Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.906276 | 7.0782 | 0 |
2 | 0.799562 | 6.2448 | 0 |
3 | 0.720938 | 5.6307 | 0 |
4 | 0.621533 | 4.8543 | 4e-06 |
5 | 0.52026 | 4.0634 | 7e-05 |
6 | 0.460786 | 3.5989 | 0.000321 |
7 | 0.394007 | 3.0773 | 0.001563 |
8 | 0.312614 | 2.4416 | 0.008769 |
9 | 0.237908 | 1.8581 | 0.03399 |
10 | 0.1717 | 1.341 | 0.092443 |
11 | 0.11767 | 0.919 | 0.18085 |
12 | 0.092461 | 0.7221 | 0.236482 |
13 | 0.067699 | 0.5287 | 0.299449 |
14 | 0.046497 | 0.3632 | 0.358873 |
15 | 0.029719 | 0.2321 | 0.408614 |
16 | 0.006759 | 0.0528 | 0.479037 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.906276 | 7.0782 | 0 |
1 | -0.121876 | -0.9519 | 0.827544 |
2 | 0.104845 | 0.8189 | 0.208025 |
3 | -0.189673 | -1.4814 | 0.928176 |
4 | -0.024299 | -0.1898 | 0.574944 |
5 | 0.139037 | 1.0859 | 0.140895 |
6 | -0.114773 | -0.8964 | 0.813219 |
7 | -0.0624 | -0.4874 | 0.686124 |
8 | -0.075667 | -0.591 | 0.721641 |
9 | -0.015337 | -0.1198 | 0.547477 |
10 | 0.067424 | 0.5266 | 0.30019 |
11 | 0.090893 | 0.7099 | 0.240237 |
12 | -0.067619 | -0.5281 | 0.700333 |
13 | 0.0165 | 0.1289 | 0.448942 |
14 | -0.037714 | -0.2946 | 0.615332 |
15 | -0.029965 | -0.234 | 0.59213 |
16 | 0.045451 | 0.355 | 0.361914 |