Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.959845 | 7.4349 | 0 |
2 | 0.910324 | 7.0513 | 0 |
3 | 0.866643 | 6.713 | 0 |
4 | 0.818681 | 6.3415 | 0 |
5 | 0.773919 | 5.9948 | 0 |
6 | 0.730246 | 5.6565 | 0 |
7 | 0.680561 | 5.2716 | 1e-06 |
8 | 0.629821 | 4.8786 | 4e-06 |
9 | 0.584218 | 4.5253 | 1.5e-05 |
10 | 0.542625 | 4.2032 | 4.4e-05 |
11 | 0.500623 | 3.8778 | 0.000132 |
12 | 0.457785 | 3.546 | 0.000383 |
13 | 0.40753 | 3.1567 | 0.001248 |
14 | 0.355803 | 2.756 | 0.003869 |
15 | 0.310403 | 2.4044 | 0.009652 |
16 | 0.259018 | 2.0063 | 0.024667 |
17 | 0.204595 | 1.5848 | 0.059136 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.959845 | 7.4349 | 0 |
2 | -0.139503 | -1.0806 | 0.142103 |
3 | 0.063249 | 0.4899 | 0.312987 |
4 | -0.098823 | -0.7655 | 0.223494 |
5 | 0.038937 | 0.3016 | 0.381998 |
6 | -0.03611 | -0.2797 | 0.390333 |
7 | -0.091297 | -0.7072 | 0.241094 |
8 | -0.030588 | -0.2369 | 0.406758 |
9 | 0.027842 | 0.2157 | 0.414991 |
10 | 0.016538 | 0.1281 | 0.449247 |
11 | -0.040702 | -0.3153 | 0.376824 |
12 | -0.038391 | -0.2974 | 0.383604 |
13 | -0.122944 | -0.9523 | 0.172377 |
14 | -0.024065 | -0.1864 | 0.426377 |
15 | 0.025166 | 0.1949 | 0.423051 |
16 | -0.131774 | -1.0207 | 0.155744 |
17 | -0.051759 | -0.4009 | 0.344951 |