Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.963804 | 8.1782 | 0 |
2 | 0.929559 | 7.8876 | 0 |
3 | 0.887415 | 7.53 | 0 |
4 | 0.843194 | 7.1547 | 0 |
5 | 0.808878 | 6.8636 | 0 |
6 | 0.759033 | 6.4406 | 0 |
7 | 0.704715 | 5.9797 | 0 |
8 | 0.646895 | 5.4891 | 0 |
9 | 0.592174 | 5.0248 | 2e-06 |
10 | 0.537867 | 4.564 | 1e-05 |
11 | 0.491605 | 4.1714 | 4.2e-05 |
12 | 0.436498 | 3.7038 | 0.000207 |
13 | 0.380866 | 3.2318 | 0.000928 |
14 | 0.32106 | 2.7243 | 0.004041 |
15 | 0.257097 | 2.1815 | 0.016205 |
16 | 0.196243 | 1.6652 | 0.050112 |
17 | 0.137255 | 1.1646 | 0.124003 |
18 | 0.08423 | 0.7147 | 0.238547 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.963804 | 8.1782 | 0 |
2 | 0.009004 | 0.0764 | 0.469654 |
3 | -0.128156 | -1.0874 | 0.140235 |
4 | -0.058064 | -0.4927 | 0.311867 |
5 | 0.127949 | 1.0857 | 0.14062 |
6 | -0.230501 | -1.9559 | 0.027181 |
7 | -0.138186 | -1.1726 | 0.122421 |
8 | -0.044188 | -0.3749 | 0.354402 |
9 | 0.063075 | 0.5352 | 0.297076 |
10 | -0.083846 | -0.7115 | 0.239551 |
11 | 0.091265 | 0.7744 | 0.220613 |
12 | -0.135531 | -1.15 | 0.126972 |
13 | -0.036819 | -0.3124 | 0.377813 |
14 | -0.117261 | -0.995 | 0.161536 |
15 | -0.067367 | -0.5716 | 0.284676 |
16 | -0.091769 | -0.7787 | 0.219358 |
17 | 0.032612 | 0.2767 | 0.391395 |
18 | 0.029562 | 0.2508 | 0.401325 |