Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.947038 | 8.6797 | 0 |
2 | 0.884419 | 8.1058 | 0 |
3 | 0.811776 | 7.4401 | 0 |
4 | 0.735927 | 6.7449 | 0 |
5 | 0.674106 | 6.1783 | 0 |
6 | 0.630785 | 5.7812 | 0 |
7 | 0.612521 | 5.6138 | 0 |
8 | 0.60992 | 5.59 | 0 |
9 | 0.61484 | 5.6351 | 0 |
10 | 0.622251 | 5.703 | 0 |
11 | 0.622022 | 5.7009 | 0 |
12 | 0.597705 | 5.4781 | 0 |
13 | 0.544057 | 4.9864 | 2e-06 |
14 | 0.469337 | 4.3015 | 2.3e-05 |
15 | 0.39414 | 3.6124 | 0.000258 |
16 | 0.314699 | 2.8843 | 0.002491 |
17 | 0.250804 | 2.2987 | 0.012004 |
18 | 0.213332 | 1.9552 | 0.026941 |
19 | 0.192581 | 1.765 | 0.040597 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.947038 | 8.6797 | 0 |
2 | -0.120861 | -1.1077 | 0.135575 |
3 | -0.123732 | -1.134 | 0.130005 |
4 | -0.057197 | -0.5242 | 0.300753 |
5 | 0.108274 | 0.9924 | 0.161938 |
6 | 0.132568 | 1.215 | 0.113883 |
7 | 0.178173 | 1.633 | 0.053108 |
8 | 0.079011 | 0.7241 | 0.235494 |
9 | 0.020192 | 0.1851 | 0.426813 |
10 | 0.0165 | 0.1512 | 0.440079 |
11 | -0.025734 | -0.2359 | 0.40706 |
12 | -0.169631 | -1.5547 | 0.061889 |
13 | -0.226 | -2.0713 | 0.020698 |
14 | -0.161748 | -1.4824 | 0.070982 |
15 | 0.034985 | 0.3206 | 0.37464 |
16 | -0.073998 | -0.6782 | 0.249754 |
17 | 0.028391 | 0.2602 | 0.39767 |
18 | 0.091451 | 0.8382 | 0.202158 |
19 | -0.003513 | -0.0322 | 0.487194 |