Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.958333 | 8.1317 | 0 |
2 | 0.916699 | 7.7784 | 0 |
3 | 0.875129 | 7.4257 | 0 |
4 | 0.833655 | 7.0738 | 0 |
5 | 0.79231 | 6.723 | 0 |
6 | 0.751125 | 6.3735 | 0 |
7 | 0.710134 | 6.0257 | 0 |
8 | 0.669368 | 5.6798 | 0 |
9 | 0.628859 | 5.336 | 1e-06 |
10 | 0.588639 | 4.9948 | 2e-06 |
11 | 0.548741 | 4.6562 | 7e-06 |
12 | 0.509197 | 4.3207 | 2.5e-05 |
13 | 0.470038 | 3.9884 | 7.9e-05 |
14 | 0.431298 | 3.6597 | 0.000239 |
15 | 0.393008 | 3.3348 | 0.000676 |
16 | 0.3552 | 3.014 | 0.001779 |
17 | 0.317906 | 2.6975 | 0.004348 |
18 | 0.28116 | 2.3857 | 0.009839 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.958333 | 8.1317 | 0 |
2 | -0.020883 | -0.1772 | 0.429927 |
3 | -0.020933 | -0.1776 | 0.429758 |
4 | -0.020985 | -0.1781 | 0.429585 |
5 | -0.021038 | -0.1785 | 0.429409 |
6 | -0.021092 | -0.179 | 0.429232 |
7 | -0.021145 | -0.1794 | 0.429055 |
8 | -0.021198 | -0.1799 | 0.42888 |
9 | -0.02125 | -0.1803 | 0.428707 |
10 | -0.0213 | -0.1807 | 0.42854 |
11 | -0.021349 | -0.1811 | 0.42838 |
12 | -0.021394 | -0.1815 | 0.428228 |
13 | -0.021437 | -0.1819 | 0.428087 |
14 | -0.021475 | -0.1822 | 0.42796 |
15 | -0.021509 | -0.1825 | 0.427848 |
16 | -0.021537 | -0.1827 | 0.427754 |
17 | -0.021559 | -0.1829 | 0.427681 |
18 | -0.021574 | -0.1831 | 0.427632 |