Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.832787 | 7.0664 | 0 |
2 | 0.762588 | 6.4708 | 0 |
3 | 0.743692 | 6.3104 | 0 |
4 | 0.768214 | 6.5185 | 0 |
5 | 0.718434 | 6.0961 | 0 |
6 | 0.648901 | 5.5061 | 0 |
7 | 0.655735 | 5.5641 | 0 |
8 | 0.639454 | 5.4259 | 0 |
9 | 0.535186 | 4.5412 | 1.1e-05 |
10 | 0.490778 | 4.1644 | 4.3e-05 |
11 | 0.491099 | 4.1671 | 4.2e-05 |
12 | 0.569044 | 4.8285 | 4e-06 |
13 | 0.418398 | 3.5502 | 0.000341 |
14 | 0.349337 | 2.9642 | 0.002056 |
15 | 0.323849 | 2.748 | 0.003787 |
16 | 0.339285 | 2.8789 | 0.002625 |
17 | 0.292353 | 2.4807 | 0.007725 |
18 | 0.230449 | 1.9554 | 0.027207 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.832787 | 7.0664 | 0 |
2 | 0.225323 | 1.9119 | 0.029933 |
3 | 0.220241 | 1.8688 | 0.032859 |
4 | 0.283403 | 2.4048 | 0.009378 |
5 | -0.042125 | -0.3574 | 0.360902 |
6 | -0.112038 | -0.9507 | 0.172476 |
7 | 0.144351 | 1.2249 | 0.11231 |
8 | -0.038328 | -0.3252 | 0.372979 |
9 | -0.315401 | -2.6763 | 0.004606 |
10 | 0.035832 | 0.304 | 0.380984 |
11 | 0.06247 | 0.5301 | 0.298845 |
12 | 0.355883 | 3.0198 | 0.001749 |
13 | -0.485354 | -4.1184 | 5e-05 |
14 | -0.025457 | -0.216 | 0.414796 |
15 | -0.040167 | -0.3408 | 0.367112 |
16 | 0.084331 | 0.7156 | 0.238286 |
17 | 0.032302 | 0.2741 | 0.392398 |
18 | -0.023376 | -0.1983 | 0.421666 |