Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.964672 | 8.1855 | 0 |
2 | 0.927519 | 7.8703 | 0 |
3 | 0.890318 | 7.5546 | 0 |
4 | 0.851495 | 7.2252 | 0 |
5 | 0.810825 | 6.8801 | 0 |
6 | 0.768987 | 6.5251 | 0 |
7 | 0.72474 | 6.1496 | 0 |
8 | 0.67881 | 5.7599 | 0 |
9 | 0.632939 | 5.3707 | 0 |
10 | 0.587478 | 4.9849 | 2e-06 |
11 | 0.543029 | 4.6078 | 9e-06 |
12 | 0.500904 | 4.2503 | 3.2e-05 |
13 | 0.456221 | 3.8712 | 0.000118 |
14 | 0.41442 | 3.5165 | 0.000381 |
15 | 0.37521 | 3.1838 | 0.001074 |
16 | 0.337457 | 2.8634 | 0.002743 |
17 | 0.299633 | 2.5425 | 0.006579 |
18 | 0.262241 | 2.2252 | 0.014601 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.964672 | 8.1855 | 0 |
2 | -0.044278 | -0.3757 | 0.354117 |
3 | -0.019313 | -0.1639 | 0.435145 |
4 | -0.043082 | -0.3656 | 0.357882 |
5 | -0.046564 | -0.3951 | 0.346966 |
6 | -0.038196 | -0.3241 | 0.373401 |
7 | -0.05752 | -0.4881 | 0.31349 |
8 | -0.047812 | -0.4057 | 0.343083 |
9 | -0.024745 | -0.21 | 0.417144 |
10 | -0.020513 | -0.1741 | 0.431155 |
11 | -0.011588 | -0.0983 | 0.460973 |
12 | 0.006492 | 0.0551 | 0.478111 |
13 | -0.065244 | -0.5536 | 0.290779 |
14 | 0.013918 | 0.1181 | 0.453159 |
15 | 0.004588 | 0.0389 | 0.484527 |
16 | -0.009391 | -0.0797 | 0.468354 |
17 | -0.031952 | -0.2711 | 0.393537 |
18 | -0.027763 | -0.2356 | 0.407214 |