Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.952914 | 7.131 | 0 |
2 | 0.909914 | 6.8092 | 0 |
3 | 0.863627 | 6.4628 | 0 |
4 | 0.818503 | 6.1251 | 0 |
5 | 0.773535 | 5.7886 | 0 |
6 | 0.724342 | 5.4205 | 1e-06 |
7 | 0.67371 | 5.0416 | 3e-06 |
8 | 0.613671 | 4.5923 | 1.3e-05 |
9 | 0.554955 | 4.1529 | 5.7e-05 |
10 | 0.501365 | 3.7519 | 0.000209 |
11 | 0.450756 | 3.3731 | 0.000677 |
12 | 0.406961 | 3.0454 | 0.001769 |
13 | 0.356879 | 2.6706 | 0.004946 |
14 | 0.302734 | 2.2655 | 0.013686 |
15 | 0.246279 | 1.843 | 0.035313 |
16 | 0.190902 | 1.4286 | 0.07934 |
17 | 0.140839 | 1.0539 | 0.148218 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.952914 | 7.131 | 0 |
2 | 0.020317 | 0.152 | 0.439851 |
3 | -0.056431 | -0.4223 | 0.337215 |
4 | -0.01504 | -0.1125 | 0.455396 |
5 | -0.021058 | -0.1576 | 0.437675 |
6 | -0.071994 | -0.5388 | 0.296096 |
7 | -0.048295 | -0.3614 | 0.359577 |
8 | -0.13233 | -0.9903 | 0.163152 |
9 | -0.032809 | -0.2455 | 0.403476 |
10 | 0.024654 | 0.1845 | 0.427147 |
11 | 0.001318 | 0.0099 | 0.496081 |
12 | 0.042307 | 0.3166 | 0.376363 |
13 | -0.085998 | -0.6436 | 0.261246 |
14 | -0.08927 | -0.668 | 0.253427 |
15 | -0.062579 | -0.4683 | 0.320694 |
16 | -0.041209 | -0.3084 | 0.379469 |
17 | -0.003458 | -0.0259 | 0.489724 |