Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.2462 | 0 |
1 | 0.951577 | 7.8469 | 0 |
2 | 0.886749 | 7.3123 | 0 |
3 | 0.825041 | 6.8035 | 0 |
4 | 0.75303 | 6.2096 | 0 |
5 | 0.669901 | 5.5241 | 0 |
6 | 0.589816 | 4.8637 | 4e-06 |
7 | 0.510143 | 4.2067 | 3.9e-05 |
8 | 0.42587 | 3.5118 | 0.000398 |
9 | 0.352996 | 2.9109 | 0.002434 |
10 | 0.282788 | 2.3319 | 0.011337 |
11 | 0.216499 | 1.7853 | 0.039336 |
12 | 0.168516 | 1.3896 | 0.084588 |
13 | 0.144929 | 1.1951 | 0.118097 |
14 | 0.128327 | 1.0582 | 0.146853 |
15 | 0.11494 | 0.9478 | 0.173289 |
16 | 0.111042 | 0.9157 | 0.181536 |
17 | 0.104878 | 0.8648 | 0.195081 |
18 | 0.100263 | 0.8268 | 0.205625 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.951577 | 7.8469 | 0 |
1 | -0.198396 | -1.636 | 0.946771 |
2 | 0.028769 | 0.2372 | 0.406594 |
3 | -0.164098 | -1.3532 | 0.909762 |
4 | -0.121857 | -1.0049 | 0.840736 |
5 | 0.003988 | 0.0329 | 0.48693 |
6 | -0.062733 | -0.5173 | 0.69669 |
7 | -0.078553 | -0.6478 | 0.740342 |
8 | 0.085549 | 0.7055 | 0.241469 |
9 | -0.083913 | -0.692 | 0.754341 |
10 | 0.018697 | 0.1542 | 0.438963 |
11 | 0.125214 | 1.0325 | 0.152739 |
12 | 0.152014 | 1.2535 | 0.107151 |
13 | 0.002616 | 0.0216 | 0.491427 |
14 | -0.013082 | -0.1079 | 0.542795 |
15 | -0.003586 | -0.0296 | 0.511753 |
16 | -0.09712 | -0.8009 | 0.787003 |
17 | 0.012263 | 0.1011 | 0.459877 |
18 | -0.023116 | -0.1906 | 0.575303 |