Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.958275 | 8.7827 | 0 |
2 | 0.915937 | 8.3947 | 0 |
3 | 0.8727 | 7.9984 | 0 |
4 | 0.830161 | 7.6086 | 0 |
5 | 0.788404 | 7.2258 | 0 |
6 | 0.746214 | 6.8392 | 0 |
7 | 0.700735 | 6.4223 | 0 |
8 | 0.653161 | 5.9863 | 0 |
9 | 0.606137 | 5.5553 | 0 |
10 | 0.559895 | 5.1315 | 1e-06 |
11 | 0.511443 | 4.6875 | 5e-06 |
12 | 0.463773 | 4.2506 | 2.7e-05 |
13 | 0.418431 | 3.835 | 0.000121 |
14 | 0.374103 | 3.4287 | 0.000471 |
15 | 0.331955 | 3.0424 | 0.001566 |
16 | 0.288876 | 2.6476 | 0.00484 |
17 | 0.24751 | 2.2685 | 0.012933 |
18 | 0.205213 | 1.8808 | 0.031731 |
19 | 0.163646 | 1.4998 | 0.068702 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.958275 | 8.7827 | 0 |
2 | -0.028817 | -0.2641 | 0.396172 |
3 | -0.033056 | -0.303 | 0.381333 |
4 | -0.01438 | -0.1318 | 0.447732 |
5 | -0.013648 | -0.1251 | 0.450377 |
6 | -0.028984 | -0.2656 | 0.395582 |
7 | -0.064612 | -0.5922 | 0.277661 |
8 | -0.051809 | -0.4748 | 0.318068 |
9 | -0.020973 | -0.1922 | 0.424018 |
10 | -0.02002 | -0.1835 | 0.427428 |
11 | -0.058533 | -0.5365 | 0.296527 |
12 | -0.022563 | -0.2068 | 0.418334 |
13 | -0.001295 | -0.0119 | 0.495279 |
14 | -0.018264 | -0.1674 | 0.43373 |
15 | -0.006391 | -0.0586 | 0.476715 |
16 | -0.043857 | -0.402 | 0.344368 |
17 | -0.009924 | -0.091 | 0.463871 |
18 | -0.043312 | -0.397 | 0.346201 |
19 | -0.029064 | -0.2664 | 0.3953 |