Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.946989 | 8.0911 | 0 |
2 | 0.907526 | 7.7539 | 0 |
3 | 0.867693 | 7.4136 | 0 |
4 | 0.81766 | 6.9861 | 0 |
5 | 0.782795 | 6.6882 | 0 |
6 | 0.74105 | 6.3315 | 0 |
7 | 0.698551 | 5.9684 | 0 |
8 | 0.66517 | 5.6832 | 0 |
9 | 0.633003 | 5.4084 | 0 |
10 | 0.594715 | 5.0812 | 1e-06 |
11 | 0.562596 | 4.8068 | 4e-06 |
12 | 0.523105 | 4.4694 | 1.4e-05 |
13 | 0.487338 | 4.1638 | 4.2e-05 |
14 | 0.450036 | 3.8451 | 0.000128 |
15 | 0.406917 | 3.4767 | 0.000429 |
16 | 0.369145 | 3.154 | 0.001169 |
17 | 0.332359 | 2.8397 | 0.002923 |
18 | 0.295899 | 2.5282 | 0.006814 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.946989 | 8.0911 | 0 |
2 | 0.104047 | 0.889 | 0.188468 |
3 | -0.008179 | -0.0699 | 0.472238 |
4 | -0.12006 | -1.0258 | 0.154189 |
5 | 0.098069 | 0.8379 | 0.202411 |
6 | -0.055888 | -0.4775 | 0.317214 |
7 | -0.034959 | -0.2987 | 0.383013 |
8 | 0.040662 | 0.3474 | 0.364638 |
9 | 0.035109 | 0.3 | 0.382526 |
10 | -0.086438 | -0.7385 | 0.231282 |
11 | 0.011498 | 0.0982 | 0.461007 |
12 | -0.069627 | -0.5949 | 0.276876 |
13 | 0.009814 | 0.0838 | 0.466703 |
14 | -0.060372 | -0.5158 | 0.303769 |
15 | -0.056852 | -0.4857 | 0.314303 |
16 | -0.004378 | -0.0374 | 0.485133 |
17 | 0.002129 | 0.0182 | 0.492769 |
18 | -0.022284 | -0.1904 | 0.424764 |