Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.958147 | 8.1301 | 0 |
2 | 0.916193 | 7.7742 | 0 |
3 | 0.874499 | 7.4204 | 0 |
4 | 0.832151 | 7.061 | 0 |
5 | 0.788351 | 6.6894 | 0 |
6 | 0.743082 | 6.3053 | 0 |
7 | 0.697911 | 5.922 | 0 |
8 | 0.653213 | 5.5427 | 0 |
9 | 0.609962 | 5.1757 | 1e-06 |
10 | 0.568763 | 4.8261 | 4e-06 |
11 | 0.527241 | 4.4738 | 1.4e-05 |
12 | 0.485586 | 4.1203 | 5e-05 |
13 | 0.443702 | 3.7649 | 0.000169 |
14 | 0.402942 | 3.4191 | 0.000519 |
15 | 0.36284 | 3.0788 | 0.00147 |
16 | 0.325544 | 2.7623 | 0.003639 |
17 | 0.290029 | 2.461 | 0.008127 |
18 | 0.256263 | 2.1745 | 0.016479 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.958147 | 8.1301 | 0 |
2 | -0.022599 | -0.1918 | 0.424236 |
3 | -0.018726 | -0.1589 | 0.437098 |
4 | -0.030232 | -0.2565 | 0.399139 |
5 | -0.040842 | -0.3466 | 0.364967 |
6 | -0.042509 | -0.3607 | 0.359688 |
7 | -0.024871 | -0.211 | 0.416729 |
8 | -0.020713 | -0.1758 | 0.430491 |
9 | -0.008744 | -0.0742 | 0.47053 |
10 | -0.001028 | -0.0087 | 0.496532 |
11 | -0.029891 | -0.2536 | 0.40025 |
12 | -0.029118 | -0.2471 | 0.402777 |
13 | -0.032073 | -0.2721 | 0.393143 |
14 | -0.016651 | -0.1413 | 0.444019 |
15 | -0.02175 | -0.1846 | 0.427049 |
16 | 0.005603 | 0.0475 | 0.481105 |
17 | -0.005853 | -0.0497 | 0.480263 |
18 | -0.005772 | -0.049 | 0.480535 |