Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.960896 | 8.1535 | 0 |
2 | 0.871532 | 7.3952 | 0 |
3 | 0.761142 | 6.4585 | 0 |
4 | 0.640886 | 5.4381 | 0 |
5 | 0.513873 | 4.3604 | 2.1e-05 |
6 | 0.383459 | 3.2538 | 0.000868 |
7 | 0.263839 | 2.2387 | 0.014132 |
8 | 0.172331 | 1.4623 | 0.074009 |
9 | 0.110334 | 0.9362 | 0.176147 |
10 | 0.067533 | 0.573 | 0.284201 |
11 | 0.038437 | 0.3262 | 0.372628 |
12 | 0.020497 | 0.1739 | 0.431209 |
13 | 0.012302 | 0.1044 | 0.458576 |
14 | 0.010097 | 0.0857 | 0.465982 |
15 | 0.00225 | 0.0191 | 0.49241 |
16 | -0.012949 | -0.1099 | 0.456406 |
17 | -0.033646 | -0.2855 | 0.388043 |
18 | -0.059232 | -0.5026 | 0.308389 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.960896 | 8.1535 | 0 |
2 | -0.675416 | -5.7311 | 0 |
3 | 0.169438 | 1.4377 | 0.077422 |
4 | -0.197853 | -1.6788 | 0.048759 |
5 | -0.079841 | -0.6775 | 0.250138 |
6 | -0.070852 | -0.6012 | 0.274797 |
7 | 0.195515 | 1.659 | 0.050733 |
8 | 0.17748 | 1.506 | 0.068225 |
9 | -0.055977 | -0.475 | 0.318118 |
10 | -0.072597 | -0.616 | 0.269918 |
11 | 0.034008 | 0.2886 | 0.386869 |
12 | -0.084042 | -0.7131 | 0.239039 |
13 | -0.01884 | -0.1599 | 0.43672 |
14 | -0.010042 | -0.0852 | 0.466166 |
15 | -0.131506 | -1.1159 | 0.134095 |
16 | 0.111457 | 0.9457 | 0.173721 |
17 | -0.112672 | -0.9561 | 0.171121 |
18 | -0.012285 | -0.1042 | 0.458635 |