Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.798 | 0 |
1 | 0.947915 | 9.2876 | 0 |
2 | 0.881906 | 8.6409 | 0 |
3 | 0.804256 | 7.8801 | 0 |
4 | 0.724532 | 7.0989 | 0 |
5 | 0.658856 | 6.4554 | 0 |
6 | 0.59129 | 5.7934 | 0 |
7 | 0.529876 | 5.1917 | 1e-06 |
8 | 0.475876 | 4.6626 | 5e-06 |
9 | 0.425211 | 4.1662 | 3.4e-05 |
10 | 0.388688 | 3.8083 | 0.000123 |
11 | 0.354303 | 3.4714 | 0.000389 |
12 | 0.308005 | 3.0178 | 0.00163 |
13 | 0.254538 | 2.494 | 0.007171 |
14 | 0.199774 | 1.9574 | 0.026603 |
15 | 0.136853 | 1.3409 | 0.091562 |
16 | 0.089399 | 0.8759 | 0.191627 |
17 | 0.045585 | 0.4466 | 0.328069 |
18 | 0.004611 | 0.0452 | 0.48203 |
19 | -0.029372 | -0.2878 | 0.612935 |
20 | -0.064291 | -0.6299 | 0.734877 |
21 | -0.086601 | -0.8485 | 0.800867 |
22 | -0.099772 | -0.9776 | 0.834627 |
23 | -0.109182 | -1.0698 | 0.856296 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.947915 | 9.2876 | 0 |
1 | -0.163981 | -1.6067 | 0.944295 |
2 | -0.135326 | -1.3259 | 0.905993 |
3 | -0.039071 | -0.3828 | 0.648649 |
4 | 0.110919 | 1.0868 | 0.139927 |
5 | -0.091965 | -0.9011 | 0.815096 |
6 | -0.002341 | -0.0229 | 0.509127 |
7 | 0.028576 | 0.28 | 0.390047 |
8 | -0.008041 | -0.0788 | 0.531315 |
9 | 0.075293 | 0.7377 | 0.231243 |
10 | -0.032966 | -0.323 | 0.626302 |
11 | -0.172938 | -1.6944 | 0.953289 |
12 | -0.086332 | -0.8459 | 0.800138 |
13 | 0.028293 | 0.2772 | 0.391105 |
14 | -0.123993 | -1.2149 | 0.886305 |
15 | 0.106397 | 1.0425 | 0.149906 |
16 | -0.014398 | -0.1411 | 0.555946 |
17 | -0.049854 | -0.4885 | 0.686834 |
18 | -0.004577 | -0.0448 | 0.517839 |
19 | -0.021366 | -0.2093 | 0.582688 |
20 | 0.033874 | 0.3319 | 0.370345 |
21 | 0.025683 | 0.2516 | 0.400928 |
22 | 0.015269 | 0.1496 | 0.440694 |
23 | 0.016374 | 0.1604 | 0.43644 |