Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.3066 | 0 |
1 | 0.923886 | 7.6744 | 0 |
2 | 0.862105 | 7.1612 | 0 |
3 | 0.801432 | 6.6572 | 0 |
4 | 0.730503 | 6.068 | 0 |
5 | 0.668497 | 5.553 | 0 |
6 | 0.616719 | 5.1229 | 1e-06 |
7 | 0.562196 | 4.67 | 7e-06 |
8 | 0.509365 | 4.2311 | 3.5e-05 |
9 | 0.459817 | 3.8195 | 0.000144 |
10 | 0.392355 | 3.2591 | 0.000868 |
11 | 0.340725 | 2.8303 | 0.003043 |
12 | 0.294106 | 2.443 | 0.008564 |
13 | 0.271908 | 2.2586 | 0.013535 |
14 | 0.252271 | 2.0955 | 0.019898 |
15 | 0.222195 | 1.8457 | 0.034614 |
16 | 0.193588 | 1.6081 | 0.056194 |
17 | 0.165217 | 1.3724 | 0.087192 |
18 | 0.137915 | 1.1456 | 0.127958 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.923886 | 7.6744 | 0 |
1 | 0.058325 | 0.4845 | 0.31479 |
2 | -0.017027 | -0.1414 | 0.55603 |
3 | -0.10186 | -0.8461 | 0.799792 |
4 | 0.008417 | 0.0699 | 0.47223 |
5 | 0.041923 | 0.3482 | 0.36436 |
6 | -0.033236 | -0.2761 | 0.608345 |
7 | -0.03142 | -0.261 | 0.602562 |
8 | -0.018121 | -0.1505 | 0.559605 |
9 | -0.146815 | -1.2195 | 0.886604 |
10 | 0.047008 | 0.3905 | 0.348693 |
11 | 0.010169 | 0.0845 | 0.466462 |
12 | 0.161655 | 1.3428 | 0.091867 |
13 | 0.004439 | 0.0369 | 0.485346 |
14 | -0.106017 | -0.8806 | 0.809216 |
15 | -0.041433 | -0.3442 | 0.634118 |
16 | -0.009705 | -0.0806 | 0.532009 |
17 | 0.020382 | 0.1693 | 0.433026 |
18 | -0.100088 | -0.8314 | 0.79569 |