Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.966416 | 10.5866 | 0 |
2 | 0.931664 | 10.2059 | 0 |
3 | 0.911827 | 9.9886 | 0 |
4 | 0.89732 | 9.8297 | 0 |
5 | 0.887642 | 9.7236 | 0 |
6 | 0.8738 | 9.572 | 0 |
7 | 0.846519 | 9.2732 | 0 |
8 | 0.815094 | 8.9289 | 0 |
9 | 0.787612 | 8.6279 | 0 |
10 | 0.770882 | 8.4446 | 0 |
11 | 0.765646 | 8.3872 | 0 |
12 | 0.754209 | 8.2619 | 0 |
13 | 0.7158 | 7.8412 | 0 |
14 | 0.676715 | 7.413 | 0 |
15 | 0.65122 | 7.1338 | 0 |
16 | 0.632168 | 6.9251 | 0 |
17 | 0.616302 | 6.7512 | 0 |
18 | 0.597814 | 6.5487 | 0 |
19 | 0.56695 | 6.2106 | 0 |
20 | 0.531612 | 5.8235 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.966416 | 10.5866 | 0 |
2 | -0.034755 | -0.3807 | 0.352041 |
3 | 0.208419 | 2.2831 | 0.012092 |
4 | 0.063766 | 0.6985 | 0.243101 |
5 | 0.11739 | 1.2859 | 0.100469 |
6 | -0.037903 | -0.4152 | 0.339367 |
7 | -0.169762 | -1.8597 | 0.032692 |
8 | -0.089849 | -0.9842 | 0.163488 |
9 | -0.040236 | -0.4408 | 0.330089 |
10 | 0.096084 | 1.0525 | 0.147332 |
11 | 0.158377 | 1.7349 | 0.042661 |
12 | -0.025335 | -0.2775 | 0.390923 |
13 | -0.334452 | -3.6637 | 0.000186 |
14 | -0.030766 | -0.337 | 0.368343 |
15 | 0.064342 | 0.7048 | 0.241141 |
16 | 0.019979 | 0.2189 | 0.413566 |
17 | -0.002378 | -0.026 | 0.489632 |
18 | 0.007741 | 0.0848 | 0.46628 |
19 | -0.062073 | -0.68 | 0.248916 |
20 | -0.037211 | -0.4076 | 0.342137 |