Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.963686 | 8.8323 | 0 |
2 | 0.927226 | 8.4982 | 0 |
3 | 0.890882 | 8.1651 | 0 |
4 | 0.853796 | 7.8252 | 0 |
5 | 0.816442 | 7.4828 | 0 |
6 | 0.779071 | 7.1403 | 0 |
7 | 0.741977 | 6.8003 | 0 |
8 | 0.703597 | 6.4486 | 0 |
9 | 0.663137 | 6.0778 | 0 |
10 | 0.622716 | 5.7073 | 0 |
11 | 0.58193 | 5.3335 | 0 |
12 | 0.541681 | 4.9646 | 2e-06 |
13 | 0.501715 | 4.5983 | 7e-06 |
14 | 0.461936 | 4.2337 | 2.9e-05 |
15 | 0.422423 | 3.8716 | 0.000107 |
16 | 0.382464 | 3.5053 | 0.000367 |
17 | 0.34255 | 3.1395 | 0.001168 |
18 | 0.302802 | 2.7752 | 0.003399 |
19 | 0.263692 | 2.4168 | 0.008912 |
20 | 0.224401 | 2.0567 | 0.021411 |
21 | 0.18508 | 1.6963 | 0.046767 |
22 | 0.14527 | 1.3314 | 0.093326 |
23 | 0.104832 | 0.9608 | 0.169704 |
24 | 0.064846 | 0.5943 | 0.276946 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.963686 | 8.8323 | 0 |
2 | -0.020531 | -0.1882 | 0.425597 |
3 | -0.01729 | -0.1585 | 0.437234 |
4 | -0.02965 | -0.2717 | 0.393244 |
5 | -0.023726 | -0.2175 | 0.414192 |
6 | -0.020821 | -0.1908 | 0.424562 |
7 | -0.017031 | -0.1561 | 0.438167 |
8 | -0.039309 | -0.3603 | 0.359774 |
9 | -0.051766 | -0.4744 | 0.318209 |
10 | -0.023947 | -0.2195 | 0.413407 |
11 | -0.029957 | -0.2746 | 0.392164 |
12 | -0.017617 | -0.1615 | 0.436057 |
13 | -0.022027 | -0.2019 | 0.420249 |
14 | -0.024047 | -0.2204 | 0.413049 |
15 | -0.023548 | -0.2158 | 0.414824 |
16 | -0.033247 | -0.3047 | 0.380669 |
17 | -0.027565 | -0.2526 | 0.400583 |
18 | -0.027265 | -0.2499 | 0.401642 |
19 | -0.021285 | -0.1951 | 0.4229 |
20 | -0.034027 | -0.3119 | 0.37796 |
21 | -0.032759 | -0.3002 | 0.382367 |
22 | -0.040749 | -0.3735 | 0.35487 |
23 | -0.043733 | -0.4008 | 0.344785 |
24 | -0.02987 | -0.2738 | 0.39247 |