Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.974859 | 7.9796 | 0 |
2 | 0.936935 | 7.6691 | 0 |
3 | 0.899764 | 7.3649 | 0 |
4 | 0.856557 | 7.0112 | 0 |
5 | 0.797706 | 6.5295 | 0 |
6 | 0.730512 | 5.9795 | 0 |
7 | 0.659883 | 5.4014 | 0 |
8 | 0.593384 | 4.8571 | 4e-06 |
9 | 0.522334 | 4.2755 | 3.1e-05 |
10 | 0.448463 | 3.6708 | 0.00024 |
11 | 0.37884 | 3.1009 | 0.001411 |
12 | 0.308445 | 2.5247 | 0.006976 |
13 | 0.235466 | 1.9274 | 0.029087 |
14 | 0.161895 | 1.3252 | 0.094809 |
15 | 0.087333 | 0.7148 | 0.238593 |
16 | 0.01367 | 0.1119 | 0.455622 |
17 | -0.061804 | -0.5059 | 0.307298 |
18 | -0.135795 | -1.1115 | 0.135156 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.974859 | 7.9796 | 0 |
2 | -0.270186 | -2.2116 | 0.015206 |
3 | 0.065085 | 0.5327 | 0.297987 |
4 | -0.178761 | -1.4632 | 0.074041 |
5 | -0.292323 | -2.3928 | 0.009766 |
6 | -0.090981 | -0.7447 | 0.229524 |
7 | -0.106817 | -0.8743 | 0.192531 |
8 | 0.123542 | 1.0112 | 0.157772 |
9 | -0.121385 | -0.9936 | 0.162002 |
10 | 0.020903 | 0.1711 | 0.432332 |
11 | 0.061307 | 0.5018 | 0.308719 |
12 | -0.182646 | -1.495 | 0.069802 |
13 | -0.036815 | -0.3013 | 0.382041 |
14 | -0.115913 | -0.9488 | 0.173069 |
15 | -0.11541 | -0.9447 | 0.174111 |
16 | -0.036617 | -0.2997 | 0.382659 |
17 | -0.147073 | -1.2038 | 0.116442 |
18 | 0.060669 | 0.4966 | 0.31055 |