Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.798 | 0 |
1 | 0.961183 | 9.4176 | 0 |
2 | 0.915851 | 8.9735 | 0 |
3 | 0.863856 | 8.464 | 0 |
4 | 0.810364 | 7.9399 | 0 |
5 | 0.76239 | 7.4699 | 0 |
6 | 0.712926 | 6.9852 | 0 |
7 | 0.666455 | 6.5299 | 0 |
8 | 0.62167 | 6.0911 | 0 |
9 | 0.577257 | 5.6559 | 0 |
10 | 0.539726 | 5.2882 | 0 |
11 | 0.503758 | 4.9358 | 2e-06 |
12 | 0.462376 | 4.5303 | 8e-06 |
13 | 0.418799 | 4.1034 | 4.3e-05 |
14 | 0.373265 | 3.6572 | 0.000208 |
15 | 0.324259 | 3.1771 | 0.001001 |
16 | 0.284538 | 2.7879 | 0.003198 |
17 | 0.246318 | 2.4134 | 0.008851 |
18 | 0.208289 | 2.0408 | 0.022008 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.961183 | 9.4176 | 0 |
1 | -0.105367 | -1.0324 | 0.847755 |
2 | -0.105225 | -1.031 | 0.847433 |
3 | -0.035179 | -0.3447 | 0.634458 |
4 | 0.053192 | 0.5212 | 0.301724 |
5 | -0.056441 | -0.553 | 0.709228 |
6 | 0.002312 | 0.0227 | 0.490986 |
7 | -0.008743 | -0.0857 | 0.534046 |
8 | -0.025036 | -0.2453 | 0.596627 |
9 | 0.055827 | 0.547 | 0.292827 |
10 | -0.012553 | -0.123 | 0.548817 |
11 | -0.114652 | -1.1234 | 0.867955 |
12 | -0.051891 | -0.5084 | 0.69384 |
13 | -0.026245 | -0.2571 | 0.601192 |
14 | -0.073821 | -0.7233 | 0.76437 |
15 | 0.094186 | 0.9228 | 0.179205 |
16 | -0.017384 | -0.1703 | 0.567444 |
17 | -0.058594 | -0.5741 | 0.71638 |
18 | 0.02972 | 0.2912 | 0.385767 |