Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.973268 | 8.7052 | 0 |
2 | 0.940197 | 8.4094 | 0 |
3 | 0.905732 | 8.1011 | 0 |
4 | 0.8689 | 7.7717 | 0 |
5 | 0.830363 | 7.427 | 0 |
6 | 0.790618 | 7.0715 | 0 |
7 | 0.74878 | 6.6973 | 0 |
8 | 0.706539 | 6.3195 | 0 |
9 | 0.663722 | 5.9365 | 0 |
10 | 0.617065 | 5.5192 | 0 |
11 | 0.565968 | 5.0622 | 1e-06 |
12 | 0.519308 | 4.6448 | 7e-06 |
13 | 0.472942 | 4.2301 | 3.1e-05 |
14 | 0.423474 | 3.7877 | 0.000146 |
15 | 0.375292 | 3.3567 | 0.000605 |
16 | 0.322821 | 2.8874 | 0.002497 |
17 | 0.272763 | 2.4397 | 0.008456 |
18 | 0.232775 | 2.082 | 0.020269 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.973268 | 8.7052 | 0 |
1 | -0.133718 | -1.196 | 0.882387 |
2 | -0.029895 | -0.2674 | 0.605072 |
3 | -0.059329 | -0.5307 | 0.701434 |
4 | -0.042724 | -0.3821 | 0.648314 |
5 | -0.037117 | -0.332 | 0.629615 |
6 | -0.056318 | -0.5037 | 0.69208 |
7 | -0.0214 | -0.1914 | 0.575655 |
8 | -0.032862 | -0.2939 | 0.615212 |
9 | -0.095433 | -0.8536 | 0.802058 |
10 | -0.099411 | -0.8892 | 0.811707 |
11 | 0.0731 | 0.6538 | 0.257548 |
12 | -0.038343 | -0.3429 | 0.633731 |
13 | -0.087895 | -0.7862 | 0.782952 |
14 | 0.001825 | 0.0163 | 0.493507 |
15 | -0.124734 | -1.1157 | 0.866045 |
16 | 0.031835 | 0.2847 | 0.388289 |
17 | 0.149364 | 1.336 | 0.092677 |
18 | 0.053722 | 0.4805 | 0.316089 |