Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.956266 | 8.1142 | 0 |
2 | 0.891099 | 7.5612 | 0 |
3 | 0.812406 | 6.8935 | 0 |
4 | 0.725084 | 6.1525 | 0 |
5 | 0.632246 | 5.3648 | 0 |
6 | 0.537111 | 4.5575 | 1e-05 |
7 | 0.445092 | 3.7767 | 0.000162 |
8 | 0.352497 | 2.991 | 0.001902 |
9 | 0.272876 | 2.3154 | 0.011721 |
10 | 0.205265 | 1.7417 | 0.042913 |
11 | 0.150015 | 1.2729 | 0.103571 |
12 | 0.098068 | 0.8321 | 0.204042 |
13 | 0.056006 | 0.4752 | 0.318033 |
14 | 0.026776 | 0.2272 | 0.410455 |
15 | 0.002535 | 0.0215 | 0.491447 |
16 | -0.022536 | -0.1912 | 0.424443 |
17 | -0.049397 | -0.4191 | 0.338179 |
18 | -0.071643 | -0.6079 | 0.272578 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.956266 | 8.1142 | 0 |
2 | -0.272862 | -2.3153 | 0.011725 |
3 | -0.142775 | -1.2115 | 0.114835 |
4 | -0.094152 | -0.7989 | 0.213485 |
5 | -0.076083 | -0.6456 | 0.260299 |
6 | -0.054724 | -0.4643 | 0.321901 |
7 | -0.005641 | -0.0479 | 0.480979 |
8 | -0.084844 | -0.7199 | 0.236951 |
9 | 0.098514 | 0.8359 | 0.202982 |
10 | 0.029177 | 0.2476 | 0.402583 |
11 | 0.02504 | 0.2125 | 0.41617 |
12 | -0.095734 | -0.8123 | 0.20964 |
13 | 0.034671 | 0.2942 | 0.384729 |
14 | 0.053201 | 0.4514 | 0.32652 |
15 | -0.044189 | -0.375 | 0.354396 |
16 | -0.107861 | -0.9152 | 0.181563 |
17 | -0.059556 | -0.5054 | 0.307428 |
18 | 0.036445 | 0.3092 | 0.379013 |