Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.544 | 0 |
1 | 0.942845 | 8.0557 | 0 |
2 | 0.887599 | 7.5836 | 0 |
3 | 0.844614 | 7.2164 | 0 |
4 | 0.80593 | 6.8859 | 0 |
5 | 0.764084 | 6.5283 | 0 |
6 | 0.722694 | 6.1747 | 0 |
7 | 0.675864 | 5.7746 | 0 |
8 | 0.621779 | 5.3125 | 1e-06 |
9 | 0.573643 | 4.9012 | 3e-06 |
10 | 0.525993 | 4.4941 | 1.3e-05 |
11 | 0.48316 | 4.1281 | 4.8e-05 |
12 | 0.445145 | 3.8033 | 0.000147 |
13 | 0.407514 | 3.4818 | 0.000422 |
14 | 0.385617 | 3.2947 | 0.000761 |
15 | 0.366764 | 3.1336 | 0.001243 |
16 | 0.352813 | 3.0144 | 0.00177 |
17 | 0.332191 | 2.8382 | 0.002935 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.942845 | 8.0557 | 0 |
1 | -0.012219 | -0.1044 | 0.541431 |
2 | 0.08143 | 0.6957 | 0.244402 |
3 | 0.018748 | 0.1602 | 0.43659 |
4 | -0.037726 | -0.3223 | 0.625939 |
5 | -0.011937 | -0.102 | 0.540478 |
6 | -0.076096 | -0.6502 | 0.741186 |
7 | -0.09583 | -0.8188 | 0.792208 |
8 | 0.0095 | 0.0812 | 0.467764 |
9 | -0.042881 | -0.3664 | 0.642427 |
10 | 0.01953 | 0.1669 | 0.43397 |
11 | 0.022613 | 0.1932 | 0.423668 |
12 | -0.012848 | -0.1098 | 0.543556 |
13 | 0.139625 | 1.193 | 0.118375 |
14 | 0.018967 | 0.1621 | 0.435855 |
15 | 0.056203 | 0.4802 | 0.316261 |
16 | -0.056354 | -0.4815 | 0.684196 |
17 | -0.098846 | -0.8445 | 0.799436 |