Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.970536 | 14.6548 | 0 |
2 | 0.953254 | 14.3938 | 0 |
3 | 0.929701 | 14.0382 | 0 |
4 | 0.907669 | 13.7055 | 0 |
5 | 0.889238 | 13.4272 | 0 |
6 | 0.875 | 13.2122 | 0 |
7 | 0.866622 | 13.0857 | 0 |
8 | 0.86308 | 13.0322 | 0 |
9 | 0.861398 | 13.0068 | 0 |
10 | 0.861696 | 13.0113 | 0 |
11 | 0.85583 | 12.9228 | 0 |
12 | 0.855178 | 12.9129 | 0 |
13 | 0.829761 | 12.5291 | 0 |
14 | 0.814271 | 12.2952 | 0 |
15 | 0.789577 | 11.9223 | 0 |
16 | 0.767334 | 11.5865 | 0 |
17 | 0.748031 | 11.295 | 0 |
18 | 0.730714 | 11.0335 | 0 |
19 | 0.720046 | 10.8725 | 0 |
20 | 0.713787 | 10.7779 | 0 |
21 | 0.71006 | 10.7217 | 0 |
22 | 0.708019 | 10.6908 | 0 |
23 | 0.70034 | 10.5749 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.970536 | 14.6548 | 0 |
2 | 0.194855 | 2.9422 | 0.001797 |
3 | -0.077118 | -1.1645 | 0.122729 |
4 | -0.02046 | -0.3089 | 0.378823 |
5 | 0.064142 | 0.9685 | 0.166906 |
6 | 0.092037 | 1.3897 | 0.082983 |
7 | 0.120651 | 1.8218 | 0.034899 |
8 | 0.117851 | 1.7795 | 0.038244 |
9 | 0.065544 | 0.9897 | 0.161686 |
10 | 0.059279 | 0.8951 | 0.18584 |
11 | -0.070239 | -1.0606 | 0.145001 |
12 | 0.089856 | 1.3568 | 0.088094 |
13 | -0.371711 | -5.6127 | 0 |
14 | 0.036635 | 0.5532 | 0.29034 |
15 | -0.086676 | -1.3088 | 0.095965 |
16 | -0.016175 | -0.2442 | 0.403636 |
17 | 0.006282 | 0.0949 | 0.462255 |
18 | -0.01199 | -0.181 | 0.428245 |
19 | 0.050388 | 0.7608 | 0.22377 |
20 | 0.045232 | 0.683 | 0.247653 |
21 | 0.050264 | 0.759 | 0.224327 |
22 | 0.013802 | 0.2084 | 0.41755 |
23 | -0.023636 | -0.3569 | 0.360748 |