Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.962725 | 8.8235 | 0 |
2 | 0.92545 | 8.4819 | 0 |
3 | 0.888175 | 8.1403 | 0 |
4 | 0.851888 | 7.8077 | 0 |
5 | 0.815601 | 7.4751 | 0 |
6 | 0.779314 | 7.1425 | 0 |
7 | 0.743027 | 6.81 | 0 |
8 | 0.706741 | 6.4774 | 0 |
9 | 0.670454 | 6.1448 | 0 |
10 | 0.642813 | 5.8915 | 0 |
11 | 0.615172 | 5.6381 | 0 |
12 | 0.587531 | 5.3848 | 0 |
13 | 0.545554 | 5.0001 | 2e-06 |
14 | 0.503578 | 4.6154 | 7e-06 |
15 | 0.461601 | 4.2306 | 3e-05 |
16 | 0.428022 | 3.9229 | 8.9e-05 |
17 | 0.394443 | 3.6151 | 0.000255 |
18 | 0.360865 | 3.3074 | 0.000694 |
19 | 0.327286 | 2.9996 | 0.001778 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.962725 | 8.8235 | 0 |
2 | -0.018991 | -0.1741 | 0.431119 |
3 | -0.019359 | -0.1774 | 0.429799 |
4 | -0.006227 | -0.0571 | 0.47731 |
5 | -0.019602 | -0.1797 | 0.428929 |
6 | -0.019994 | -0.1832 | 0.427524 |
7 | -0.020222 | -0.1853 | 0.426705 |
8 | -0.020819 | -0.1908 | 0.424568 |
9 | -0.021262 | -0.1949 | 0.422984 |
10 | 0.096795 | 0.8871 | 0.188768 |
11 | -0.017509 | -0.1605 | 0.436448 |
12 | -0.017821 | -0.1633 | 0.435325 |
13 | -0.213456 | -1.9564 | 0.026873 |
14 | -0.027493 | -0.252 | 0.400836 |
15 | -0.028271 | -0.2591 | 0.398094 |
16 | 0.092209 | 0.8451 | 0.200224 |
17 | -0.023497 | -0.2154 | 0.415006 |
18 | -0.024063 | -0.2205 | 0.412994 |
19 | -0.015532 | -0.1423 | 0.443573 |