Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.6437 | 0 |
1 | 0.910752 | 8.783 | 0 |
2 | 0.803237 | 7.7461 | 0 |
3 | 0.68268 | 6.5835 | 0 |
4 | 0.562466 | 5.4242 | 0 |
5 | 0.454413 | 4.3822 | 1.5e-05 |
6 | 0.367352 | 3.5426 | 0.000311 |
7 | 0.28131 | 2.7129 | 0.003974 |
8 | 0.211073 | 2.0355 | 0.022322 |
9 | 0.164889 | 1.5901 | 0.057599 |
10 | 0.14567 | 1.4048 | 0.081708 |
11 | 0.139993 | 1.35 | 0.09014 |
12 | 0.149801 | 1.4446 | 0.075962 |
13 | 0.157006 | 1.5141 | 0.066694 |
14 | 0.15431 | 1.4881 | 0.070053 |
15 | 0.13433 | 1.2954 | 0.099189 |
16 | 0.110124 | 1.062 | 0.145493 |
17 | 0.084416 | 0.8141 | 0.20884 |
18 | 0.067179 | 0.6479 | 0.259339 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.910752 | 8.783 | 0 |
1 | -0.15382 | -1.4834 | 0.929324 |
2 | -0.127956 | -1.234 | 0.889837 |
3 | -0.057409 | -0.5536 | 0.709421 |
4 | 0.00025 | 0.0024 | 0.499043 |
5 | 0.040687 | 0.3924 | 0.347841 |
6 | -0.088762 | -0.856 | 0.802898 |
7 | 0.012984 | 0.1252 | 0.450314 |
8 | 0.075704 | 0.7301 | 0.233593 |
9 | 0.094808 | 0.9143 | 0.181462 |
10 | 0.013546 | 0.1306 | 0.448173 |
11 | 0.040919 | 0.3946 | 0.347018 |
12 | -0.024301 | -0.2344 | 0.592388 |
13 | -0.047547 | -0.4585 | 0.676177 |
14 | -0.086436 | -0.8336 | 0.796668 |
15 | -0.007891 | -0.0761 | 0.530246 |
16 | 0.015565 | 0.1501 | 0.440504 |
17 | 0.050543 | 0.4874 | 0.313555 |
18 | 0.00922 | 0.0889 | 0.46467 |