Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.974661 | 8.7176 | 0 |
2 | 0.943573 | 8.4396 | 0 |
3 | 0.909489 | 8.1347 | 0 |
4 | 0.872457 | 7.8035 | 0 |
5 | 0.834493 | 7.4639 | 0 |
6 | 0.796155 | 7.121 | 0 |
7 | 0.754861 | 6.7517 | 0 |
8 | 0.710377 | 6.3538 | 0 |
9 | 0.6655 | 5.9524 | 0 |
10 | 0.61666 | 5.5156 | 0 |
11 | 0.5637 | 5.0419 | 1e-06 |
12 | 0.51608 | 4.616 | 7e-06 |
13 | 0.467989 | 4.1858 | 3.6e-05 |
14 | 0.416877 | 3.7287 | 0.000179 |
15 | 0.367056 | 3.283 | 0.000762 |
16 | 0.313335 | 2.8026 | 0.003179 |
17 | 0.262486 | 2.3477 | 0.010679 |
18 | 0.221164 | 1.9781 | 0.025677 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.974661 | 8.7176 | 0 |
1 | -0.127713 | -1.1423 | 0.871631 |
2 | -0.064013 | -0.5725 | 0.715722 |
3 | -0.066352 | -0.5935 | 0.722728 |
4 | -0.025132 | -0.2248 | 0.588643 |
5 | -0.020916 | -0.1871 | 0.573963 |
6 | -0.077561 | -0.6937 | 0.75507 |
7 | -0.076686 | -0.6859 | 0.752619 |
8 | -0.017946 | -0.1605 | 0.563558 |
9 | -0.099374 | -0.8888 | 0.81162 |
10 | -0.097235 | -0.8697 | 0.806465 |
11 | 0.096726 | 0.8651 | 0.194773 |
12 | -0.050667 | -0.4532 | 0.674177 |
13 | -0.093684 | -0.8379 | 0.797717 |
14 | -0.003399 | -0.0304 | 0.512087 |
15 | -0.116022 | -1.0377 | 0.848739 |
16 | 0.05294 | 0.4735 | 0.318569 |
17 | 0.15339 | 1.372 | 0.086955 |
18 | 0.059868 | 0.5355 | 0.296903 |