Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.952187 | 7.3756 | 0 |
2 | 0.898849 | 6.9625 | 0 |
3 | 0.83895 | 6.4985 | 0 |
4 | 0.773596 | 5.9922 | 0 |
5 | 0.694995 | 5.3834 | 1e-06 |
6 | 0.627184 | 4.8581 | 4e-06 |
7 | 0.554505 | 4.2952 | 3.2e-05 |
8 | 0.473575 | 3.6683 | 0.00026 |
9 | 0.397276 | 3.0773 | 0.001573 |
10 | 0.333713 | 2.5849 | 0.006094 |
11 | 0.273045 | 2.115 | 0.019296 |
12 | 0.208591 | 1.6157 | 0.055698 |
13 | 0.160363 | 1.2422 | 0.109505 |
14 | 0.119841 | 0.9283 | 0.178489 |
15 | 0.080326 | 0.6222 | 0.268083 |
16 | 0.041193 | 0.3191 | 0.375386 |
17 | 0.006446 | 0.0499 | 0.480171 |
18 | -0.038448 | -0.2978 | 0.383435 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.952187 | 7.3756 | 0 |
2 | -0.083681 | -0.6482 | 0.259667 |
3 | -0.095611 | -0.7406 | 0.230912 |
4 | -0.084915 | -0.6578 | 0.256607 |
5 | -0.172927 | -1.3395 | 0.092732 |
6 | 0.091105 | 0.7057 | 0.241555 |
7 | -0.090566 | -0.7015 | 0.242845 |
8 | -0.137112 | -1.0621 | 0.14623 |
9 | 0.019198 | 0.1487 | 0.441141 |
10 | 0.064936 | 0.503 | 0.308404 |
11 | 0.002622 | 0.0203 | 0.491933 |
12 | -0.10537 | -0.8162 | 0.20881 |
13 | 0.090295 | 0.6994 | 0.243494 |
14 | 0.025613 | 0.1984 | 0.421703 |
15 | -0.031553 | -0.2444 | 0.403875 |
16 | -0.062022 | -0.4804 | 0.316338 |
17 | -0.075073 | -0.5815 | 0.281536 |
18 | -0.131611 | -1.0195 | 0.156041 |