Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9 | 0 |
1 | 0.951663 | 8.565 | 0 |
2 | 0.912399 | 8.2116 | 0 |
3 | 0.870574 | 7.8352 | 0 |
4 | 0.835295 | 7.5177 | 0 |
5 | 0.803323 | 7.2299 | 0 |
6 | 0.767606 | 6.9085 | 0 |
7 | 0.742696 | 6.6843 | 0 |
8 | 0.720204 | 6.4818 | 0 |
9 | 0.709247 | 6.3832 | 0 |
10 | 0.688954 | 6.2006 | 0 |
11 | 0.662959 | 5.9666 | 0 |
12 | 0.630059 | 5.6705 | 0 |
13 | 0.59152 | 5.3237 | 0 |
14 | 0.541386 | 4.8725 | 3e-06 |
15 | 0.491839 | 4.4266 | 1.5e-05 |
16 | 0.44446 | 4.0001 | 7e-05 |
17 | 0.398295 | 3.5847 | 0.000288 |
18 | 0.350694 | 3.1562 | 0.001122 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.951663 | 8.565 | 0 |
1 | 0.071404 | 0.6426 | 0.261136 |
2 | -0.039155 | -0.3524 | 0.637273 |
3 | 0.043417 | 0.3908 | 0.348502 |
4 | 0.028374 | 0.2554 | 0.399544 |
5 | -0.053335 | -0.48 | 0.683745 |
6 | 0.091874 | 0.8269 | 0.205372 |
7 | 0.037714 | 0.3394 | 0.367583 |
8 | 0.109958 | 0.9896 | 0.162653 |
9 | -0.076541 | -0.6889 | 0.753562 |
10 | -0.078463 | -0.7062 | 0.758945 |
11 | -0.088342 | -0.7951 | 0.785554 |
12 | -0.086054 | -0.7745 | 0.77955 |
13 | -0.177593 | -1.5983 | 0.943069 |
14 | -0.035581 | -0.3202 | 0.625191 |
15 | -0.025101 | -0.2259 | 0.589081 |
16 | -0.042346 | -0.3811 | 0.647943 |
17 | -0.100584 | -0.9053 | 0.815994 |
18 | 0.066604 | 0.5994 | 0.275278 |