Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.91436 | 8.1783 | 0 |
2 | 0.849998 | 7.6026 | 0 |
3 | 0.777544 | 6.9546 | 0 |
4 | 0.717104 | 6.414 | 0 |
5 | 0.666391 | 5.9604 | 0 |
6 | 0.623277 | 5.5748 | 0 |
7 | 0.587198 | 5.2521 | 1e-06 |
8 | 0.535699 | 4.7914 | 4e-06 |
9 | 0.495307 | 4.4302 | 1.5e-05 |
10 | 0.451265 | 4.0362 | 6.2e-05 |
11 | 0.406758 | 3.6382 | 0.000242 |
12 | 0.378873 | 3.3887 | 0.000546 |
13 | 0.344593 | 3.0821 | 0.001409 |
14 | 0.307108 | 2.7469 | 0.003715 |
15 | 0.250565 | 2.2411 | 0.013895 |
16 | 0.187719 | 1.679 | 0.048526 |
17 | 0.134051 | 1.199 | 0.117036 |
18 | 0.081157 | 0.7259 | 0.235012 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.91436 | 8.1783 | 0 |
1 | 0.085044 | 0.7607 | 0.224549 |
2 | -0.069577 | -0.6223 | 0.732249 |
3 | 0.023863 | 0.2134 | 0.415763 |
4 | 0.04146 | 0.3708 | 0.355873 |
5 | 0.026229 | 0.2346 | 0.407559 |
6 | 0.026719 | 0.239 | 0.405866 |
7 | -0.103841 | -0.9288 | 0.822102 |
8 | 0.023833 | 0.2132 | 0.415868 |
9 | -0.017712 | -0.1584 | 0.562737 |
10 | -0.041385 | -0.3702 | 0.643878 |
11 | 0.072748 | 0.6507 | 0.258558 |
12 | -0.040869 | -0.3655 | 0.642164 |
13 | -0.063459 | -0.5676 | 0.71405 |
14 | -0.131008 | -1.1718 | 0.877617 |
15 | -0.107894 | -0.965 | 0.831281 |
16 | 0.014795 | 0.1323 | 0.447528 |
17 | -0.035162 | -0.3145 | 0.623018 |
18 | -0.083767 | -0.7492 | 0.772045 |