Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.1854 | 0 |
1 | 0.941593 | 7.7073 | 0 |
2 | 0.888364 | 7.2716 | 0 |
3 | 0.846644 | 6.9301 | 0 |
4 | 0.805104 | 6.5901 | 0 |
5 | 0.767613 | 6.2832 | 0 |
6 | 0.731486 | 5.9875 | 0 |
7 | 0.706919 | 5.7864 | 0 |
8 | 0.672033 | 5.5008 | 0 |
9 | 0.646872 | 5.2949 | 1e-06 |
10 | 0.625722 | 5.1218 | 1e-06 |
11 | 0.590729 | 4.8353 | 4e-06 |
12 | 0.537833 | 4.4024 | 2e-05 |
13 | 0.484294 | 3.9641 | 9.1e-05 |
14 | 0.440444 | 3.6052 | 0.000297 |
15 | 0.389351 | 3.187 | 0.001092 |
16 | 0.329789 | 2.6994 | 0.004392 |
17 | 0.2812 | 2.3017 | 0.012233 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.941593 | 7.7073 | 0 |
1 | 0.015577 | 0.1275 | 0.449463 |
2 | 0.075229 | 0.6158 | 0.270065 |
3 | -0.012476 | -0.1021 | 0.540517 |
4 | 0.023131 | 0.1893 | 0.425201 |
5 | -0.004579 | -0.0375 | 0.514893 |
6 | 0.090791 | 0.7432 | 0.229992 |
7 | -0.095176 | -0.779 | 0.780652 |
8 | 0.083679 | 0.6849 | 0.247871 |
9 | 0.011246 | 0.0921 | 0.463466 |
10 | -0.109156 | -0.8935 | 0.8126 |
11 | -0.190174 | -1.5566 | 0.937867 |
12 | -0.056482 | -0.4623 | 0.677328 |
13 | 0.005316 | 0.0435 | 0.482712 |
14 | -0.082819 | -0.6779 | 0.749916 |
15 | -0.139901 | -1.1451 | 0.871887 |
16 | 0.014962 | 0.1225 | 0.451448 |
17 | -0.026187 | -0.2144 | 0.584537 |