Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.968718 | 8.2198 | 0 |
2 | 0.928889 | 7.8819 | 0 |
3 | 0.890042 | 7.5523 | 0 |
4 | 0.851435 | 7.2247 | 0 |
5 | 0.811723 | 6.8877 | 0 |
6 | 0.773496 | 6.5633 | 0 |
7 | 0.737276 | 6.256 | 0 |
8 | 0.702963 | 5.9648 | 0 |
9 | 0.658283 | 5.5857 | 0 |
10 | 0.614095 | 5.2108 | 1e-06 |
11 | 0.574607 | 4.8757 | 3e-06 |
12 | 0.532969 | 4.5224 | 1.2e-05 |
13 | 0.489589 | 4.1543 | 4.4e-05 |
14 | 0.445308 | 3.7786 | 0.000161 |
15 | 0.406034 | 3.4453 | 0.000478 |
16 | 0.373073 | 3.1656 | 0.001134 |
17 | 0.3367 | 2.857 | 0.002793 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.968718 | 8.2198 | 0 |
1 | -0.154672 | -1.3124 | 0.903229 |
2 | 0.014394 | 0.1221 | 0.451565 |
3 | -0.023608 | -0.2003 | 0.579101 |
4 | -0.038827 | -0.3295 | 0.628618 |
5 | 0.007897 | 0.067 | 0.473382 |
6 | 0.003482 | 0.0295 | 0.488254 |
7 | 0.004107 | 0.0348 | 0.486149 |
8 | -0.198945 | -1.6881 | 0.952141 |
9 | 0.031936 | 0.271 | 0.393587 |
10 | 0.035225 | 0.2989 | 0.382941 |
11 | -0.082934 | -0.7037 | 0.75806 |
12 | -0.03174 | -0.2693 | 0.605774 |
13 | -0.048794 | -0.414 | 0.659959 |
14 | 0.052947 | 0.4493 | 0.327294 |
15 | 0.048664 | 0.4129 | 0.340443 |
16 | -0.075063 | -0.6369 | 0.736905 |
17 | -0.012932 | -0.1097 | 0.543537 |