Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947524 | 7.3395 | 0 |
2 | 0.894223 | 6.9266 | 0 |
3 | 0.839482 | 6.5026 | 0 |
4 | 0.800152 | 6.198 | 0 |
5 | 0.762206 | 5.904 | 0 |
6 | 0.718431 | 5.5649 | 0 |
7 | 0.672231 | 5.2071 | 1e-06 |
8 | 0.628447 | 4.8679 | 4e-06 |
9 | 0.577813 | 4.4757 | 1.7e-05 |
10 | 0.532102 | 4.1216 | 5.9e-05 |
11 | 0.479157 | 3.7115 | 0.000227 |
12 | 0.428738 | 3.321 | 0.000765 |
13 | 0.374616 | 2.9018 | 0.002591 |
14 | 0.318334 | 2.4658 | 0.008273 |
15 | 0.265103 | 2.0535 | 0.022196 |
16 | 0.221511 | 1.7158 | 0.045678 |
17 | 0.18457 | 1.4297 | 0.078998 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947524 | 7.3395 | 0 |
2 | -0.035023 | -0.2713 | 0.393551 |
3 | -0.042184 | -0.3268 | 0.372495 |
4 | 0.121692 | 0.9426 | 0.174828 |
5 | -0.011358 | -0.088 | 0.465093 |
6 | -0.085344 | -0.6611 | 0.25555 |
7 | -0.027223 | -0.2109 | 0.416853 |
8 | 0.003579 | 0.0277 | 0.488989 |
9 | -0.112814 | -0.8739 | 0.192841 |
10 | 0.01301 | 0.1008 | 0.460034 |
11 | -0.089366 | -0.6922 | 0.245732 |
12 | -0.030972 | -0.2399 | 0.40561 |
13 | -0.062664 | -0.4854 | 0.314581 |
14 | -0.070759 | -0.5481 | 0.292828 |
15 | -0.011098 | -0.086 | 0.465891 |
16 | 0.051791 | 0.4012 | 0.344859 |
17 | 0.025564 | 0.198 | 0.421849 |