Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9 | 0 |
1 | 0.967036 | 8.7033 | 0 |
2 | 0.930664 | 8.376 | 0 |
3 | 0.893731 | 8.0436 | 0 |
4 | 0.860569 | 7.7451 | 0 |
5 | 0.831535 | 7.4838 | 0 |
6 | 0.802828 | 7.2254 | 0 |
7 | 0.773522 | 6.9617 | 0 |
8 | 0.743321 | 6.6899 | 0 |
9 | 0.711291 | 6.4016 | 0 |
10 | 0.677518 | 6.0977 | 0 |
11 | 0.642792 | 5.7851 | 0 |
12 | 0.606885 | 5.462 | 0 |
13 | 0.569843 | 5.1286 | 1e-06 |
14 | 0.533194 | 4.7987 | 4e-06 |
15 | 0.496481 | 4.4683 | 1.3e-05 |
16 | 0.459086 | 4.1318 | 4.4e-05 |
17 | 0.421739 | 3.7957 | 0.000142 |
18 | 0.383397 | 3.4506 | 0.000446 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.967036 | 8.7033 | 0 |
1 | -0.069307 | -0.6238 | 0.732731 |
2 | -0.024925 | -0.2243 | 0.588464 |
3 | 0.039721 | 0.3575 | 0.360829 |
4 | 0.04038 | 0.3634 | 0.358619 |
5 | -0.018131 | -0.1632 | 0.564607 |
6 | -0.023674 | -0.2131 | 0.584094 |
7 | -0.023161 | -0.2085 | 0.5823 |
8 | -0.040886 | -0.368 | 0.643075 |
9 | -0.043766 | -0.3939 | 0.652653 |
10 | -0.033807 | -0.3043 | 0.619146 |
11 | -0.04143 | -0.3729 | 0.644892 |
12 | -0.043719 | -0.3935 | 0.652496 |
13 | -0.019809 | -0.1783 | 0.570527 |
14 | -0.028503 | -0.2565 | 0.600903 |
15 | -0.039028 | -0.3512 | 0.636843 |
16 | -0.024647 | -0.2218 | 0.587495 |
17 | -0.040208 | -0.3619 | 0.640806 |
18 | -0.045144 | -0.4063 | 0.657203 |