Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.958297 | 18.483 | 0 |
2 | 0.915218 | 17.6521 | 0 |
3 | 0.883412 | 17.0386 | 0 |
4 | 0.870088 | 16.7816 | 0 |
5 | 0.861735 | 16.6205 | 0 |
6 | 0.832367 | 16.0541 | 0 |
7 | 0.812153 | 15.6642 | 0 |
8 | 0.775095 | 14.9495 | 0 |
9 | 0.745592 | 14.3805 | 0 |
10 | 0.734652 | 14.1695 | 0 |
11 | 0.739154 | 14.2563 | 0 |
12 | 0.743705 | 14.3441 | 0 |
13 | 0.693188 | 13.3697 | 0 |
14 | 0.64416 | 12.4241 | 0 |
15 | 0.611393 | 11.7921 | 0 |
16 | 0.599793 | 11.5684 | 0 |
17 | 0.597409 | 11.5224 | 0 |
18 | 0.577954 | 11.1472 | 0 |
19 | 0.568953 | 10.9736 | 0 |
20 | 0.543776 | 10.488 | 0 |
21 | 0.526232 | 10.1496 | 0 |
22 | 0.525701 | 10.1394 | 0 |
23 | 0.537712 | 10.371 | 0 |
24 | 0.551354 | 10.6341 | 0 |
25 | 0.512849 | 9.8915 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.958297 | 18.483 | 0 |
2 | -0.038138 | -0.7356 | 0.231227 |
3 | 0.116008 | 2.2375 | 0.012923 |
4 | 0.207345 | 3.9991 | 3.8e-05 |
5 | 0.071295 | 1.3751 | 0.084967 |
6 | -0.216629 | -4.1782 | 1.8e-05 |
7 | 0.177843 | 3.4301 | 0.000336 |
8 | -0.280159 | -5.4035 | 0 |
9 | 0.051585 | 0.9949 | 0.160206 |
10 | 0.221443 | 4.271 | 1.2e-05 |
11 | 0.189049 | 3.6462 | 0.000152 |
12 | -0.045031 | -0.8685 | 0.192833 |
13 | -0.550158 | -10.6111 | 0 |
14 | 0.048685 | 0.939 | 0.17417 |
15 | 0.139152 | 2.6839 | 0.003802 |
16 | 0.058966 | 1.1373 | 0.128074 |
17 | 0.145015 | 2.797 | 0.002713 |
18 | 0.056415 | 1.0881 | 0.13863 |
19 | 0.089168 | 1.7198 | 0.04315 |
20 | -0.085304 | -1.6453 | 0.050378 |
21 | 0.010706 | 0.2065 | 0.418258 |
22 | 0.020453 | 0.3945 | 0.346725 |
23 | -0.016396 | -0.3162 | 0.376 |
24 | 0.056489 | 1.0895 | 0.138315 |
25 | -0.235006 | -4.5326 | 4e-06 |