Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.959062 | 8.1379 | 0 |
2 | 0.911981 | 7.7384 | 0 |
3 | 0.863033 | 7.3231 | 0 |
4 | 0.813862 | 6.9058 | 0 |
5 | 0.764677 | 6.4885 | 0 |
6 | 0.713687 | 6.0558 | 0 |
7 | 0.661021 | 5.6089 | 0 |
8 | 0.608431 | 5.1627 | 1e-06 |
9 | 0.559965 | 4.7515 | 5e-06 |
10 | 0.512207 | 4.3462 | 2.2e-05 |
11 | 0.464354 | 3.9402 | 9.3e-05 |
12 | 0.415086 | 3.5221 | 0.000374 |
13 | 0.363448 | 3.084 | 0.001448 |
14 | 0.308378 | 2.6167 | 0.005407 |
15 | 0.269125 | 2.2836 | 0.012674 |
16 | 0.240102 | 2.0373 | 0.022646 |
17 | 0.216616 | 1.838 | 0.03509 |
18 | 0.192811 | 1.6361 | 0.053096 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.959062 | 8.1379 | 0 |
2 | -0.097509 | -0.8274 | 0.205375 |
3 | -0.042571 | -0.3612 | 0.359494 |
4 | -0.026201 | -0.2223 | 0.412345 |
5 | -0.026731 | -0.2268 | 0.410602 |
6 | -0.050649 | -0.4298 | 0.334323 |
7 | -0.047894 | -0.4064 | 0.342828 |
8 | -0.027318 | -0.2318 | 0.408676 |
9 | 0.019953 | 0.1693 | 0.433014 |
10 | -0.029408 | -0.2495 | 0.401829 |
11 | -0.035121 | -0.298 | 0.383275 |
12 | -0.049843 | -0.4229 | 0.336804 |
13 | -0.062079 | -0.5268 | 0.299992 |
14 | -0.079586 | -0.6753 | 0.250821 |
15 | 0.165894 | 1.4077 | 0.081768 |
16 | 0.075787 | 0.6431 | 0.26111 |
17 | 0.026039 | 0.2209 | 0.412879 |
18 | -0.040567 | -0.3442 | 0.365841 |