Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.94193 | 7.2962 | 0 |
2 | 0.882083 | 6.8326 | 0 |
3 | 0.831131 | 6.4379 | 0 |
4 | 0.795665 | 6.1632 | 0 |
5 | 0.769233 | 5.9585 | 0 |
6 | 0.723536 | 5.6045 | 0 |
7 | 0.674598 | 5.2254 | 1e-06 |
8 | 0.628274 | 4.8666 | 4e-06 |
9 | 0.59707 | 4.6249 | 1e-05 |
10 | 0.563117 | 4.3619 | 2.6e-05 |
11 | 0.522797 | 4.0496 | 7.5e-05 |
12 | 0.471033 | 3.6486 | 0.000277 |
13 | 0.416304 | 3.2247 | 0.001021 |
14 | 0.35453 | 2.7462 | 0.003973 |
15 | 0.290575 | 2.2508 | 0.014038 |
16 | 0.225216 | 1.7445 | 0.043095 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.94193 | 7.2962 | 0 |
1 | -0.045663 | -0.3537 | 0.637601 |
2 | 0.047473 | 0.3677 | 0.357186 |
3 | 0.107373 | 0.8317 | 0.204435 |
4 | 0.062391 | 0.4833 | 0.315328 |
5 | -0.17232 | -1.3348 | 0.906505 |
6 | -0.023569 | -0.1826 | 0.572121 |
7 | -0.003969 | -0.0307 | 0.512211 |
8 | 0.076298 | 0.591 | 0.278369 |
9 | -0.077686 | -0.6018 | 0.725198 |
10 | -0.039327 | -0.3046 | 0.619149 |
11 | -0.102306 | -0.7925 | 0.784392 |
12 | -0.057199 | -0.4431 | 0.670342 |
13 | -0.167417 | -1.2968 | 0.900168 |
14 | -0.086544 | -0.6704 | 0.747402 |
15 | -0.087822 | -0.6803 | 0.750523 |
16 | -0.01094 | -0.0847 | 0.533627 |