Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.94877 | 8.4861 | 0 |
2 | 0.896821 | 8.0214 | 0 |
3 | 0.83733 | 7.4893 | 0 |
4 | 0.773639 | 6.9196 | 0 |
5 | 0.712967 | 6.377 | 0 |
6 | 0.663094 | 5.9309 | 0 |
7 | 0.628318 | 5.6199 | 0 |
8 | 0.589303 | 5.2709 | 1e-06 |
9 | 0.555409 | 4.9677 | 2e-06 |
10 | 0.510916 | 4.5698 | 9e-06 |
11 | 0.467012 | 4.1771 | 3.7e-05 |
12 | 0.424874 | 3.8002 | 0.00014 |
13 | 0.385519 | 3.4482 | 0.000451 |
14 | 0.351684 | 3.1456 | 0.001164 |
15 | 0.32766 | 2.9307 | 0.002204 |
16 | 0.31542 | 2.8212 | 0.003016 |
17 | 0.303527 | 2.7148 | 0.00406 |
18 | 0.289464 | 2.589 | 0.005715 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.94877 | 8.4861 | 0 |
1 | -0.033486 | -0.2995 | 0.617336 |
2 | -0.102965 | -0.9209 | 0.820075 |
3 | -0.074321 | -0.6647 | 0.745938 |
4 | 1.7e-05 | 1e-04 | 0.499941 |
5 | 0.080466 | 0.7197 | 0.236901 |
6 | 0.121638 | 1.088 | 0.13994 |
7 | -0.085057 | -0.7608 | 0.775486 |
8 | -0.007206 | -0.0645 | 0.525616 |
9 | -0.136495 | -1.2208 | 0.887135 |
10 | -0.005593 | -0.05 | 0.519887 |
11 | 0.03229 | 0.2888 | 0.386737 |
12 | 0.025589 | 0.2289 | 0.409775 |
13 | 0.011408 | 0.102 | 0.459493 |
14 | 0.055853 | 0.4996 | 0.309375 |
15 | 0.058391 | 0.5223 | 0.301464 |
16 | -0.006835 | -0.0611 | 0.524297 |
17 | -0.055789 | -0.499 | 0.690423 |
18 | -0.032014 | -0.2863 | 0.612323 |