Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.921403 | 8.9333 | 0 |
2 | 0.865631 | 8.3926 | 0 |
3 | 0.834634 | 8.0921 | 0 |
4 | 0.820028 | 7.9505 | 0 |
5 | 0.73546 | 7.1305 | 0 |
6 | 0.674819 | 6.5426 | 0 |
7 | 0.652269 | 6.324 | 0 |
8 | 0.642012 | 6.2245 | 0 |
9 | 0.57295 | 5.555 | 0 |
10 | 0.5209 | 5.0503 | 1e-06 |
11 | 0.49559 | 4.8049 | 3e-06 |
12 | 0.480992 | 4.6634 | 5e-06 |
13 | 0.368272 | 3.5705 | 0.000282 |
14 | 0.278856 | 2.7036 | 0.004071 |
15 | 0.223917 | 2.171 | 0.016227 |
16 | 0.189759 | 1.8398 | 0.034478 |
17 | 0.100089 | 0.9704 | 0.167169 |
18 | 0.036954 | 0.3583 | 0.360468 |
19 | 0.009759 | 0.0946 | 0.462411 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.921403 | 8.9333 | 0 |
2 | 0.110239 | 1.0688 | 0.143948 |
3 | 0.156791 | 1.5201 | 0.065915 |
4 | 0.148254 | 1.4374 | 0.076966 |
5 | -0.420945 | -4.0812 | 4.7e-05 |
6 | 0.042634 | 0.4133 | 0.340147 |
7 | 0.17935 | 1.7389 | 0.042666 |
8 | 0.077108 | 0.7476 | 0.228286 |
9 | -0.187901 | -1.8218 | 0.035835 |
10 | -0.023107 | -0.224 | 0.41161 |
11 | -0.011896 | -0.1153 | 0.454212 |
12 | 0.045327 | 0.4395 | 0.330667 |
13 | -0.528048 | -5.1196 | 1e-06 |
14 | -0.08913 | -0.8642 | 0.194852 |
15 | 0.057884 | 0.5612 | 0.287997 |
16 | 0.091552 | 0.8876 | 0.188504 |
17 | 0.055593 | 0.539 | 0.295582 |
18 | -0.018379 | -0.1782 | 0.429477 |
19 | -0.051159 | -0.496 | 0.310525 |