Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.6437 | 0 |
1 | 0.963043 | 9.2872 | 0 |
2 | 0.924407 | 8.9147 | 0 |
3 | 0.885914 | 8.5434 | 0 |
4 | 0.844365 | 8.1428 | 0 |
5 | 0.808331 | 7.7953 | 0 |
6 | 0.779522 | 7.5174 | 0 |
7 | 0.752959 | 7.2613 | 0 |
8 | 0.721982 | 6.9625 | 0 |
9 | 0.695656 | 6.7087 | 0 |
10 | 0.669026 | 6.4519 | 0 |
11 | 0.636165 | 6.135 | 0 |
12 | 0.599236 | 5.7788 | 0 |
13 | 0.564521 | 5.444 | 0 |
14 | 0.52536 | 5.0664 | 1e-06 |
15 | 0.480282 | 4.6317 | 6e-06 |
16 | 0.447472 | 4.3153 | 2e-05 |
17 | 0.412485 | 3.9779 | 6.9e-05 |
18 | 0.371809 | 3.5856 | 0.000269 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.963043 | 9.2872 | 0 |
1 | -0.041963 | -0.4047 | 0.656678 |
2 | -0.017601 | -0.1697 | 0.567208 |
3 | -0.062722 | -0.6049 | 0.726631 |
4 | 0.05575 | 0.5376 | 0.296056 |
5 | 0.076631 | 0.739 | 0.230882 |
6 | 0.012588 | 0.1214 | 0.451819 |
7 | -0.085185 | -0.8215 | 0.793268 |
8 | 0.046495 | 0.4484 | 0.327462 |
9 | -0.011148 | -0.1075 | 0.54269 |
10 | -0.085051 | -0.8202 | 0.792901 |
11 | -0.084301 | -0.813 | 0.790845 |
12 | 0.010816 | 0.1043 | 0.458576 |
13 | -0.070562 | -0.6805 | 0.751052 |
14 | -0.107281 | -1.0346 | 0.848227 |
15 | 0.117008 | 1.1284 | 0.131031 |
16 | -0.061912 | -0.5971 | 0.724041 |
17 | -0.101592 | -0.9797 | 0.835116 |
18 | -0.027023 | -0.2606 | 0.602513 |