Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.6437 | 0 |
1 | 0.929101 | 8.9599 | 0 |
2 | 0.868171 | 8.3723 | 0 |
3 | 0.804134 | 7.7548 | 0 |
4 | 0.734799 | 7.0861 | 0 |
5 | 0.679231 | 6.5503 | 0 |
6 | 0.638285 | 6.1554 | 0 |
7 | 0.59518 | 5.7397 | 0 |
8 | 0.551988 | 5.3232 | 0 |
9 | 0.520312 | 5.0177 | 1e-06 |
10 | 0.493552 | 4.7596 | 4e-06 |
11 | 0.466605 | 4.4998 | 1e-05 |
12 | 0.449213 | 4.3321 | 1.9e-05 |
13 | 0.439439 | 4.2378 | 2.7e-05 |
14 | 0.422441 | 4.0739 | 4.9e-05 |
15 | 0.388413 | 3.7457 | 0.000156 |
16 | 0.362639 | 3.4972 | 0.000361 |
17 | 0.329865 | 3.1811 | 0.000997 |
18 | 0.300395 | 2.8969 | 0.002349 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.929101 | 8.9599 | 0 |
1 | 0.036137 | 0.3485 | 0.36413 |
2 | -0.050597 | -0.4879 | 0.686629 |
3 | -0.077036 | -0.7429 | 0.770295 |
4 | 0.056599 | 0.5458 | 0.293247 |
5 | 0.089327 | 0.8614 | 0.195607 |
6 | -0.029983 | -0.2891 | 0.613444 |
7 | -0.043946 | -0.4238 | 0.663656 |
8 | 0.056823 | 0.548 | 0.292508 |
9 | 0.048547 | 0.4682 | 0.320378 |
10 | -0.009309 | -0.0898 | 0.535669 |
11 | 0.037021 | 0.357 | 0.360943 |
12 | 0.061572 | 0.5938 | 0.27705 |
13 | -0.031775 | -0.3064 | 0.620018 |
14 | -0.148555 | -1.4326 | 0.92234 |
15 | 0.030068 | 0.29 | 0.386245 |
16 | -0.016385 | -0.158 | 0.562605 |
17 | 0.015447 | 0.149 | 0.440954 |
18 | -0.032988 | -0.3181 | 0.624449 |