Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.955827 | 18.1355 | 0 |
2 | 0.9032 | 17.137 | 0 |
3 | 0.853808 | 16.1999 | 0 |
4 | 0.79815 | 15.1438 | 0 |
5 | 0.75953 | 14.4111 | 0 |
6 | 0.735138 | 13.9483 | 0 |
7 | 0.707381 | 13.4216 | 0 |
8 | 0.671915 | 12.7487 | 0 |
9 | 0.634259 | 12.0342 | 0 |
10 | 0.593809 | 11.2667 | 0 |
11 | 0.54832 | 10.4037 | 0 |
12 | 0.498038 | 9.4496 | 0 |
13 | 0.457804 | 8.6862 | 0 |
14 | 0.417968 | 7.9304 | 0 |
15 | 0.38303 | 7.2675 | 0 |
16 | 0.357103 | 6.7755 | 0 |
17 | 0.332711 | 6.3127 | 0 |
18 | 0.309454 | 5.8715 | 0 |
19 | 0.28841 | 5.4722 | 0 |
20 | 0.276371 | 5.2438 | 0 |
21 | 0.264463 | 5.0178 | 0 |
22 | 0.250455 | 4.7521 | 1e-06 |
23 | 0.234256 | 4.4447 | 6e-06 |
24 | 0.216653 | 4.1107 | 2.4e-05 |
25 | 0.192562 | 3.6536 | 0.000149 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.955827 | 18.1355 | 0 |
2 | -0.120452 | -2.2854 | 0.011434 |
3 | 0.019375 | 0.3676 | 0.35669 |
4 | -0.108344 | -2.0557 | 0.020267 |
5 | 0.188537 | 3.5772 | 0.000197 |
6 | 0.097482 | 1.8496 | 0.032595 |
7 | -0.061251 | -1.1622 | 0.122971 |
8 | -0.128123 | -2.431 | 0.007773 |
9 | -0.018108 | -0.3436 | 0.365681 |
10 | 0.004513 | 0.0856 | 0.465905 |
11 | -0.063258 | -1.2002 | 0.11542 |
12 | -0.129721 | -2.4613 | 0.007156 |
13 | 0.076967 | 1.4603 | 0.072534 |
14 | -0.034258 | -0.65 | 0.258053 |
15 | 0.048898 | 0.9278 | 0.177071 |
16 | 0.005542 | 0.1051 | 0.458159 |
17 | 0.015823 | 0.3002 | 0.382089 |
18 | 0.024915 | 0.4727 | 0.318349 |
19 | 0.019784 | 0.3754 | 0.353798 |
20 | 0.113687 | 2.1571 | 0.015831 |
21 | -0.013963 | -0.2649 | 0.395607 |
22 | -0.036355 | -0.6898 | 0.245384 |
23 | -0.063126 | -1.1977 | 0.115904 |
24 | 0.003034 | 0.0576 | 0.477067 |
25 | -0.065817 | -1.2488 | 0.106277 |