Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.976853 | 8.6825 | 0 |
2 | 0.951681 | 8.4587 | 0 |
3 | 0.925841 | 8.2291 | 0 |
4 | 0.897952 | 7.9812 | 0 |
5 | 0.867951 | 7.7145 | 0 |
6 | 0.836527 | 7.4352 | 0 |
7 | 0.804985 | 7.1549 | 0 |
8 | 0.772057 | 6.8622 | 0 |
9 | 0.735469 | 6.537 | 0 |
10 | 0.69827 | 6.2064 | 0 |
11 | 0.660799 | 5.8733 | 0 |
12 | 0.621982 | 5.5283 | 0 |
13 | 0.581441 | 5.168 | 1e-06 |
14 | 0.540941 | 4.808 | 4e-06 |
15 | 0.500716 | 4.4505 | 1.4e-05 |
16 | 0.459421 | 4.0834 | 5.3e-05 |
17 | 0.416849 | 3.705 | 0.000195 |
18 | 0.37478 | 3.3311 | 0.000659 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.976853 | 8.6825 | 0 |
2 | -0.055973 | -0.4975 | 0.310109 |
3 | -0.025626 | -0.2278 | 0.410209 |
4 | -0.057232 | -0.5087 | 0.306195 |
5 | -0.057359 | -0.5098 | 0.305799 |
6 | -0.043035 | -0.3825 | 0.351558 |
7 | -0.014925 | -0.1327 | 0.4474 |
8 | -0.04408 | -0.3918 | 0.348132 |
9 | -0.093659 | -0.8325 | 0.203831 |
10 | -0.027159 | -0.2414 | 0.404939 |
11 | -0.024145 | -0.2146 | 0.415313 |
12 | -0.045101 | -0.4009 | 0.344801 |
13 | -0.05373 | -0.4776 | 0.317139 |
14 | -0.018882 | -0.1678 | 0.433576 |
15 | -0.018506 | -0.1645 | 0.434883 |
16 | -0.044514 | -0.3956 | 0.346716 |
17 | -0.04788 | -0.4256 | 0.335791 |
18 | -0.016705 | -0.1485 | 0.441172 |