Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.954442 | 8.0987 | 0 |
2 | 0.907629 | 7.7015 | 0 |
3 | 0.842305 | 7.1472 | 0 |
4 | 0.766801 | 6.5065 | 0 |
5 | 0.688691 | 5.8437 | 0 |
6 | 0.609187 | 5.1691 | 1e-06 |
7 | 0.533934 | 4.5306 | 1.1e-05 |
8 | 0.455932 | 3.8687 | 0.000119 |
9 | 0.39531 | 3.3543 | 0.000636 |
10 | 0.338117 | 2.869 | 0.0027 |
11 | 0.276008 | 2.342 | 0.010975 |
12 | 0.210994 | 1.7903 | 0.038801 |
13 | 0.148643 | 1.2613 | 0.10564 |
14 | 0.084394 | 0.7161 | 0.238121 |
15 | 0.022244 | 0.1887 | 0.425412 |
16 | -0.041401 | -0.3513 | 0.363194 |
17 | -0.095683 | -0.8119 | 0.209763 |
18 | -0.154457 | -1.3106 | 0.097077 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.954442 | 8.0987 | 0 |
2 | -0.037408 | -0.3174 | 0.375922 |
3 | -0.232528 | -1.9731 | 0.026164 |
4 | -0.154082 | -1.3074 | 0.097613 |
5 | -0.036542 | -0.3101 | 0.378702 |
6 | -0.018823 | -0.1597 | 0.436775 |
7 | 0.018224 | 0.1546 | 0.43877 |
8 | -0.080511 | -0.6832 | 0.248348 |
9 | 0.132411 | 1.1235 | 0.13247 |
10 | 0.005991 | 0.0508 | 0.479797 |
11 | -0.173596 | -1.473 | 0.072554 |
12 | -0.155829 | -1.3223 | 0.095134 |
13 | -0.001515 | -0.0129 | 0.494888 |
14 | -0.030202 | -0.2563 | 0.399237 |
15 | -0.016435 | -0.1395 | 0.444739 |
16 | -0.096457 | -0.8185 | 0.207895 |
17 | 0.074305 | 0.6305 | 0.265183 |
18 | -0.087337 | -0.7411 | 0.230527 |