Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.902919 | 8.076 | 0 |
2 | 0.794856 | 7.1094 | 0 |
3 | 0.710006 | 6.3505 | 0 |
4 | 0.626062 | 5.5997 | 0 |
5 | 0.533102 | 4.7682 | 4e-06 |
6 | 0.461039 | 4.1237 | 4.5e-05 |
7 | 0.393082 | 3.5158 | 0.000363 |
8 | 0.317264 | 2.8377 | 0.002878 |
9 | 0.248823 | 2.2255 | 0.01443 |
10 | 0.197615 | 1.7675 | 0.040477 |
11 | 0.150355 | 1.3448 | 0.091243 |
12 | 0.075984 | 0.6796 | 0.249352 |
13 | 0.022216 | 0.1987 | 0.421497 |
14 | -0.008784 | -0.0786 | 0.531214 |
15 | -0.049554 | -0.4432 | 0.6706 |
16 | -0.094875 | -0.8486 | 0.80068 |
17 | -0.120053 | -1.0738 | 0.856926 |
18 | -0.12142 | -1.086 | 0.859633 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.902919 | 8.076 | 0 |
1 | -0.110467 | -0.9881 | 0.836947 |
2 | 0.07002 | 0.6263 | 0.266458 |
3 | -0.060238 | -0.5388 | 0.704233 |
4 | -0.087036 | -0.7785 | 0.780708 |
5 | 0.060809 | 0.5439 | 0.294014 |
6 | -0.053455 | -0.4781 | 0.683065 |
7 | -0.070485 | -0.6304 | 0.734896 |
8 | -0.00695 | -0.0622 | 0.524705 |
9 | 0.017209 | 0.1539 | 0.439029 |
10 | -0.017713 | -0.1584 | 0.562741 |
11 | -0.180642 | -1.6157 | 0.944953 |
12 | 0.068167 | 0.6097 | 0.271892 |
13 | 0.028204 | 0.2523 | 0.400741 |
14 | -0.081991 | -0.7334 | 0.767256 |
15 | -0.031759 | -0.2841 | 0.611453 |
16 | 0.014263 | 0.1276 | 0.449404 |
17 | 0.096913 | 0.8668 | 0.194318 |
18 | -0.177483 | -1.5875 | 0.941823 |