Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.95877 | 8.7873 | 0 |
2 | 0.917731 | 8.4111 | 0 |
3 | 0.877073 | 8.0385 | 0 |
4 | 0.839363 | 7.6929 | 0 |
5 | 0.795929 | 7.2948 | 0 |
6 | 0.753837 | 6.909 | 0 |
7 | 0.716129 | 6.5634 | 0 |
8 | 0.683385 | 6.2633 | 0 |
9 | 0.639202 | 5.8584 | 0 |
10 | 0.597645 | 5.4775 | 0 |
11 | 0.559376 | 5.1268 | 1e-06 |
12 | 0.526918 | 4.8293 | 3e-06 |
13 | 0.497779 | 4.5622 | 9e-06 |
14 | 0.47098 | 4.3166 | 2.2e-05 |
15 | 0.443116 | 4.0612 | 5.5e-05 |
16 | 0.411914 | 3.7753 | 0.000149 |
17 | 0.377081 | 3.456 | 0.000431 |
18 | 0.34358 | 3.149 | 0.001135 |
19 | 0.3087 | 2.8293 | 0.002917 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.95877 | 8.7873 | 0 |
2 | -0.018694 | -0.1713 | 0.432185 |
3 | -0.016673 | -0.1528 | 0.439455 |
4 | 0.014884 | 0.1364 | 0.44591 |
5 | -0.091306 | -0.8368 | 0.20253 |
6 | -0.007293 | -0.0668 | 0.473433 |
7 | 0.03144 | 0.2881 | 0.386971 |
8 | 0.035081 | 0.3215 | 0.374307 |
9 | -0.156688 | -1.4361 | 0.077348 |
10 | 0.008964 | 0.0822 | 0.467359 |
11 | 0.013126 | 0.1203 | 0.452266 |
12 | 0.033261 | 0.3048 | 0.38062 |
13 | 0.044334 | 0.4063 | 0.342767 |
14 | 0.010021 | 0.0918 | 0.463519 |
15 | -0.045189 | -0.4142 | 0.339906 |
16 | -0.080263 | -0.7356 | 0.232005 |
17 | -0.045364 | -0.4158 | 0.339321 |
18 | -0.008398 | -0.077 | 0.469417 |
19 | -0.038549 | -0.3533 | 0.36237 |