Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947347 | 7.2767 | 0 |
2 | 0.892633 | 6.8564 | 0 |
3 | 0.837716 | 6.4346 | 0 |
4 | 0.782399 | 6.0097 | 0 |
5 | 0.729564 | 5.6039 | 0 |
6 | 0.673674 | 5.1746 | 1e-06 |
7 | 0.622432 | 4.781 | 6e-06 |
8 | 0.562564 | 4.3211 | 3e-05 |
9 | 0.502412 | 3.8591 | 0.000142 |
10 | 0.446485 | 3.4295 | 0.000555 |
11 | 0.39801 | 3.0572 | 0.001677 |
12 | 0.348377 | 2.6759 | 0.004816 |
13 | 0.306543 | 2.3546 | 0.010945 |
14 | 0.27217 | 2.0906 | 0.020441 |
15 | 0.240366 | 1.8463 | 0.034934 |
16 | 0.207271 | 1.5921 | 0.058355 |
17 | 0.17349 | 1.3326 | 0.093893 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947347 | 7.2767 | 0 |
2 | -0.047138 | -0.3621 | 0.359294 |
3 | -0.030522 | -0.2344 | 0.407725 |
4 | -0.033735 | -0.2591 | 0.39822 |
5 | -0.006572 | -0.0505 | 0.479956 |
6 | -0.061392 | -0.4716 | 0.319491 |
7 | 0.013386 | 0.1028 | 0.459227 |
8 | -0.118421 | -0.9096 | 0.183366 |
9 | -0.03675 | -0.2823 | 0.389359 |
10 | -7e-06 | -1e-04 | 0.499979 |
11 | 0.037811 | 0.2904 | 0.386253 |
12 | -0.05677 | -0.4361 | 0.332192 |
13 | 0.048495 | 0.3725 | 0.355428 |
14 | 0.031093 | 0.2388 | 0.406034 |
15 | 0.002033 | 0.0156 | 0.493797 |
16 | -0.045622 | -0.3504 | 0.363632 |
17 | -0.031393 | -0.2411 | 0.405143 |