Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.936321 | 7.9999 | 0 |
2 | 0.868112 | 7.4172 | 0 |
3 | 0.799755 | 6.8331 | 0 |
4 | 0.734923 | 6.2792 | 0 |
5 | 0.673583 | 5.7551 | 0 |
6 | 0.615515 | 5.259 | 1e-06 |
7 | 0.555893 | 4.7496 | 5e-06 |
8 | 0.493857 | 4.2195 | 3.5e-05 |
9 | 0.433848 | 3.7068 | 0.000203 |
10 | 0.382204 | 3.2656 | 0.000833 |
11 | 0.337012 | 2.8794 | 0.002612 |
12 | 0.295345 | 2.5234 | 0.006899 |
13 | 0.256615 | 2.1925 | 0.015765 |
14 | 0.220118 | 1.8807 | 0.032001 |
15 | 0.191633 | 1.6373 | 0.052934 |
16 | 0.17463 | 1.492 | 0.069999 |
17 | 0.16385 | 1.3999 | 0.082885 |
18 | 0.156348 | 1.3358 | 0.092876 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.936321 | 7.9999 | 0 |
2 | -0.06963 | -0.5949 | 0.27687 |
3 | -0.036495 | -0.3118 | 0.378036 |
4 | -0.009182 | -0.0785 | 0.468841 |
5 | -0.010824 | -0.0925 | 0.463283 |
6 | -0.012017 | -0.1027 | 0.459252 |
7 | -0.050025 | -0.4274 | 0.335169 |
8 | -0.056105 | -0.4794 | 0.316556 |
9 | -0.021613 | -0.1847 | 0.427002 |
10 | 0.026336 | 0.225 | 0.411299 |
11 | 0.009221 | 0.0788 | 0.46871 |
12 | -0.011197 | -0.0957 | 0.462022 |
13 | -0.009517 | -0.0813 | 0.467708 |
14 | -0.010557 | -0.0902 | 0.464187 |
15 | 0.037761 | 0.3226 | 0.373948 |
16 | 0.063244 | 0.5404 | 0.295298 |
17 | 0.021754 | 0.1859 | 0.426534 |
18 | 0.008039 | 0.0687 | 0.472713 |