Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.963443 | 10.3766 | 0 |
2 | 0.922472 | 9.9353 | 0 |
3 | 0.891463 | 9.6014 | 0 |
4 | 0.858682 | 9.2483 | 0 |
5 | 0.824202 | 8.8769 | 0 |
6 | 0.784564 | 8.45 | 0 |
7 | 0.742085 | 7.9925 | 0 |
8 | 0.700067 | 7.54 | 0 |
9 | 0.655937 | 7.0647 | 0 |
10 | 0.613712 | 6.6099 | 0 |
11 | 0.572275 | 6.1636 | 0 |
12 | 0.53151 | 5.7245 | 0 |
13 | 0.493599 | 5.3162 | 0 |
14 | 0.455039 | 4.9009 | 2e-06 |
15 | 0.415875 | 4.4791 | 9e-06 |
16 | 0.374738 | 4.0361 | 4.9e-05 |
17 | 0.34193 | 3.6827 | 0.000176 |
18 | 0.311406 | 3.3539 | 0.000538 |
19 | 0.286117 | 3.0816 | 0.001286 |
20 | 0.263516 | 2.8382 | 0.002679 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.963443 | 10.3766 | 0 |
2 | -0.080101 | -0.8627 | 0.195039 |
3 | 0.121947 | 1.3134 | 0.095818 |
4 | -0.060247 | -0.6489 | 0.258851 |
5 | -0.017498 | -0.1885 | 0.425421 |
6 | -0.100286 | -1.0801 | 0.141165 |
7 | -0.053823 | -0.5797 | 0.281622 |
8 | -0.033602 | -0.3619 | 0.359043 |
9 | -0.060377 | -0.6503 | 0.258397 |
10 | 0.008964 | 0.0965 | 0.461628 |
11 | -0.023014 | -0.2479 | 0.402336 |
12 | -0.000665 | -0.0072 | 0.497149 |
13 | 0.01428 | 0.1538 | 0.439019 |
14 | -0.031911 | -0.3437 | 0.36585 |
15 | -0.025265 | -0.2721 | 0.393009 |
16 | -0.065343 | -0.7038 | 0.241495 |
17 | 0.093576 | 1.0078 | 0.157813 |
18 | -0.027841 | -0.2999 | 0.382413 |
19 | 0.087924 | 0.947 | 0.172811 |
20 | 0.001163 | 0.0125 | 0.495014 |