Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.927656 | 10.0769 | 0 |
2 | 0.881093 | 9.5711 | 0 |
3 | 0.853423 | 9.2705 | 0 |
4 | 0.807836 | 8.7753 | 0 |
5 | 0.796502 | 8.6522 | 0 |
6 | 0.774416 | 8.4123 | 0 |
7 | 0.749256 | 8.139 | 0 |
8 | 0.74445 | 8.0868 | 0 |
9 | 0.711673 | 7.7308 | 0 |
10 | 0.68121 | 7.3998 | 0 |
11 | 0.683985 | 7.43 | 0 |
12 | 0.668497 | 7.2617 | 0 |
13 | 0.628434 | 6.8265 | 0 |
14 | 0.599425 | 6.5114 | 0 |
15 | 0.550381 | 5.9787 | 0 |
16 | 0.519451 | 5.6427 | 0 |
17 | 0.505351 | 5.4895 | 0 |
18 | 0.483207 | 5.249 | 0 |
19 | 0.477599 | 5.1881 | 0 |
20 | 0.464527 | 5.0461 | 1e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.927656 | 10.0769 | 0 |
2 | 0.147346 | 1.6006 | 0.056071 |
3 | 0.145266 | 1.578 | 0.058622 |
4 | -0.091894 | -0.9982 | 0.160107 |
5 | 0.21708 | 2.3581 | 0.010007 |
6 | -0.033553 | -0.3645 | 0.358077 |
7 | 0.031706 | 0.3444 | 0.365573 |
8 | 0.091813 | 0.9973 | 0.160319 |
9 | -0.11603 | -1.2604 | 0.105005 |
10 | -0.032385 | -0.3518 | 0.36281 |
11 | 0.188027 | 2.0425 | 0.021665 |
12 | -0.006822 | -0.0741 | 0.470525 |
13 | -0.245318 | -2.6648 | 0.004391 |
14 | -0.024909 | -0.2706 | 0.393592 |
15 | -0.123749 | -1.3443 | 0.090722 |
16 | 0.031462 | 0.3418 | 0.366569 |
17 | 0.065276 | 0.7091 | 0.239837 |
18 | 0.065421 | 0.7107 | 0.239349 |
19 | -0.004895 | -0.0532 | 0.478841 |
20 | -0.017456 | -0.1896 | 0.424968 |