Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.967776 | 8.2118 | 0 |
2 | 0.935541 | 7.9383 | 0 |
3 | 0.901237 | 7.6473 | 0 |
4 | 0.865834 | 7.3468 | 0 |
5 | 0.831421 | 7.0548 | 0 |
6 | 0.794046 | 6.7377 | 0 |
7 | 0.756642 | 6.4203 | 0 |
8 | 0.715826 | 6.074 | 0 |
9 | 0.673927 | 5.7185 | 0 |
10 | 0.629878 | 5.3447 | 1e-06 |
11 | 0.587536 | 4.9854 | 2e-06 |
12 | 0.546184 | 4.6345 | 8e-06 |
13 | 0.502495 | 4.2638 | 3e-05 |
14 | 0.45798 | 3.8861 | 0.000112 |
15 | 0.417507 | 3.5427 | 0.00035 |
16 | 0.375402 | 3.1854 | 0.001069 |
17 | 0.332101 | 2.818 | 0.003117 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.967776 | 8.2118 | 0 |
1 | -0.016539 | -0.1403 | 0.555609 |
2 | -0.049288 | -0.4182 | 0.661485 |
3 | -0.035464 | -0.3009 | 0.61783 |
4 | -0.002338 | -0.0198 | 0.507887 |
5 | -0.064561 | -0.5478 | 0.707246 |
6 | -0.022186 | -0.1883 | 0.574397 |
7 | -0.073324 | -0.6222 | 0.732103 |
8 | -0.039809 | -0.3378 | 0.631747 |
9 | -0.058373 | -0.4953 | 0.689057 |
10 | 0.003989 | 0.0338 | 0.486547 |
11 | -0.010538 | -0.0894 | 0.5355 |
12 | -0.061023 | -0.5178 | 0.696905 |
13 | -0.044681 | -0.3791 | 0.647145 |
14 | 0.042106 | 0.3573 | 0.360963 |
15 | -0.053 | -0.4497 | 0.672869 |
16 | -0.052718 | -0.4473 | 0.672009 |
17 | -0.061307 | -0.5202 | 0.697743 |