Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.3485 | 0 |
1 | 0.919532 | 6.7572 | 0 |
2 | 0.841308 | 6.1823 | 0 |
3 | 0.766321 | 5.6313 | 0 |
4 | 0.694227 | 5.1015 | 2e-06 |
5 | 0.626774 | 4.6058 | 1.3e-05 |
6 | 0.562444 | 4.1331 | 6.3e-05 |
7 | 0.50158 | 3.6858 | 0.000265 |
8 | 0.442347 | 3.2506 | 0.000993 |
9 | 0.381348 | 2.8023 | 0.003515 |
10 | 0.323087 | 2.3742 | 0.010586 |
11 | 0.269662 | 1.9816 | 0.026312 |
12 | 0.224018 | 1.6462 | 0.052767 |
13 | 0.182651 | 1.3422 | 0.092572 |
14 | 0.145871 | 1.0719 | 0.144259 |
15 | 0.113451 | 0.8337 | 0.204063 |
16 | 0.084395 | 0.6202 | 0.268875 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.919532 | 6.7572 | 0 |
1 | -0.027391 | -0.2013 | 0.579383 |
2 | -0.02133 | -0.1567 | 0.561985 |
3 | -0.023193 | -0.1704 | 0.567347 |
4 | -0.011674 | -0.0858 | 0.534023 |
5 | -0.02002 | -0.1471 | 0.558205 |
6 | -0.017151 | -0.126 | 0.549913 |
7 | -0.02826 | -0.2077 | 0.581864 |
8 | -0.050644 | -0.3722 | 0.644384 |
9 | -0.024702 | -0.1815 | 0.571682 |
10 | -0.011132 | -0.0818 | 0.532448 |
11 | 0.009767 | 0.0718 | 0.471525 |
12 | -0.009076 | -0.0667 | 0.526466 |
13 | -0.004488 | -0.033 | 0.513093 |
14 | -0.00345 | -0.0254 | 0.510067 |
15 | -0.006484 | -0.0476 | 0.518913 |
16 | -0.007403 | -0.0544 | 0.521592 |