Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.963987 | 10.5599 | 0 |
2 | 0.919071 | 10.0679 | 0 |
3 | 0.872347 | 9.5561 | 0 |
4 | 0.822734 | 9.0126 | 0 |
5 | 0.767594 | 8.4086 | 0 |
6 | 0.709105 | 7.7679 | 0 |
7 | 0.653248 | 7.156 | 0 |
8 | 0.606774 | 6.6469 | 0 |
9 | 0.568831 | 6.2312 | 0 |
10 | 0.532953 | 5.8382 | 0 |
11 | 0.499228 | 5.4688 | 0 |
12 | 0.465038 | 5.0942 | 1e-06 |
13 | 0.436254 | 4.7789 | 3e-06 |
14 | 0.409339 | 4.4841 | 8e-06 |
15 | 0.379473 | 4.1569 | 3e-05 |
16 | 0.346481 | 3.7955 | 0.000116 |
17 | 0.311046 | 3.4073 | 0.000447 |
18 | 0.274669 | 3.0088 | 0.001598 |
19 | 0.236054 | 2.5858 | 0.005455 |
20 | 0.192346 | 2.107 | 0.018598 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.963987 | 10.5599 | 0 |
2 | -0.144212 | -1.5798 | 0.058397 |
3 | -0.034287 | -0.3756 | 0.353939 |
4 | -0.062457 | -0.6842 | 0.247588 |
5 | -0.098084 | -1.0745 | 0.142386 |
6 | -0.062496 | -0.6846 | 0.247455 |
7 | 0.015358 | 0.1682 | 0.433337 |
8 | 0.099521 | 1.0902 | 0.138906 |
9 | 0.074874 | 0.8202 | 0.206863 |
10 | -0.017954 | -0.1967 | 0.422206 |
11 | -0.012531 | -0.1373 | 0.445525 |
12 | -0.067462 | -0.739 | 0.230671 |
13 | 0.030778 | 0.3372 | 0.368295 |
14 | -0.013599 | -0.149 | 0.440912 |
15 | -0.051004 | -0.5587 | 0.288698 |
16 | -0.038825 | -0.4253 | 0.335688 |
17 | -0.048501 | -0.5313 | 0.298097 |
18 | -0.035095 | -0.3844 | 0.350664 |
19 | -0.051982 | -0.5694 | 0.285062 |
20 | -0.081313 | -0.8907 | 0.187425 |