Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.544 | 0 |
1 | 0.912351 | 7.7951 | 0 |
2 | 0.823931 | 7.0397 | 0 |
3 | 0.736937 | 6.2964 | 0 |
4 | 0.650245 | 5.5557 | 0 |
5 | 0.558208 | 4.7693 | 5e-06 |
6 | 0.473562 | 4.0461 | 6.4e-05 |
7 | 0.400497 | 3.4218 | 0.000511 |
8 | 0.333595 | 2.8502 | 0.002838 |
9 | 0.273868 | 2.3399 | 0.011012 |
10 | 0.237898 | 2.0326 | 0.022866 |
11 | 0.214159 | 1.8298 | 0.035683 |
12 | 0.19637 | 1.6778 | 0.048833 |
13 | 0.173804 | 1.485 | 0.070927 |
14 | 0.160987 | 1.3755 | 0.086596 |
15 | 0.149734 | 1.2793 | 0.102417 |
16 | 0.138001 | 1.1791 | 0.121098 |
17 | 0.119578 | 1.0217 | 0.155155 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.912351 | 7.7951 | 0 |
1 | -0.050432 | -0.4309 | 0.666092 |
2 | -0.039927 | -0.3411 | 0.63301 |
3 | -0.048357 | -0.4132 | 0.65965 |
4 | -0.084582 | -0.7227 | 0.763905 |
5 | -0.014121 | -0.1207 | 0.54785 |
6 | 0.011637 | 0.0994 | 0.460535 |
7 | -0.015796 | -0.135 | 0.553493 |
8 | -0.006593 | -0.0563 | 0.522383 |
9 | 0.091752 | 0.7839 | 0.21781 |
10 | 0.034612 | 0.2957 | 0.38414 |
11 | 0.009931 | 0.0848 | 0.466307 |
12 | -0.051687 | -0.4416 | 0.669964 |
13 | 0.027073 | 0.2313 | 0.408861 |
14 | -0.005455 | -0.0466 | 0.518524 |
15 | -0.005389 | -0.046 | 0.518299 |
16 | -0.04225 | -0.361 | 0.640422 |
17 | -0.043883 | -0.3749 | 0.645604 |