Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 11.8743 | 0 |
1 | 0.953128 | 11.3178 | 0 |
2 | 0.90308 | 10.7235 | 0 |
3 | 0.850189 | 10.0954 | 0 |
4 | 0.790178 | 9.3828 | 0 |
5 | 0.739611 | 8.7824 | 0 |
6 | 0.705892 | 8.382 | 0 |
7 | 0.674964 | 8.0147 | 0 |
8 | 0.646369 | 7.6752 | 0 |
9 | 0.625314 | 7.4252 | 0 |
10 | 0.606784 | 7.2052 | 0 |
11 | 0.586197 | 6.9607 | 0 |
12 | 0.567557 | 6.7394 | 0 |
13 | 0.546592 | 6.4904 | 0 |
14 | 0.514167 | 6.1054 | 0 |
15 | 0.471099 | 5.594 | 0 |
16 | 0.433659 | 5.1494 | 0 |
17 | 0.390215 | 4.6335 | 4e-06 |
18 | 0.354409 | 4.2084 | 2.3e-05 |
19 | 0.322793 | 3.833 | 9.5e-05 |
20 | 0.28596 | 3.3956 | 0.000445 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.953128 | 11.3178 | 0 |
1 | -0.058699 | -0.697 | 0.756527 |
2 | -0.056335 | -0.6689 | 0.747687 |
3 | -0.104993 | -1.2467 | 0.892717 |
4 | 0.076403 | 0.9072 | 0.182916 |
5 | 0.156741 | 1.8612 | 0.032399 |
6 | 0.000171 | 0.002 | 0.499191 |
7 | -0.025486 | -0.3026 | 0.618692 |
8 | 0.043443 | 0.5159 | 0.303382 |
9 | 0.041746 | 0.4957 | 0.310436 |
10 | -0.00944 | -0.1121 | 0.544544 |
11 | 0.001959 | 0.0233 | 0.490737 |
12 | -0.029496 | -0.3502 | 0.63666 |
13 | -0.111551 | -1.3246 | 0.906275 |
14 | -0.12596 | -1.4957 | 0.931515 |
15 | 0.059465 | 0.7061 | 0.240643 |
16 | -0.058664 | -0.6966 | 0.756399 |
17 | 0.052363 | 0.6218 | 0.267545 |
18 | -0.048558 | -0.5766 | 0.717433 |
19 | -0.112692 | -1.3381 | 0.908498 |
20 | -0.078743 | -0.935 | 0.824313 |