Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.956646 | 7.4102 | 0 |
2 | 0.905267 | 7.0122 | 0 |
3 | 0.845884 | 6.5522 | 0 |
4 | 0.781973 | 6.0571 | 0 |
5 | 0.716638 | 5.5511 | 0 |
6 | 0.656902 | 5.0883 | 2e-06 |
7 | 0.599922 | 4.647 | 9e-06 |
8 | 0.543316 | 4.2085 | 4.4e-05 |
9 | 0.487909 | 3.7793 | 0.000182 |
10 | 0.431233 | 3.3403 | 0.000722 |
11 | 0.371019 | 2.8739 | 0.0028 |
12 | 0.306459 | 2.3738 | 0.010412 |
13 | 0.23997 | 1.8588 | 0.033981 |
14 | 0.172127 | 1.3333 | 0.093738 |
15 | 0.107782 | 0.8349 | 0.20355 |
16 | 0.049698 | 0.385 | 0.350815 |
17 | 0.005875 | 0.0455 | 0.481926 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.956646 | 7.4102 | 0 |
2 | -0.116769 | -0.9045 | 0.184678 |
3 | -0.114184 | -0.8845 | 0.189988 |
4 | -0.071972 | -0.5575 | 0.289632 |
5 | -0.038772 | -0.3003 | 0.382484 |
6 | 0.038823 | 0.3007 | 0.382334 |
7 | -0.009506 | -0.0736 | 0.470774 |
8 | -0.046356 | -0.3591 | 0.3604 |
9 | -0.033214 | -0.2573 | 0.398924 |
10 | -0.058479 | -0.453 | 0.326099 |
11 | -0.07792 | -0.6036 | 0.274203 |
12 | -0.086007 | -0.6662 | 0.253915 |
13 | -0.059087 | -0.4577 | 0.324416 |
14 | -0.05572 | -0.4316 | 0.333788 |
15 | -0.006661 | -0.0516 | 0.479512 |
16 | 0.01268 | 0.0982 | 0.461042 |
17 | 0.100042 | 0.7749 | 0.220714 |