Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.3066 | 0 |
1 | 0.900201 | 7.4776 | 0 |
2 | 0.760816 | 6.3198 | 0 |
3 | 0.649063 | 5.3915 | 0 |
4 | 0.569172 | 4.7279 | 6e-06 |
5 | 0.477607 | 3.9673 | 8.8e-05 |
6 | 0.388623 | 3.2281 | 0.000954 |
7 | 0.331239 | 2.7515 | 0.003786 |
8 | 0.276704 | 2.2985 | 0.012285 |
9 | 0.215442 | 1.7896 | 0.038954 |
10 | 0.118548 | 0.9847 | 0.164097 |
11 | 0.002202 | 0.0183 | 0.492729 |
12 | -0.105286 | -0.8746 | 0.807578 |
13 | -0.137181 | -1.1395 | 0.870784 |
14 | -0.154449 | -1.2829 | 0.898099 |
15 | -0.188967 | -1.5697 | 0.939467 |
16 | -0.2145 | -1.7818 | 0.960407 |
17 | -0.182373 | -1.5149 | 0.932818 |
18 | -0.152512 | -1.2669 | 0.895268 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.900201 | 7.4776 | 0 |
1 | -0.261267 | -2.1702 | 0.983283 |
2 | 0.115622 | 0.9604 | 0.170096 |
3 | 0.041259 | 0.3427 | 0.366423 |
4 | -0.15717 | -1.3056 | 0.901979 |
5 | 0.030139 | 0.2504 | 0.401529 |
6 | 0.093656 | 0.778 | 0.219624 |
7 | -0.124388 | -1.0332 | 0.847452 |
8 | -0.01384 | -0.115 | 0.545595 |
9 | -0.227241 | -1.8876 | 0.968358 |
10 | -0.159701 | -1.3266 | 0.905488 |
11 | -0.03417 | -0.2838 | 0.611309 |
12 | 0.294527 | 2.4465 | 0.008488 |
13 | -0.165697 | -1.3764 | 0.913423 |
14 | -0.050091 | -0.4161 | 0.660682 |
15 | 0.081413 | 0.6763 | 0.250566 |
16 | 0.186409 | 1.5484 | 0.063047 |
17 | -0.170296 | -1.4146 | 0.919156 |
18 | -0.079203 | -0.6579 | 0.743607 |