Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.966338 | 8.6432 | 0 |
2 | 0.933258 | 8.3473 | 0 |
3 | 0.89778 | 8.03 | 0 |
4 | 0.862666 | 7.7159 | 0 |
5 | 0.828653 | 7.4117 | 0 |
6 | 0.793696 | 7.099 | 0 |
7 | 0.759581 | 6.7939 | 0 |
8 | 0.725541 | 6.4894 | 0 |
9 | 0.692141 | 6.1907 | 0 |
10 | 0.659391 | 5.8978 | 0 |
11 | 0.622813 | 5.5706 | 0 |
12 | 0.588885 | 5.2671 | 1e-06 |
13 | 0.552433 | 4.9411 | 2e-06 |
14 | 0.518637 | 4.6388 | 7e-06 |
15 | 0.480724 | 4.2997 | 2.4e-05 |
16 | 0.441904 | 3.9525 | 8.3e-05 |
17 | 0.403959 | 3.6131 | 0.000263 |
18 | 0.365933 | 3.273 | 0.000786 |
19 | 0.329968 | 2.9513 | 0.002075 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.966338 | 8.6432 | 0 |
2 | -0.008319 | -0.0744 | 0.470437 |
3 | -0.053272 | -0.4765 | 0.317516 |
4 | -0.013813 | -0.1235 | 0.450991 |
5 | -0.000837 | -0.0075 | 0.497024 |
6 | -0.032957 | -0.2948 | 0.384465 |
7 | -0.008164 | -0.073 | 0.470988 |
8 | -0.016868 | -0.1509 | 0.440228 |
9 | -0.010686 | -0.0956 | 0.462048 |
10 | -0.010196 | -0.0912 | 0.463783 |
11 | -0.077771 | -0.6956 | 0.244346 |
12 | 0.016062 | 0.1437 | 0.443065 |
13 | -0.054743 | -0.4896 | 0.312867 |
14 | 0.013488 | 0.1206 | 0.452138 |
15 | -0.084055 | -0.7518 | 0.227187 |
16 | -0.039931 | -0.3572 | 0.36096 |
17 | -0.012715 | -0.1137 | 0.45487 |
18 | -0.02483 | -0.2221 | 0.412405 |
19 | -0.001828 | -0.0163 | 0.493499 |