Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.967229 | 8.2072 | 0 |
2 | 0.93184 | 7.9069 | 0 |
3 | 0.896077 | 7.6035 | 0 |
4 | 0.860591 | 7.3024 | 0 |
5 | 0.82683 | 7.0159 | 0 |
6 | 0.789405 | 6.6983 | 0 |
7 | 0.749464 | 6.3594 | 0 |
8 | 0.706724 | 5.9968 | 0 |
9 | 0.662772 | 5.6238 | 0 |
10 | 0.620679 | 5.2666 | 1e-06 |
11 | 0.578481 | 4.9086 | 3e-06 |
12 | 0.536538 | 4.5527 | 1.1e-05 |
13 | 0.494276 | 4.1941 | 3.8e-05 |
14 | 0.452181 | 3.8369 | 0.000132 |
15 | 0.409667 | 3.4761 | 0.000433 |
16 | 0.367122 | 3.1151 | 0.00132 |
17 | 0.326198 | 2.7679 | 0.003584 |
18 | 0.284406 | 2.4133 | 0.009178 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.967229 | 8.2072 | 0 |
2 | -0.057276 | -0.486 | 0.314221 |
3 | -0.022565 | -0.1915 | 0.424348 |
4 | -0.01418 | -0.1203 | 0.452281 |
5 | 0.007491 | 0.0636 | 0.474749 |
6 | -0.077667 | -0.659 | 0.25599 |
7 | -0.056091 | -0.476 | 0.317775 |
8 | -0.06332 | -0.5373 | 0.296363 |
9 | -0.040831 | -0.3465 | 0.365002 |
10 | 0.000457 | 0.0039 | 0.498457 |
11 | -0.029163 | -0.2475 | 0.402629 |
12 | -0.021629 | -0.1835 | 0.427451 |
13 | -0.027872 | -0.2365 | 0.406856 |
14 | -0.019278 | -0.1636 | 0.43526 |
15 | -0.036283 | -0.3079 | 0.379534 |
16 | -0.030258 | -0.2568 | 0.399052 |
17 | -0.007804 | -0.0662 | 0.473695 |
18 | -0.046855 | -0.3976 | 0.346058 |