Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9 | 0 |
1 | 0.920608 | 8.2855 | 0 |
2 | 0.806145 | 7.2553 | 0 |
3 | 0.708772 | 6.379 | 0 |
4 | 0.645433 | 5.8089 | 0 |
5 | 0.617804 | 5.5602 | 0 |
6 | 0.585908 | 5.2732 | 1e-06 |
7 | 0.551674 | 4.9651 | 2e-06 |
8 | 0.520831 | 4.6875 | 6e-06 |
9 | 0.527841 | 4.7506 | 4e-06 |
10 | 0.56523 | 5.0871 | 1e-06 |
11 | 0.6042 | 5.4378 | 0 |
12 | 0.611693 | 5.5052 | 0 |
13 | 0.521965 | 4.6977 | 5e-06 |
14 | 0.409557 | 3.686 | 0.000205 |
15 | 0.312803 | 2.8152 | 0.003059 |
16 | 0.244913 | 2.2042 | 0.015173 |
17 | 0.204418 | 1.8398 | 0.034734 |
18 | 0.161733 | 1.4556 | 0.074685 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.920608 | 8.2855 | 0 |
1 | -0.271342 | -2.4421 | 0.99161 |
2 | 0.106567 | 0.9591 | 0.170181 |
3 | 0.118639 | 1.0677 | 0.144403 |
4 | 0.137085 | 1.2338 | 0.11043 |
5 | -0.106111 | -0.955 | 0.828791 |
6 | 0.062977 | 0.5668 | 0.286212 |
7 | 0.041691 | 0.3752 | 0.35424 |
8 | 0.27182 | 2.4464 | 0.008298 |
9 | 0.103519 | 0.9317 | 0.177137 |
10 | 0.062687 | 0.5642 | 0.287093 |
11 | -0.099913 | -0.8992 | 0.814398 |
12 | -0.528709 | -4.7584 | 0.999996 |
13 | 0.024448 | 0.22 | 0.413201 |
14 | -0.093118 | -0.8381 | 0.797769 |
15 | -0.021711 | -0.1954 | 0.577216 |
16 | -0.034152 | -0.3074 | 0.620325 |
17 | 0.020304 | 0.1827 | 0.427732 |
18 | 0.044448 | 0.4 | 0.345094 |