Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.6954 | 0 |
1 | 0.903464 | 8.7594 | 0 |
2 | 0.830542 | 8.0524 | 0 |
3 | 0.767693 | 7.4431 | 0 |
4 | 0.686678 | 6.6576 | 0 |
5 | 0.627079 | 6.0798 | 0 |
6 | 0.58176 | 5.6404 | 0 |
7 | 0.523956 | 5.0799 | 1e-06 |
8 | 0.457255 | 4.4333 | 1.3e-05 |
9 | 0.393922 | 3.8192 | 0.00012 |
10 | 0.330887 | 3.2081 | 0.000914 |
11 | 0.269708 | 2.6149 | 0.005198 |
12 | 0.218975 | 2.123 | 0.018189 |
13 | 0.197022 | 1.9102 | 0.029578 |
14 | 0.184891 | 1.7926 | 0.038128 |
15 | 0.157594 | 1.5279 | 0.064943 |
16 | 0.138164 | 1.3396 | 0.091811 |
17 | 0.103434 | 1.0028 | 0.159259 |
18 | 0.079593 | 0.7717 | 0.22112 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.903464 | 8.7594 | 0 |
1 | 0.077793 | 0.7542 | 0.226298 |
2 | 0.029669 | 0.2877 | 0.387122 |
3 | -0.1209 | -1.1722 | 0.877954 |
4 | 0.053169 | 0.5155 | 0.303708 |
5 | 0.056426 | 0.5471 | 0.292814 |
6 | -0.062367 | -0.6047 | 0.726573 |
7 | -0.108096 | -1.048 | 0.851344 |
8 | -0.047529 | -0.4608 | 0.677002 |
9 | -0.021753 | -0.2109 | 0.583291 |
10 | -0.026632 | -0.2582 | 0.601595 |
11 | -0.006746 | -0.0654 | 0.526004 |
12 | 0.124491 | 1.207 | 0.115234 |
13 | 0.08052 | 0.7807 | 0.218478 |
14 | -0.076085 | -0.7377 | 0.768723 |
15 | -0.012466 | -0.1209 | 0.547971 |
16 | -0.08597 | -0.8335 | 0.796666 |
17 | 0.059366 | 0.5756 | 0.283139 |
18 | -0.045158 | -0.4378 | 0.668741 |