Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.957991 | 7.4206 | 0 |
2 | 0.915081 | 7.0882 | 0 |
3 | 0.871322 | 6.7492 | 0 |
4 | 0.826064 | 6.3987 | 0 |
5 | 0.780267 | 6.0439 | 0 |
6 | 0.735106 | 5.6941 | 0 |
7 | 0.689109 | 5.3378 | 1e-06 |
8 | 0.642077 | 4.9735 | 3e-06 |
9 | 0.596909 | 4.6236 | 1e-05 |
10 | 0.548898 | 4.2517 | 3.8e-05 |
11 | 0.500058 | 3.8734 | 0.000134 |
12 | 0.450283 | 3.4879 | 0.000459 |
13 | 0.402183 | 3.1153 | 0.001409 |
14 | 0.352366 | 2.7294 | 0.004157 |
15 | 0.302929 | 2.3465 | 0.011136 |
16 | 0.25274 | 1.9577 | 0.027459 |
17 | 0.205215 | 1.5896 | 0.058591 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.957991 | 7.4206 | 0 |
2 | -0.032414 | -0.2511 | 0.401305 |
3 | -0.032615 | -0.2526 | 0.400706 |
4 | -0.04145 | -0.3211 | 0.374636 |
5 | -0.030935 | -0.2396 | 0.40572 |
6 | -0.017526 | -0.1358 | 0.446235 |
7 | -0.035956 | -0.2785 | 0.390788 |
8 | -0.039664 | -0.3072 | 0.379865 |
9 | -0.005672 | -0.0439 | 0.482551 |
10 | -0.063079 | -0.4886 | 0.313451 |
11 | -0.040429 | -0.3132 | 0.377623 |
12 | -0.044207 | -0.3424 | 0.366615 |
13 | -0.012718 | -0.0985 | 0.460926 |
14 | -0.054448 | -0.4218 | 0.337355 |
15 | -0.032622 | -0.2527 | 0.400685 |
16 | -0.04784 | -0.3706 | 0.356133 |
17 | -0.005322 | -0.0412 | 0.483627 |