Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.935739 | 8.8772 | 0 |
2 | 0.904056 | 8.5766 | 0 |
3 | 0.884404 | 8.3902 | 0 |
4 | 0.880792 | 8.3559 | 0 |
5 | 0.827399 | 7.8494 | 0 |
6 | 0.791552 | 7.5093 | 0 |
7 | 0.770325 | 7.3079 | 0 |
8 | 0.765704 | 7.2641 | 0 |
9 | 0.713381 | 6.7677 | 0 |
10 | 0.67913 | 6.4428 | 0 |
11 | 0.657386 | 6.2365 | 0 |
12 | 0.65204 | 6.1858 | 0 |
13 | 0.600265 | 5.6946 | 0 |
14 | 0.565732 | 5.367 | 0 |
15 | 0.541116 | 5.1335 | 1e-06 |
16 | 0.531612 | 5.0433 | 1e-06 |
17 | 0.477981 | 4.5345 | 9e-06 |
18 | 0.439564 | 4.1701 | 3.5e-05 |
19 | 0.412236 | 3.9108 | 8.9e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.935739 | 8.8772 | 0 |
2 | 0.228691 | 2.1695 | 0.016338 |
3 | 0.151941 | 1.4414 | 0.076465 |
4 | 0.203398 | 1.9296 | 0.028403 |
5 | -0.323399 | -3.068 | 0.001423 |
6 | -0.03763 | -0.357 | 0.360968 |
7 | 0.070093 | 0.665 | 0.253888 |
8 | 0.136526 | 1.2952 | 0.099282 |
9 | -0.207566 | -1.9691 | 0.026006 |
10 | -0.011285 | -0.1071 | 0.457491 |
11 | 0.027209 | 0.2581 | 0.398451 |
12 | 0.087214 | 0.8274 | 0.205103 |
13 | -0.158133 | -1.5002 | 0.068534 |
14 | -0.018187 | -0.1725 | 0.431701 |
15 | -0.012639 | -0.1199 | 0.452414 |
16 | 0.037634 | 0.357 | 0.360953 |
17 | -0.127067 | -1.2055 | 0.115593 |
18 | -0.039716 | -0.3768 | 0.353614 |
19 | -0.007907 | -0.075 | 0.470187 |