Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.957206 | 8.1222 | 0 |
2 | 0.910896 | 7.7292 | 0 |
3 | 0.864117 | 7.3323 | 0 |
4 | 0.816636 | 6.9294 | 0 |
5 | 0.77195 | 6.5502 | 0 |
6 | 0.724452 | 6.1472 | 0 |
7 | 0.674141 | 5.7203 | 0 |
8 | 0.623128 | 5.2874 | 1e-06 |
9 | 0.569536 | 4.8327 | 4e-06 |
10 | 0.518975 | 4.4036 | 1.8e-05 |
11 | 0.468179 | 3.9726 | 8.3e-05 |
12 | 0.41807 | 3.5474 | 0.000344 |
13 | 0.369117 | 3.1321 | 0.001255 |
14 | 0.319696 | 2.7127 | 0.004171 |
15 | 0.26793 | 2.2735 | 0.012991 |
16 | 0.219429 | 1.8619 | 0.033348 |
17 | 0.170929 | 1.4504 | 0.075648 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.957206 | 8.1222 | 0 |
1 | -0.063839 | -0.5417 | 0.705149 |
2 | -0.028204 | -0.2393 | 0.59423 |
3 | -0.033162 | -0.2814 | 0.610389 |
4 | 0.0081 | 0.0687 | 0.472697 |
5 | -0.061597 | -0.5227 | 0.698595 |
6 | -0.0589 | -0.4998 | 0.690625 |
7 | -0.036397 | -0.3088 | 0.620832 |
8 | -0.060199 | -0.5108 | 0.694476 |
9 | 0.00296 | 0.0251 | 0.490017 |
10 | -0.03985 | -0.3381 | 0.631877 |
11 | -0.024188 | -0.2052 | 0.581019 |
12 | -0.023229 | -0.1971 | 0.577851 |
13 | -0.03768 | -0.3197 | 0.62495 |
14 | -0.066598 | -0.5651 | 0.71312 |
15 | 0.000184 | 0.0016 | 0.49938 |
16 | -0.041572 | -0.3528 | 0.637348 |
17 | -0.004675 | -0.0397 | 0.515768 |