Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 11.8743 | 0 |
1 | 0.970411 | 11.523 | 0 |
2 | 0.93292 | 11.0778 | 0 |
3 | 0.897615 | 10.6586 | 0 |
4 | 0.857558 | 10.1829 | 0 |
5 | 0.821012 | 9.749 | 0 |
6 | 0.796953 | 9.4633 | 0 |
7 | 0.775926 | 9.2136 | 0 |
8 | 0.750177 | 8.9079 | 0 |
9 | 0.727766 | 8.6417 | 0 |
10 | 0.701231 | 8.3267 | 0 |
11 | 0.670358 | 7.9601 | 0 |
12 | 0.633685 | 7.5246 | 0 |
13 | 0.594457 | 7.0588 | 0 |
14 | 0.552665 | 6.5625 | 0 |
15 | 0.510883 | 6.0664 | 0 |
16 | 0.470195 | 5.5833 | 0 |
17 | 0.427498 | 5.0763 | 1e-06 |
18 | 0.388606 | 4.6144 | 4e-06 |
19 | 0.351573 | 4.1747 | 2.6e-05 |
20 | 0.312709 | 3.7132 | 0.000147 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.970411 | 11.523 | 0 |
1 | -0.150545 | -1.7876 | 0.962007 |
2 | 0.036851 | 0.4376 | 0.33118 |
3 | -0.114941 | -1.3648 | 0.912763 |
4 | 0.068395 | 0.8121 | 0.209039 |
5 | 0.17125 | 2.0335 | 0.02194 |
6 | -0.002268 | -0.0269 | 0.510724 |
7 | -0.100632 | -1.1949 | 0.882941 |
8 | 0.039296 | 0.4666 | 0.320748 |
9 | -0.094707 | -1.1246 | 0.868661 |
10 | -0.007987 | -0.0948 | 0.537714 |
11 | -0.129101 | -1.533 | 0.93624 |
12 | -0.055631 | -0.6606 | 0.745022 |
13 | -0.055906 | -0.6639 | 0.746065 |
14 | -0.020447 | -0.2428 | 0.59574 |
15 | -0.045748 | -0.5432 | 0.706085 |
16 | -0.088648 | -1.0526 | 0.852847 |
17 | 0.021904 | 0.2601 | 0.397583 |
18 | -0.011628 | -0.1381 | 0.554809 |
19 | -0.061155 | -0.7262 | 0.765531 |
20 | -0.07562 | -0.8979 | 0.814625 |