Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6158 | 0 |
1 | 0.905768 | 6.8981 | 0 |
2 | 0.778749 | 5.9308 | 0 |
3 | 0.692834 | 5.2765 | 1e-06 |
4 | 0.623674 | 4.7498 | 7e-06 |
5 | 0.526521 | 4.0099 | 8.8e-05 |
6 | 0.426276 | 3.2464 | 0.000972 |
7 | 0.358225 | 2.7282 | 0.004207 |
8 | 0.3163 | 2.4089 | 0.009599 |
9 | 0.270742 | 2.0619 | 0.021853 |
10 | 0.192278 | 1.4643 | 0.074249 |
11 | 0.082597 | 0.629 | 0.265896 |
12 | -0.014169 | -0.1079 | 0.542781 |
13 | -0.036587 | -0.2786 | 0.609243 |
14 | -0.054575 | -0.4156 | 0.660393 |
15 | -0.099271 | -0.756 | 0.773653 |
16 | -0.137132 | -1.0444 | 0.849676 |
17 | -0.12711 | -0.968 | 0.831478 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.905768 | 6.8981 | 0 |
1 | -0.23202 | -1.767 | 0.958756 |
2 | 0.199894 | 1.5223 | 0.066678 |
3 | -0.050687 | -0.386 | 0.649553 |
4 | -0.178551 | -1.3598 | 0.910422 |
5 | 0.007209 | 0.0549 | 0.478204 |
6 | 0.059471 | 0.4529 | 0.326148 |
7 | 0.032808 | 0.2499 | 0.40179 |
8 | -0.026827 | -0.2043 | 0.580586 |
9 | -0.190422 | -1.4502 | 0.923806 |
10 | -0.224606 | -1.7105 | 0.953745 |
11 | -0.02686 | -0.2046 | 0.580683 |
12 | 0.32864 | 2.5028 | 0.00758 |
13 | -0.108868 | -0.8291 | 0.79478 |
14 | -0.028143 | -0.2143 | 0.584478 |
15 | -0.030383 | -0.2314 | 0.591088 |
16 | 0.038812 | 0.2956 | 0.384303 |
17 | -0.085201 | -0.6489 | 0.74051 |