Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.963763 | 8.1778 | 0 |
2 | 0.923478 | 7.836 | 0 |
3 | 0.881602 | 7.4806 | 0 |
4 | 0.839294 | 7.1216 | 0 |
5 | 0.799222 | 6.7816 | 0 |
6 | 0.758642 | 6.4373 | 0 |
7 | 0.716685 | 6.0813 | 0 |
8 | 0.673524 | 5.715 | 0 |
9 | 0.630211 | 5.3475 | 1e-06 |
10 | 0.589297 | 5.0004 | 2e-06 |
11 | 0.553585 | 4.6973 | 6e-06 |
12 | 0.51842 | 4.3989 | 1.8e-05 |
13 | 0.480352 | 4.0759 | 5.8e-05 |
14 | 0.440187 | 3.7351 | 0.000186 |
15 | 0.398922 | 3.385 | 0.000578 |
16 | 0.357006 | 3.0293 | 0.001701 |
17 | 0.315067 | 2.6734 | 0.004641 |
18 | 0.273047 | 2.3169 | 0.011679 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.963763 | 8.1778 | 0 |
2 | -0.075349 | -0.6394 | 0.26231 |
3 | -0.040342 | -0.3423 | 0.366555 |
4 | -0.026183 | -0.2222 | 0.412406 |
5 | 0.009574 | 0.0812 | 0.467738 |
6 | -0.032614 | -0.2767 | 0.391387 |
7 | -0.04295 | -0.3644 | 0.358296 |
8 | -0.039526 | -0.3354 | 0.369152 |
9 | -0.024415 | -0.2072 | 0.41823 |
10 | 0.007971 | 0.0676 | 0.473131 |
11 | 0.043844 | 0.372 | 0.355484 |
12 | -0.024873 | -0.2111 | 0.416722 |
13 | -0.068145 | -0.5782 | 0.282457 |
14 | -0.050146 | -0.4255 | 0.335868 |
15 | -0.034892 | -0.2961 | 0.384016 |
16 | -0.037584 | -0.3189 | 0.375359 |
17 | -0.035558 | -0.3017 | 0.381869 |
18 | -0.036036 | -0.3058 | 0.380328 |