Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.955069 | 15.1913 | 0 |
2 | 0.883093 | 14.0464 | 0 |
3 | 0.828653 | 13.1805 | 0 |
4 | 0.799038 | 12.7095 | 0 |
5 | 0.789353 | 12.5554 | 0 |
6 | 0.776843 | 12.3564 | 0 |
7 | 0.750998 | 11.9454 | 0 |
8 | 0.721179 | 11.4711 | 0 |
9 | 0.714051 | 11.3577 | 0 |
10 | 0.732863 | 11.6569 | 0 |
11 | 0.769456 | 12.239 | 0 |
12 | 0.779984 | 12.4064 | 0 |
13 | 0.715247 | 11.3767 | 0 |
14 | 0.626324 | 9.9623 | 0 |
15 | 0.554446 | 8.819 | 0 |
16 | 0.508568 | 8.0893 | 0 |
17 | 0.483713 | 7.6939 | 0 |
18 | 0.458034 | 7.2855 | 0 |
19 | 0.421105 | 6.6981 | 0 |
20 | 0.381177 | 6.063 | 0 |
21 | 0.36401 | 5.7899 | 0 |
22 | 0.371296 | 5.9058 | 0 |
23 | 0.395691 | 6.2939 | 0 |
24 | 0.394786 | 6.2795 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.955069 | 15.1913 | 0 |
2 | -0.33087 | -5.2628 | 0 |
3 | 0.283559 | 4.5103 | 5e-06 |
4 | 0.106652 | 1.6964 | 0.04552 |
5 | 0.153904 | 2.448 | 0.007523 |
6 | -0.088825 | -1.4129 | 0.079464 |
7 | -0.012946 | -0.2059 | 0.418508 |
8 | 0.043715 | 0.6953 | 0.243744 |
9 | 0.284145 | 4.5196 | 5e-06 |
10 | 0.123037 | 1.957 | 0.025722 |
11 | 0.243895 | 3.8794 | 6.7e-05 |
12 | -0.33436 | -5.3183 | 0 |
13 | -0.73717 | -11.7254 | 0 |
14 | 0.046703 | 0.7429 | 0.229128 |
15 | -0.029508 | -0.4694 | 0.319608 |
16 | 0.052571 | 0.8362 | 0.201916 |
17 | 0.100073 | 1.5918 | 0.056345 |
18 | 0.004471 | 0.0711 | 0.471678 |
19 | 0.08916 | 1.4182 | 0.078685 |
20 | 0.002571 | 0.0409 | 0.483705 |
21 | -0.052491 | -0.8349 | 0.202276 |
22 | -0.099522 | -1.583 | 0.057336 |
23 | -0.008028 | -0.1277 | 0.449247 |
24 | -0.060743 | -0.9662 | 0.167439 |