Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.95087 | 7.3654 | 0 |
2 | 0.900986 | 6.979 | 0 |
3 | 0.851153 | 6.593 | 0 |
4 | 0.800275 | 6.1989 | 0 |
5 | 0.74959 | 5.8063 | 0 |
6 | 0.697627 | 5.4038 | 1e-06 |
7 | 0.646573 | 5.0083 | 3e-06 |
8 | 0.594382 | 4.6041 | 1.1e-05 |
9 | 0.544841 | 4.2203 | 4.2e-05 |
10 | 0.496998 | 3.8497 | 0.000145 |
11 | 0.4497 | 3.4834 | 0.000465 |
12 | 0.40575 | 3.1429 | 0.0013 |
13 | 0.361231 | 2.7981 | 0.003451 |
14 | 0.318094 | 2.4639 | 0.008313 |
15 | 0.275283 | 2.1323 | 0.018541 |
16 | 0.233826 | 1.8112 | 0.037557 |
17 | 0.193491 | 1.4988 | 0.069588 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.95087 | 7.3654 | 0 |
2 | -0.033047 | -0.256 | 0.399419 |
3 | -0.025654 | -0.1987 | 0.421579 |
4 | -0.037847 | -0.2932 | 0.385205 |
5 | -0.02609 | -0.2021 | 0.420263 |
6 | -0.042396 | -0.3284 | 0.371877 |
7 | -0.020792 | -0.1611 | 0.436295 |
8 | -0.043156 | -0.3343 | 0.369664 |
9 | -0.004399 | -0.0341 | 0.486466 |
10 | -0.014925 | -0.1156 | 0.454174 |
11 | -0.025963 | -0.2011 | 0.420647 |
12 | 0.001628 | 0.0126 | 0.49499 |
13 | -0.037855 | -0.2932 | 0.385181 |
14 | -0.019201 | -0.1487 | 0.441134 |
15 | -0.030435 | -0.2357 | 0.407215 |
16 | -0.020022 | -0.1551 | 0.438635 |
17 | -0.023446 | -0.1816 | 0.42825 |