Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.982319 | 12.6944 | 0 |
2 | 0.964762 | 12.4675 | 0 |
3 | 0.947616 | 12.2459 | 0 |
4 | 0.930547 | 12.0253 | 0 |
5 | 0.913998 | 11.8115 | 0 |
6 | 0.896418 | 11.5843 | 0 |
7 | 0.878241 | 11.3494 | 0 |
8 | 0.860001 | 11.1137 | 0 |
9 | 0.84238 | 10.886 | 0 |
10 | 0.825131 | 10.663 | 0 |
11 | 0.808437 | 10.4473 | 0 |
12 | 0.790618 | 10.217 | 0 |
13 | 0.77173 | 9.9729 | 0 |
14 | 0.752125 | 9.7196 | 0 |
15 | 0.732503 | 9.466 | 0 |
16 | 0.713083 | 9.2151 | 0 |
17 | 0.693698 | 8.9646 | 0 |
18 | 0.673886 | 8.7085 | 0 |
19 | 0.653929 | 8.4506 | 0 |
20 | 0.634777 | 8.2031 | 0 |
21 | 0.616265 | 7.9639 | 0 |
22 | 0.598896 | 7.7394 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.982319 | 12.6944 | 0 |
2 | -0.005398 | -0.0698 | 0.472234 |
3 | 0.002808 | 0.0363 | 0.485546 |
4 | -0.006538 | -0.0845 | 0.466382 |
5 | 0.00618 | 0.0799 | 0.468223 |
6 | -0.037943 | -0.4903 | 0.312272 |
7 | -0.026175 | -0.3383 | 0.3678 |
8 | -0.012203 | -0.1577 | 0.437441 |
9 | 0.007579 | 0.0979 | 0.461048 |
10 | 0.000192 | 0.0025 | 0.499009 |
11 | 0.007246 | 0.0936 | 0.462753 |
12 | -0.040126 | -0.5185 | 0.302383 |
13 | -0.039455 | -0.5099 | 0.305409 |
14 | -0.032781 | -0.4236 | 0.33619 |
15 | -0.013366 | -0.1727 | 0.431536 |
16 | -0.008441 | -0.1091 | 0.456634 |
17 | -0.009745 | -0.1259 | 0.449967 |
18 | -0.021268 | -0.2748 | 0.391886 |
19 | -0.013224 | -0.1709 | 0.432258 |
20 | 0.010898 | 0.1408 | 0.444087 |
21 | 0.005301 | 0.0685 | 0.472732 |
22 | 0.019276 | 0.2491 | 0.401796 |