Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.865975 | 7.348 | 0 |
2 | 0.770787 | 6.5403 | 0 |
3 | 0.76583 | 6.4983 | 0 |
4 | 0.744498 | 6.3173 | 0 |
5 | 0.651547 | 5.5286 | 0 |
6 | 0.576048 | 4.8879 | 3e-06 |
7 | 0.571246 | 4.8472 | 3e-06 |
8 | 0.581963 | 4.9381 | 2e-06 |
9 | 0.519559 | 4.4086 | 1.8e-05 |
10 | 0.434927 | 3.6905 | 0.000216 |
11 | 0.468131 | 3.9722 | 8.4e-05 |
12 | 0.504288 | 4.279 | 2.8e-05 |
13 | 0.394487 | 3.3473 | 0.00065 |
14 | 0.30714 | 2.6062 | 0.00556 |
15 | 0.285586 | 2.4233 | 0.008948 |
16 | 0.264376 | 2.2433 | 0.013977 |
17 | 0.184528 | 1.5658 | 0.060893 |
18 | 0.115175 | 0.9773 | 0.165849 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.865975 | 7.348 | 0 |
2 | 0.083468 | 0.7082 | 0.24054 |
3 | 0.3293 | 2.7942 | 0.003331 |
4 | 0.043659 | 0.3705 | 0.356063 |
5 | -0.197942 | -1.6796 | 0.048686 |
6 | -0.066406 | -0.5635 | 0.287431 |
7 | 0.124814 | 1.0591 | 0.146552 |
8 | 0.17385 | 1.4752 | 0.072264 |
9 | -0.097775 | -0.8296 | 0.204741 |
10 | -0.178936 | -1.5183 | 0.066656 |
11 | 0.256196 | 2.1739 | 0.016501 |
12 | 0.113777 | 0.9654 | 0.168781 |
13 | -0.384095 | -3.2592 | 0.000854 |
14 | -0.095432 | -0.8098 | 0.210371 |
15 | -0.107792 | -0.9146 | 0.181715 |
16 | 0.032525 | 0.276 | 0.391674 |
17 | 0.027756 | 0.2355 | 0.407238 |
18 | 0.015596 | 0.1323 | 0.447543 |