Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.965098 | 7.4756 | 0 |
2 | 0.922996 | 7.1495 | 0 |
3 | 0.87805 | 6.8013 | 0 |
4 | 0.833345 | 6.4551 | 0 |
5 | 0.788617 | 6.1086 | 0 |
6 | 0.741959 | 5.7472 | 0 |
7 | 0.693331 | 5.3705 | 1e-06 |
8 | 0.637387 | 4.9372 | 3e-06 |
9 | 0.577699 | 4.4748 | 1.7e-05 |
10 | 0.513387 | 3.9767 | 9.5e-05 |
11 | 0.450276 | 3.4878 | 0.000459 |
12 | 0.384528 | 2.9785 | 0.002087 |
13 | 0.320533 | 2.4828 | 0.007924 |
14 | 0.251601 | 1.9489 | 0.027994 |
15 | 0.183748 | 1.4233 | 0.079913 |
16 | 0.123242 | 0.9546 | 0.171798 |
17 | 0.065669 | 0.5087 | 0.306424 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.965098 | 7.4756 | 0 |
2 | -0.122742 | -0.9508 | 0.172771 |
3 | -0.053436 | -0.4139 | 0.340205 |
4 | -0.013254 | -0.1027 | 0.459285 |
5 | -0.024915 | -0.193 | 0.423808 |
6 | -0.05415 | -0.4194 | 0.338195 |
7 | -0.050662 | -0.3924 | 0.348067 |
8 | -0.131184 | -1.0161 | 0.156819 |
9 | -0.071263 | -0.552 | 0.2915 |
10 | -0.095917 | -0.743 | 0.230199 |
11 | -0.015611 | -0.1209 | 0.452079 |
12 | -0.088726 | -0.6873 | 0.24728 |
13 | -0.015743 | -0.1219 | 0.451676 |
14 | -0.126795 | -0.9822 | 0.164985 |
15 | -0.019097 | -0.1479 | 0.44145 |
16 | 0.060524 | 0.4688 | 0.320449 |
17 | -0.016151 | -0.1251 | 0.45043 |