Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.961235 | 8.9658 | 0 |
2 | 0.900229 | 8.3968 | 0 |
3 | 0.822165 | 7.6686 | 0 |
4 | 0.730754 | 6.816 | 0 |
5 | 0.634959 | 5.9225 | 0 |
6 | 0.540487 | 5.0413 | 1e-06 |
7 | 0.450416 | 4.2012 | 3.2e-05 |
8 | 0.365697 | 3.411 | 0.000492 |
9 | 0.290854 | 2.7129 | 0.004019 |
10 | 0.2337 | 2.1798 | 0.015986 |
11 | 0.189669 | 1.7691 | 0.04019 |
12 | 0.151879 | 1.4166 | 0.08008 |
13 | 0.115556 | 1.0778 | 0.142044 |
14 | 0.076968 | 0.7179 | 0.237369 |
15 | 0.033566 | 0.3131 | 0.377483 |
16 | -0.010718 | -0.1 | 0.4603 |
17 | -0.054681 | -0.51 | 0.305662 |
18 | -0.096705 | -0.902 | 0.184772 |
19 | -0.137021 | -1.278 | 0.102316 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.961235 | 8.9658 | 0 |
2 | -0.312292 | -2.9129 | 0.002275 |
3 | -0.192622 | -1.7967 | 0.03793 |
4 | -0.141232 | -1.3173 | 0.095595 |
5 | -0.023537 | -0.2195 | 0.413372 |
6 | 0.009537 | 0.089 | 0.464661 |
7 | 0.003459 | 0.0323 | 0.487167 |
8 | -0.023303 | -0.2174 | 0.41422 |
9 | 0.03022 | 0.2819 | 0.389357 |
10 | 0.128869 | 1.202 | 0.116311 |
11 | 0.014453 | 0.1348 | 0.446538 |
12 | -0.090198 | -0.8413 | 0.20124 |
13 | -0.120345 | -1.1225 | 0.132369 |
14 | -0.103184 | -0.9624 | 0.169248 |
15 | -0.081532 | -0.7605 | 0.224511 |
16 | 0.007115 | 0.0664 | 0.473619 |
17 | 0.001103 | 0.0103 | 0.495908 |
18 | 0.010986 | 0.1025 | 0.459309 |
19 | -0.004868 | -0.0454 | 0.481944 |