Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.94054 | 8.4124 | 0 |
2 | 0.896701 | 8.0203 | 0 |
3 | 0.854548 | 7.6433 | 0 |
4 | 0.804248 | 7.1934 | 0 |
5 | 0.759897 | 6.7967 | 0 |
6 | 0.719574 | 6.4361 | 0 |
7 | 0.68729 | 6.1473 | 0 |
8 | 0.634394 | 5.6742 | 0 |
9 | 0.58059 | 5.193 | 1e-06 |
10 | 0.530705 | 4.7468 | 4e-06 |
11 | 0.479764 | 4.2911 | 2.5e-05 |
12 | 0.43977 | 3.9334 | 8.9e-05 |
13 | 0.400572 | 3.5828 | 0.000291 |
14 | 0.359234 | 3.2131 | 0.000947 |
15 | 0.330852 | 2.9592 | 0.002028 |
16 | 0.294469 | 2.6338 | 0.005066 |
17 | 0.252523 | 2.2586 | 0.013314 |
18 | 0.22383 | 2.002 | 0.024337 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.94054 | 8.4124 | 0 |
1 | 0.104733 | 0.9368 | 0.175851 |
2 | 0.008672 | 0.0776 | 0.469186 |
3 | -0.088142 | -0.7884 | 0.783594 |
4 | 0.007551 | 0.0675 | 0.473162 |
5 | 0.018635 | 0.1667 | 0.434024 |
6 | 0.063351 | 0.5666 | 0.286275 |
7 | -0.186742 | -1.6703 | 0.950613 |
8 | -0.086156 | -0.7706 | 0.778395 |
9 | -0.017527 | -0.1568 | 0.562089 |
10 | -0.002563 | -0.0229 | 0.509115 |
11 | 0.063617 | 0.569 | 0.285473 |
12 | -0.014616 | -0.1307 | 0.551843 |
13 | -0.071404 | -0.6387 | 0.737566 |
14 | 0.097187 | 0.8693 | 0.193652 |
15 | -0.042143 | -0.3769 | 0.64639 |
16 | -0.083106 | -0.7433 | 0.770267 |
17 | 0.064063 | 0.573 | 0.284127 |
18 | 0.006558 | 0.0587 | 0.476685 |