Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.95278 | 7.7404 | 0 |
2 | 0.921175 | 7.4837 | 0 |
3 | 0.885324 | 7.1924 | 0 |
4 | 0.855257 | 6.9481 | 0 |
5 | 0.81777 | 6.6436 | 0 |
6 | 0.774086 | 6.2887 | 0 |
7 | 0.739221 | 6.0055 | 0 |
8 | 0.698038 | 5.6709 | 0 |
9 | 0.647447 | 5.2599 | 1e-06 |
10 | 0.61043 | 4.9592 | 3e-06 |
11 | 0.566713 | 4.604 | 1e-05 |
12 | 0.535536 | 4.3507 | 2.4e-05 |
13 | 0.475729 | 3.8648 | 0.000128 |
14 | 0.431738 | 3.5075 | 0.00041 |
15 | 0.385393 | 3.1309 | 0.001298 |
16 | 0.339929 | 2.7616 | 0.003721 |
17 | 0.291287 | 2.3664 | 0.010452 |
18 | 0.241863 | 1.9649 | 0.026818 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.95278 | 7.7404 | 0 |
2 | 0.145152 | 1.1792 | 0.121272 |
3 | -0.036052 | -0.2929 | 0.385262 |
4 | 0.034753 | 0.2823 | 0.389284 |
5 | -0.079548 | -0.6463 | 0.260179 |
6 | -0.115359 | -0.9372 | 0.176042 |
7 | 0.055081 | 0.4475 | 0.327995 |
8 | -0.067351 | -0.5472 | 0.293056 |
9 | -0.157369 | -1.2785 | 0.10278 |
10 | 0.114315 | 0.9287 | 0.178215 |
11 | -0.064546 | -0.5244 | 0.300888 |
12 | 0.073435 | 0.5966 | 0.276412 |
13 | -0.266253 | -2.1631 | 0.017082 |
14 | 0.04736 | 0.3848 | 0.350828 |
15 | -0.031839 | -0.2587 | 0.398351 |
16 | -0.032068 | -0.2605 | 0.397637 |
17 | -0.052496 | -0.4265 | 0.335573 |
18 | -0.035486 | -0.2883 | 0.387014 |