Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.951333 | 8.7191 | 0 |
2 | 0.902993 | 8.2761 | 0 |
3 | 0.865296 | 7.9306 | 0 |
4 | 0.827667 | 7.5857 | 0 |
5 | 0.790475 | 7.2448 | 0 |
6 | 0.757679 | 6.9442 | 0 |
7 | 0.72648 | 6.6583 | 0 |
8 | 0.693882 | 6.3595 | 0 |
9 | 0.66428 | 6.0882 | 0 |
10 | 0.623745 | 5.7167 | 0 |
11 | 0.577846 | 5.296 | 0 |
12 | 0.544729 | 4.9925 | 2e-06 |
13 | 0.51573 | 4.7267 | 5e-06 |
14 | 0.483793 | 4.434 | 1.4e-05 |
15 | 0.450468 | 4.1286 | 4.3e-05 |
16 | 0.423741 | 3.8837 | 0.000102 |
17 | 0.398915 | 3.6561 | 0.000223 |
18 | 0.367305 | 3.3664 | 0.000575 |
19 | 0.341322 | 3.1283 | 0.001209 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.951333 | 8.7191 | 0 |
2 | -0.021503 | -0.1971 | 0.42212 |
3 | 0.086731 | 0.7949 | 0.214454 |
4 | -0.019288 | -0.1768 | 0.430055 |
5 | -0.004201 | -0.0385 | 0.48469 |
6 | 0.026095 | 0.2392 | 0.405779 |
7 | 3e-04 | 0.0027 | 0.498907 |
8 | -0.023292 | -0.2135 | 0.415738 |
9 | 0.016661 | 0.1527 | 0.439501 |
10 | -0.135412 | -1.2411 | 0.109017 |
11 | -0.072635 | -0.6657 | 0.253709 |
12 | 0.086768 | 0.7952 | 0.214357 |
13 | 0.010687 | 0.0979 | 0.461104 |
14 | -0.026756 | -0.2452 | 0.40344 |
15 | -0.037688 | -0.3454 | 0.365324 |
16 | 0.037542 | 0.3441 | 0.365823 |
17 | 0.011466 | 0.1051 | 0.458279 |
18 | -0.078645 | -0.7208 | 0.236519 |
19 | 0.049752 | 0.456 | 0.32479 |