Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.939557 | 7.9724 | 0 |
2 | 0.89772 | 7.6174 | 0 |
3 | 0.86648 | 7.3523 | 0 |
4 | 0.806441 | 6.8429 | 0 |
5 | 0.746781 | 6.3366 | 0 |
6 | 0.709602 | 6.0212 | 0 |
7 | 0.67291 | 5.7098 | 0 |
8 | 0.621771 | 5.2759 | 1e-06 |
9 | 0.573385 | 4.8653 | 3e-06 |
10 | 0.526452 | 4.4671 | 1.4e-05 |
11 | 0.482063 | 4.0904 | 5.5e-05 |
12 | 0.431416 | 3.6607 | 0.000238 |
13 | 0.392739 | 3.3325 | 0.000681 |
14 | 0.362034 | 3.072 | 0.0015 |
15 | 0.343064 | 2.911 | 0.002396 |
16 | 0.309761 | 2.6284 | 0.00524 |
17 | 0.287342 | 2.4382 | 0.008615 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.939557 | 7.9724 | 0 |
1 | 0.127545 | 1.0823 | 0.141374 |
2 | 0.093343 | 0.792 | 0.215468 |
3 | -0.236412 | -2.006 | 0.975694 |
4 | -0.095041 | -0.8065 | 0.788681 |
5 | 0.122813 | 1.0421 | 0.150426 |
6 | 0.09125 | 0.7743 | 0.220651 |
7 | -0.105557 | -0.8957 | 0.813295 |
8 | -0.123546 | -1.0483 | 0.851003 |
9 | -0.074394 | -0.6313 | 0.735064 |
10 | 0.079614 | 0.6755 | 0.250747 |
11 | -0.022609 | -0.1918 | 0.575799 |
12 | 0.034864 | 0.2958 | 0.384106 |
13 | 0.010429 | 0.0885 | 0.464867 |
14 | 0.142963 | 1.2131 | 0.114532 |
15 | -0.119436 | -1.0134 | 0.84288 |
16 | 0.007776 | 0.066 | 0.473789 |
17 | -0.107628 | -0.9133 | 0.817921 |