -0.047733 | -0.3697 | 0.643561 |
6 | 0.007472 | 0.0579 | 0.47702 |
7 | 0.031251 | 0.2421 | 0.404776 |
8 | -0.029802 | -0.2308 | 0.590889 |
9 | -0.071624 | -0.5548 | 0.709452 |
10 | -0.029213 | -0.2263 | 0.589125 |
11 | -0.037643 | -0.2916 | 0.614194 |
12 | 0.00567 | 0.0439 | 0.482559 |
13 | -0.058748 | -0.4551 | 0.674645 |
14 | -0.077766 | -0.6024 | 0.725401 |
15 | 0.068177 | 0.5281 | 0.299689 |
16 | -0.067818 | -0.5253 | 0.699349 |