Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.6437 | 0 |
1 | 0.902591 | 8.7043 | 0 |
2 | 0.829623 | 8.0006 | 0 |
3 | 0.76725 | 7.3991 | 0 |
4 | 0.685589 | 6.6116 | 0 |
5 | 0.626701 | 6.0437 | 0 |
6 | 0.579589 | 5.5894 | 0 |
7 | 0.519402 | 5.0089 | 1e-06 |
8 | 0.45204 | 4.3593 | 1.7e-05 |
9 | 0.389322 | 3.7545 | 0.000151 |
10 | 0.327434 | 3.1577 | 0.001072 |
11 | 0.266677 | 2.5717 | 0.005852 |
12 | 0.216177 | 2.0847 | 0.019917 |
13 | 0.194761 | 1.8782 | 0.031743 |
14 | 0.181628 | 1.7516 | 0.041573 |
15 | 0.154302 | 1.488 | 0.070062 |
16 | 0.134284 | 1.295 | 0.099265 |
17 | 0.099115 | 0.9558 | 0.170818 |
18 | 0.07459 | 0.7193 | 0.236873 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.902591 | 8.7043 | 0 |
1 | 0.080682 | 0.7781 | 0.219253 |
2 | 0.032765 | 0.316 | 0.376367 |
3 | -0.124923 | -1.2047 | 0.884314 |
4 | 0.058023 | 0.5596 | 0.288563 |
5 | 0.043345 | 0.418 | 0.338453 |
6 | -0.066969 | -0.6458 | 0.740009 |
7 | -0.103268 | -0.9959 | 0.839053 |
8 | -0.037416 | -0.3608 | 0.640478 |
9 | -0.017468 | -0.1685 | 0.566705 |
10 | -0.032709 | -0.3154 | 0.623431 |
11 | -0.008504 | -0.082 | 0.532592 |
12 | 0.128682 | 1.241 | 0.10887 |
13 | 0.074813 | 0.7215 | 0.236216 |
14 | -0.073941 | -0.7131 | 0.761202 |
15 | -0.018618 | -0.1795 | 0.571051 |
16 | -0.08361 | -0.8063 | 0.788938 |
17 | 0.05254 | 0.5067 | 0.306789 |
18 | -0.039949 | -0.3853 | 0.649535 |