Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.544 | 0 |
1 | 0.777717 | 6.6448 | 0 |
2 | 0.667956 | 5.707 | 0 |
3 | 0.634233 | 5.4189 | 0 |
4 | 0.537231 | 4.5901 | 9e-06 |
5 | 0.466557 | 3.9863 | 7.9e-05 |
6 | 0.391141 | 3.3419 | 0.000657 |
7 | 0.26343 | 2.2507 | 0.013707 |
8 | 0.198466 | 1.6957 | 0.047102 |
9 | 0.132211 | 1.1296 | 0.131169 |
10 | 0.007068 | 0.0604 | 0.476007 |
11 | -0.078718 | -0.6726 | 0.748328 |
12 | -0.231771 | -1.9803 | 0.974278 |
13 | -0.289015 | -2.4693 | 0.992062 |
14 | -0.296692 | -2.5349 | 0.993305 |
15 | -0.296089 | -2.5298 | 0.993214 |
16 | -0.314041 | -2.6832 | 0.995492 |
17 | -0.330171 | -2.821 | 0.996919 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.777717 | 6.6448 | 0 |
1 | 0.159715 | 1.3646 | 0.088284 |
2 | 0.19089 | 1.631 | 0.053602 |
3 | -0.080103 | -0.6844 | 0.752057 |
4 | 0.003095 | 0.0264 | 0.489486 |
5 | -0.072967 | -0.6234 | 0.732528 |
6 | -0.179264 | -1.5316 | 0.935033 |
7 | -0.004032 | -0.0344 | 0.513693 |
8 | -0.05042 | -0.4308 | 0.666054 |
9 | -0.162544 | -1.3888 | 0.915438 |
10 | -0.08442 | -0.7213 | 0.76348 |
11 | -0.306519 | -2.6189 | 0.994639 |
12 | 0.052976 | 0.4526 | 0.326079 |
13 | 0.047185 | 0.4031 | 0.34401 |
14 | 0.185298 | 1.5832 | 0.058851 |
15 | 0.030417 | 0.2599 | 0.397844 |
16 | -0.032153 | -0.2747 | 0.607845 |
17 | 0.063069 | 0.5389 | 0.295811 |