Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.931892 | 8.5409 | 0 |
2 | 0.839241 | 7.6918 | 0 |
3 | 0.733715 | 6.7246 | 0 |
4 | 0.633596 | 5.807 | 0 |
5 | 0.561195 | 5.1434 | 1e-06 |
6 | 0.493408 | 4.5222 | 1e-05 |
7 | 0.439377 | 4.027 | 6.2e-05 |
8 | 0.401784 | 3.6824 | 0.000204 |
9 | 0.371509 | 3.4049 | 0.000508 |
10 | 0.338145 | 3.0991 | 0.00132 |
11 | 0.303172 | 2.7786 | 0.003367 |
12 | 0.267521 | 2.4519 | 0.008142 |
13 | 0.235009 | 2.1539 | 0.017057 |
14 | 0.197914 | 1.8139 | 0.036631 |
15 | 0.159497 | 1.4618 | 0.073762 |
16 | 0.112978 | 1.0355 | 0.151714 |
17 | 0.056637 | 0.5191 | 0.302534 |
18 | -0.002187 | -0.02 | 0.492026 |
19 | -0.077682 | -0.712 | 0.239229 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.931892 | 8.5409 | 0 |
2 | -0.221773 | -2.0326 | 0.022627 |
3 | -0.12104 | -1.1093 | 0.135223 |
4 | 0.009516 | 0.0872 | 0.465353 |
5 | 0.151676 | 1.3901 | 0.084081 |
6 | -0.08828 | -0.8091 | 0.210372 |
7 | 0.028377 | 0.2601 | 0.39772 |
8 | 0.082173 | 0.7531 | 0.226739 |
9 | 0.011493 | 0.1053 | 0.458179 |
10 | -0.098572 | -0.9034 | 0.184443 |
11 | 0.000161 | 0.0015 | 0.499415 |
12 | 0.019347 | 0.1773 | 0.429843 |
13 | 0.00159 | 0.0146 | 0.494204 |
14 | -0.09153 | -0.8389 | 0.201956 |
15 | -0.008126 | -0.0745 | 0.470406 |
16 | -0.077404 | -0.7094 | 0.240016 |
17 | -0.107317 | -0.9836 | 0.164075 |
18 | -0.059516 | -0.5455 | 0.293436 |
19 | -0.164323 | -1.506 | 0.067904 |