Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 11.8743 | 0 |
1 | 0.93367 | 11.0867 | 0 |
2 | 0.849929 | 10.0923 | 0 |
3 | 0.759615 | 9.0199 | 0 |
4 | 0.669467 | 7.9495 | 0 |
5 | 0.587359 | 6.9745 | 0 |
6 | 0.52142 | 6.1915 | 0 |
7 | 0.458226 | 5.4411 | 0 |
8 | 0.40459 | 4.8042 | 2e-06 |
9 | 0.359546 | 4.2694 | 1.8e-05 |
10 | 0.335402 | 3.9827 | 5.4e-05 |
11 | 0.319373 | 3.7923 | 0.00011 |
12 | 0.308221 | 3.6599 | 0.000178 |
13 | 0.29535 | 3.5071 | 0.000304 |
14 | 0.275255 | 3.2685 | 0.000679 |
15 | 0.240417 | 2.8548 | 0.002478 |
16 | 0.203837 | 2.4204 | 0.008387 |
17 | 0.166378 | 1.9756 | 0.025074 |
18 | 0.137536 | 1.6332 | 0.052334 |
19 | 0.109912 | 1.3051 | 0.096986 |
20 | 0.078118 | 0.9276 | 0.1776 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.93367 | 11.0867 | 0 |
1 | -0.170055 | -2.0193 | 0.977324 |
2 | -0.081176 | -0.9639 | 0.831629 |
3 | -0.03985 | -0.4732 | 0.681596 |
4 | 0.010958 | 0.1301 | 0.44833 |
5 | 0.063507 | 0.7541 | 0.226022 |
6 | -0.055787 | -0.6624 | 0.745611 |
7 | 0.021285 | 0.2528 | 0.400415 |
8 | 0.014354 | 0.1704 | 0.43245 |
9 | 0.124477 | 1.4781 | 0.070808 |
10 | 0.009213 | 0.1094 | 0.456523 |
11 | -0.001833 | -0.0218 | 0.508667 |
12 | -0.026871 | -0.3191 | 0.624927 |
13 | -0.052459 | -0.6229 | 0.732826 |
14 | -0.091008 | -1.0807 | 0.859154 |
15 | -0.004096 | -0.0486 | 0.519361 |
16 | -0.008559 | -0.1016 | 0.540404 |
17 | 0.051091 | 0.6067 | 0.272521 |
18 | -0.022544 | -0.2677 | 0.605339 |
19 | -0.072409 | -0.8598 | 0.804324 |
20 | -0.052443 | -0.6227 | 0.732766 |