Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.976907 | 11.7635 | 0 |
2 | 0.955009 | 11.4998 | 0 |
3 | 0.93532 | 11.2627 | 0 |
4 | 0.913864 | 11.0044 | 0 |
5 | 0.89253 | 10.7475 | 0 |
6 | 0.872822 | 10.5102 | 0 |
7 | 0.851637 | 10.2551 | 0 |
8 | 0.831433 | 10.0118 | 0 |
9 | 0.812907 | 9.7887 | 0 |
10 | 0.792711 | 9.5455 | 0 |
11 | 0.773895 | 9.3189 | 0 |
12 | 0.756269 | 9.1067 | 0 |
13 | 0.736808 | 8.8723 | 0 |
14 | 0.718513 | 8.652 | 0 |
15 | 0.703319 | 8.4691 | 0 |
16 | 0.68681 | 8.2703 | 0 |
17 | 0.668775 | 8.0531 | 0 |
18 | 0.651366 | 7.8435 | 0 |
19 | 0.632817 | 7.6201 | 0 |
20 | 0.614054 | 7.3942 | 0 |
21 | 0.597301 | 7.1925 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.976907 | 11.7635 | 0 |
2 | 0.014477 | 0.1743 | 0.430928 |
3 | 0.037874 | 0.4561 | 0.324511 |
4 | -0.046471 | -0.5596 | 0.288312 |
5 | -0.008098 | -0.0975 | 0.461225 |
6 | 0.02107 | 0.2537 | 0.400038 |
7 | -0.039735 | -0.4785 | 0.316515 |
8 | 0.011654 | 0.1403 | 0.444295 |
9 | 0.02173 | 0.2617 | 0.396978 |
10 | -0.041103 | -0.4949 | 0.310693 |
11 | 0.020303 | 0.2445 | 0.4036 |
12 | 0.009643 | 0.1161 | 0.453862 |
13 | -0.042193 | -0.5081 | 0.306087 |
14 | 0.014081 | 0.1696 | 0.432797 |
15 | 0.050603 | 0.6093 | 0.271625 |
16 | -0.025762 | -0.3102 | 0.378419 |
17 | -0.041071 | -0.4946 | 0.310828 |
18 | -0.008729 | -0.1051 | 0.458214 |
19 | -0.029503 | -0.3553 | 0.361455 |
20 | -0.013591 | -0.1637 | 0.435115 |
21 | 0.024166 | 0.291 | 0.385734 |