Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.977655 | 8.9604 | 0 |
2 | 0.950128 | 8.7081 | 0 |
3 | 0.921678 | 8.4473 | 0 |
4 | 0.892459 | 8.1795 | 0 |
5 | 0.862325 | 7.9033 | 0 |
6 | 0.832627 | 7.6312 | 0 |
7 | 0.802277 | 7.353 | 0 |
8 | 0.773252 | 7.087 | 0 |
9 | 0.741559 | 6.7965 | 0 |
10 | 0.710512 | 6.512 | 0 |
11 | 0.680029 | 6.2326 | 0 |
12 | 0.646388 | 5.9242 | 0 |
13 | 0.609049 | 5.582 | 0 |
14 | 0.567355 | 5.1999 | 1e-06 |
15 | 0.522635 | 4.79 | 4e-06 |
16 | 0.477589 | 4.3772 | 1.7e-05 |
17 | 0.43384 | 3.9762 | 7.4e-05 |
18 | 0.390877 | 3.5824 | 0.000285 |
19 | 0.348711 | 3.196 | 0.000982 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.977655 | 8.9604 | 0 |
2 | -0.12856 | -1.1783 | 0.121007 |
3 | -0.021872 | -0.2005 | 0.420801 |
4 | -0.029291 | -0.2685 | 0.394504 |
5 | -0.032799 | -0.3006 | 0.382229 |
6 | -0.001502 | -0.0138 | 0.494524 |
7 | -0.033378 | -0.3059 | 0.380212 |
8 | 0.017558 | 0.1609 | 0.436269 |
9 | -0.084856 | -0.7777 | 0.21946 |
10 | 0.010699 | 0.0981 | 0.46106 |
11 | -0.008909 | -0.0817 | 0.467559 |
12 | -0.094614 | -0.8672 | 0.194164 |
13 | -0.087184 | -0.7991 | 0.213256 |
14 | -0.112458 | -1.0307 | 0.15282 |
15 | -0.073638 | -0.6749 | 0.250796 |
16 | -0.028138 | -0.2579 | 0.398563 |
17 | 0.00559 | 0.0512 | 0.479631 |
18 | -0.018648 | -0.1709 | 0.432351 |
19 | -0.023534 | -0.2157 | 0.414876 |