Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.934186 | 7.8716 | 0 |
2 | 0.870551 | 7.3354 | 0 |
3 | 0.808013 | 6.8084 | 0 |
4 | 0.747986 | 6.3026 | 0 |
5 | 0.685031 | 5.7722 | 0 |
6 | 0.611051 | 5.1488 | 1e-06 |
7 | 0.544512 | 4.5881 | 9e-06 |
8 | 0.493343 | 4.157 | 4.4e-05 |
9 | 0.450359 | 3.7948 | 0.000154 |
10 | 0.411082 | 3.4638 | 0.000453 |
11 | 0.376699 | 3.1741 | 0.001111 |
12 | 0.343607 | 2.8953 | 0.002515 |
13 | 0.312752 | 2.6353 | 0.005158 |
14 | 0.28981 | 2.442 | 0.00855 |
15 | 0.270162 | 2.2764 | 0.012919 |
16 | 0.253233 | 2.1338 | 0.018158 |
17 | 0.235608 | 1.9853 | 0.025489 |
18 | 0.21077 | 1.776 | 0.04001 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.934186 | 7.8716 | 0 |
2 | -0.0169 | -0.1424 | 0.443581 |
3 | -0.025144 | -0.2119 | 0.416408 |
4 | -0.014574 | -0.1228 | 0.451304 |
5 | -0.056734 | -0.478 | 0.317043 |
6 | -0.124714 | -1.0509 | 0.148444 |
7 | 0.010344 | 0.0872 | 0.465394 |
8 | 0.079535 | 0.6702 | 0.252462 |
9 | 0.032797 | 0.2764 | 0.391541 |
10 | 0.007629 | 0.0643 | 0.474463 |
11 | 0.020038 | 0.1688 | 0.433199 |
12 | -0.028302 | -0.2385 | 0.406099 |
13 | -0.029884 | -0.2518 | 0.40096 |
14 | 0.036923 | 0.3111 | 0.378309 |
15 | 0.018413 | 0.1552 | 0.438571 |
16 | 0.012519 | 0.1055 | 0.458145 |
17 | -0.007668 | -0.0646 | 0.474331 |
18 | -0.068138 | -0.5741 | 0.283842 |