Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.2801 | 0 |
1 | 0.939075 | 6.8366 | 0 |
2 | 0.873946 | 6.3624 | 0 |
3 | 0.806978 | 5.8749 | 0 |
4 | 0.741349 | 5.3971 | 1e-06 |
5 | 0.674143 | 4.9078 | 5e-06 |
6 | 0.605649 | 4.4092 | 2.6e-05 |
7 | 0.536916 | 3.9088 | 0.000133 |
8 | 0.469785 | 3.4201 | 0.000606 |
9 | 0.40189 | 2.9258 | 0.002524 |
10 | 0.333208 | 2.4258 | 0.009356 |
11 | 0.266651 | 1.9412 | 0.028777 |
12 | 0.232998 | 1.6962 | 0.047853 |
13 | 0.199319 | 1.4511 | 0.076327 |
14 | 0.163802 | 1.1925 | 0.119189 |
15 | 0.125395 | 0.9129 | 0.182718 |
16 | 0.089377 | 0.6507 | 0.259034 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.939075 | 6.8366 | 0 |
1 | -0.066999 | -0.4878 | 0.686135 |
2 | -0.049241 | -0.3585 | 0.639296 |
3 | -0.024713 | -0.1799 | 0.571047 |
4 | -0.051675 | -0.3762 | 0.645866 |
5 | -0.050654 | -0.3688 | 0.643113 |
6 | -0.043551 | -0.3171 | 0.623777 |
7 | -0.030934 | -0.2252 | 0.588657 |
8 | -0.053137 | -0.3868 | 0.64979 |
9 | -0.054975 | -0.4002 | 0.6547 |
10 | -0.032097 | -0.2337 | 0.591929 |
11 | 0.230894 | 1.6809 | 0.049331 |
12 | -0.051337 | -0.3737 | 0.644954 |
13 | -0.058474 | -0.4257 | 0.663974 |
14 | -0.05442 | -0.3962 | 0.653219 |
15 | -0.021972 | -0.16 | 0.563239 |
16 | 0.011556 | 0.0841 | 0.466636 |