Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.969269 | 18.3906 | 0 |
2 | 0.914659 | 17.3544 | 0 |
3 | 0.852905 | 16.1827 | 0 |
4 | 0.788008 | 14.9514 | 0 |
5 | 0.725377 | 13.7631 | 0 |
6 | 0.667325 | 12.6616 | 0 |
7 | 0.615404 | 11.6765 | 0 |
8 | 0.5689 | 10.7941 | 0 |
9 | 0.524683 | 9.9552 | 0 |
10 | 0.481111 | 9.1284 | 0 |
11 | 0.439564 | 8.3401 | 0 |
12 | 0.399516 | 7.5803 | 0 |
13 | 0.361548 | 6.8599 | 0 |
14 | 0.326737 | 6.1994 | 0 |
15 | 0.299105 | 5.6751 | 0 |
16 | 0.277968 | 5.2741 | 0 |
17 | 0.262015 | 4.9714 | 1e-06 |
18 | 0.252097 | 4.7832 | 1e-06 |
19 | 0.246904 | 4.6847 | 2e-06 |
20 | 0.243344 | 4.6171 | 3e-06 |
21 | 0.241793 | 4.5877 | 3e-06 |
22 | 0.245279 | 4.6538 | 2e-06 |
23 | 0.25246 | 4.7901 | 1e-06 |
24 | 0.262083 | 4.9727 | 1e-06 |
25 | 0.270893 | 5.1398 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.969269 | 18.3906 | 0 |
2 | -0.410181 | -7.7826 | 0 |
3 | 0.005638 | 0.107 | 0.457432 |
4 | -0.059461 | -1.1282 | 0.129996 |
5 | 0.03649 | 0.6924 | 0.24458 |
6 | 0.008707 | 0.1652 | 0.434439 |
7 | 0.030954 | 0.5873 | 0.278681 |
8 | -0.003201 | -0.0607 | 0.475803 |
9 | -0.042486 | -0.8061 | 0.210356 |
10 | -0.031707 | -0.6016 | 0.273912 |
11 | 0.011958 | 0.2269 | 0.410318 |
12 | -0.019858 | -0.3768 | 0.353281 |
13 | 0.00551 | 0.1045 | 0.458396 |
14 | 0.00832 | 0.1579 | 0.437329 |
15 | 0.079466 | 1.5078 | 0.066245 |
16 | 0.007923 | 0.1503 | 0.440292 |
17 | 0.019185 | 0.364 | 0.358032 |
18 | 0.047536 | 0.9019 | 0.183847 |
19 | 0.018293 | 0.3471 | 0.364365 |
20 | -0.014594 | -0.2769 | 0.391004 |
21 | 0.038469 | 0.7299 | 0.232965 |
22 | 0.084981 | 1.6124 | 0.053875 |
23 | 0.017535 | 0.3327 | 0.369775 |
24 | 0.022094 | 0.4192 | 0.33766 |
25 | -0.028576 | -0.5422 | 0.294012 |