Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.6437 | 0 |
1 | 0.903488 | 8.7129 | 0 |
2 | 0.794999 | 7.6667 | 0 |
3 | 0.691242 | 6.6661 | 0 |
4 | 0.656283 | 6.329 | 0 |
5 | 0.65331 | 6.3003 | 0 |
6 | 0.64701 | 6.2395 | 0 |
7 | 0.608454 | 5.8677 | 0 |
8 | 0.571274 | 5.5092 | 0 |
9 | 0.560666 | 5.4069 | 0 |
10 | 0.57961 | 5.5896 | 0 |
11 | 0.600216 | 5.7883 | 0 |
12 | 0.609806 | 5.8808 | 0 |
13 | 0.529216 | 5.1036 | 1e-06 |
14 | 0.440061 | 4.2438 | 2.6e-05 |
15 | 0.34104 | 3.2889 | 0.000711 |
16 | 0.272505 | 2.6279 | 0.005025 |
17 | 0.239367 | 2.3084 | 0.011597 |
18 | 0.202474 | 1.9526 | 0.026938 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.903488 | 8.7129 | 0 |
1 | -0.115891 | -1.1176 | 0.866695 |
2 | -0.030707 | -0.2961 | 0.616104 |
3 | 0.315354 | 3.0412 | 0.001531 |
4 | 0.117664 | 1.1347 | 0.129707 |
5 | -0.041824 | -0.4033 | 0.656187 |
6 | -0.070889 | -0.6836 | 0.752044 |
7 | 0.113176 | 1.0914 | 0.138952 |
8 | 0.159728 | 1.5404 | 0.063434 |
9 | 0.079654 | 0.7682 | 0.222171 |
10 | 0.012307 | 0.1187 | 0.452892 |
11 | 0.07577 | 0.7307 | 0.2334 |
12 | -0.41635 | -4.0151 | 0.99994 |
13 | -0.048507 | -0.4678 | 0.679484 |
14 | -0.125858 | -1.2137 | 0.886038 |
15 | -0.201483 | -1.943 | 0.972482 |
16 | 0.032526 | 0.3137 | 0.377236 |
17 | -0.150459 | -1.451 | 0.924924 |
18 | -0.009968 | -0.0961 | 0.538187 |