Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.957635 | 8.1258 | 0 |
2 | 0.910458 | 7.7255 | 0 |
3 | 0.862171 | 7.3158 | 0 |
4 | 0.813884 | 6.906 | 0 |
5 | 0.777208 | 6.5948 | 0 |
6 | 0.740532 | 6.2836 | 0 |
7 | 0.703856 | 5.9724 | 0 |
8 | 0.66718 | 5.6612 | 0 |
9 | 0.637365 | 5.4082 | 0 |
10 | 0.609449 | 5.1713 | 1e-06 |
11 | 0.582051 | 4.9389 | 2e-06 |
12 | 0.550334 | 4.6697 | 7e-06 |
13 | 0.509487 | 4.3231 | 2.4e-05 |
14 | 0.466173 | 3.9556 | 8.8e-05 |
15 | 0.422643 | 3.5862 | 0.000304 |
16 | 0.379112 | 3.2169 | 0.000971 |
17 | 0.341915 | 2.9012 | 0.002464 |
18 | 0.304719 | 2.5856 | 0.005872 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.957635 | 8.1258 | 0 |
2 | -0.079659 | -0.6759 | 0.250624 |
3 | -0.035008 | -0.2971 | 0.383641 |
4 | -0.024668 | -0.2093 | 0.417396 |
5 | 0.114587 | 0.9723 | 0.167078 |
6 | -0.036689 | -0.3113 | 0.378229 |
7 | -0.0243 | -0.2062 | 0.418611 |
8 | -0.022854 | -0.1939 | 0.42339 |
9 | 0.081791 | 0.694 | 0.244952 |
10 | -0.008709 | -0.0739 | 0.47065 |
11 | -0.017424 | -0.1478 | 0.441439 |
12 | -0.07546 | -0.6403 | 0.262005 |
13 | -0.10227 | -0.8678 | 0.194196 |
14 | -0.041354 | -0.3509 | 0.363345 |
15 | -0.023644 | -0.2006 | 0.420778 |
16 | -0.043009 | -0.3649 | 0.358112 |
17 | 0.031469 | 0.267 | 0.395107 |
18 | -0.036693 | -0.3113 | 0.378218 |