Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947992 | 7.2197 | 0 |
2 | 0.897972 | 6.8388 | 0 |
3 | 0.850458 | 6.4769 | 0 |
4 | 0.804251 | 6.125 | 0 |
5 | 0.757289 | 5.7673 | 0 |
6 | 0.709171 | 5.4009 | 1e-06 |
7 | 0.65971 | 5.0242 | 3e-06 |
8 | 0.609283 | 4.6402 | 1e-05 |
9 | 0.562341 | 4.2827 | 3.5e-05 |
10 | 0.514704 | 3.9199 | 0.000118 |
11 | 0.465169 | 3.5426 | 0.000395 |
12 | 0.413588 | 3.1498 | 0.001291 |
13 | 0.35691 | 2.7181 | 0.004322 |
14 | 0.300266 | 2.2868 | 0.012939 |
15 | 0.251156 | 1.9127 | 0.030361 |
16 | 0.205953 | 1.5685 | 0.061103 |
17 | 0.159246 | 1.2128 | 0.115065 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947992 | 7.2197 | 0 |
2 | -0.007077 | -0.0539 | 0.478602 |
3 | -0.001265 | -0.0096 | 0.496174 |
4 | -0.011893 | -0.0906 | 0.46407 |
5 | -0.032036 | -0.244 | 0.404054 |
6 | -0.037786 | -0.2878 | 0.387275 |
7 | -0.041985 | -0.3197 | 0.375155 |
8 | -0.040554 | -0.3089 | 0.37927 |
9 | 0.001995 | 0.0152 | 0.493964 |
10 | -0.036448 | -0.2776 | 0.391161 |
11 | -0.048973 | -0.373 | 0.355265 |
12 | -0.053883 | -0.4104 | 0.341527 |
13 | -0.089241 | -0.6796 | 0.249719 |
14 | -0.045585 | -0.3472 | 0.364863 |
15 | 0.028485 | 0.2169 | 0.414511 |
16 | 0.001594 | 0.0121 | 0.495178 |
17 | -0.045287 | -0.3449 | 0.365709 |