Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.97685 | 10.521 | 0 |
2 | 0.953862 | 10.2734 | 0 |
3 | 0.930637 | 10.0233 | 0 |
4 | 0.90703 | 9.769 | 0 |
5 | 0.883056 | 9.5108 | 0 |
6 | 0.858518 | 9.2465 | 0 |
7 | 0.833576 | 8.9779 | 0 |
8 | 0.808552 | 8.7084 | 0 |
9 | 0.783348 | 8.4369 | 0 |
10 | 0.758041 | 8.1644 | 0 |
11 | 0.732897 | 7.8935 | 0 |
12 | 0.707757 | 7.6228 | 0 |
13 | 0.68228 | 7.3484 | 0 |
14 | 0.656706 | 7.0729 | 0 |
15 | 0.631102 | 6.7972 | 0 |
16 | 0.605589 | 6.5224 | 0 |
17 | 0.580148 | 6.2484 | 0 |
18 | 0.554695 | 5.9742 | 0 |
19 | 0.529313 | 5.7009 | 0 |
20 | 0.50398 | 5.428 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.97685 | 10.521 | 0 |
2 | -0.008197 | -0.0883 | 0.464903 |
3 | -0.016918 | -0.1822 | 0.427867 |
4 | -0.020399 | -0.2197 | 0.413246 |
5 | -0.020462 | -0.2204 | 0.412982 |
6 | -0.025041 | -0.2697 | 0.393937 |
7 | -0.022025 | -0.2372 | 0.406452 |
8 | -0.01522 | -0.1639 | 0.435039 |
9 | -0.017489 | -0.1884 | 0.425462 |
10 | -0.016099 | -0.1734 | 0.431323 |
11 | -0.010521 | -0.1133 | 0.454987 |
12 | -0.01409 | -0.1518 | 0.439821 |
13 | -0.021942 | -0.2363 | 0.406799 |
14 | -0.017245 | -0.1857 | 0.42649 |
15 | -0.016035 | -0.1727 | 0.431593 |
16 | -0.013614 | -0.1466 | 0.441839 |
17 | -0.014229 | -0.1532 | 0.439234 |
18 | -0.016163 | -0.1741 | 0.431053 |
19 | -0.0147 | -0.1583 | 0.437238 |
20 | -0.015496 | -0.1669 | 0.433869 |