Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.921595 | 7.6553 | 0 |
2 | 0.819248 | 6.8052 | 0 |
3 | 0.742335 | 6.1663 | 0 |
4 | 0.69951 | 5.8106 | 0 |
5 | 0.662384 | 5.5022 | 0 |
6 | 0.599991 | 4.9839 | 2e-06 |
7 | 0.521842 | 4.3347 | 2.4e-05 |
8 | 0.432241 | 3.5905 | 0.000307 |
9 | 0.35575 | 2.9551 | 0.002137 |
10 | 0.309896 | 2.5742 | 0.006099 |
11 | 0.291461 | 2.4211 | 0.009055 |
12 | 0.237666 | 1.9742 | 0.026182 |
13 | 0.123652 | 1.0271 | 0.153974 |
14 | 0.016512 | 0.1372 | 0.445653 |
15 | -0.05681 | -0.4719 | 0.319244 |
16 | -0.078973 | -0.656 | 0.257003 |
17 | -0.094781 | -0.7873 | 0.216897 |
18 | -0.122437 | -1.017 | 0.156344 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.921595 | 7.6553 | 0 |
2 | -0.199714 | -1.659 | 0.050832 |
3 | 0.142336 | 1.1823 | 0.120567 |
4 | 0.13415 | 1.1143 | 0.134501 |
5 | -0.026166 | -0.2174 | 0.414287 |
6 | -0.149785 | -1.2442 | 0.108817 |
7 | -0.061397 | -0.51 | 0.305839 |
8 | -0.144779 | -1.2026 | 0.116616 |
9 | -0.006973 | -0.0579 | 0.476988 |
10 | 0.098132 | 0.8151 | 0.208897 |
11 | 0.116906 | 0.9711 | 0.167447 |
12 | -0.266032 | -2.2098 | 0.015219 |
13 | -0.324336 | -2.6941 | 0.004427 |
14 | 0.064165 | 0.533 | 0.297876 |
15 | -0.019066 | -0.1584 | 0.437312 |
16 | 0.152356 | 1.2656 | 0.104963 |
17 | 0.022173 | 0.1842 | 0.427205 |
18 | 0.038278 | 0.318 | 0.375738 |