Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.94835 | 9.5779 | 0 |
2 | 0.891116 | 8.9998 | 0 |
3 | 0.829464 | 8.3772 | 0 |
4 | 0.765458 | 7.7307 | 0 |
5 | 0.716736 | 7.2387 | 0 |
6 | 0.679696 | 6.8646 | 0 |
7 | 0.671632 | 6.7832 | 0 |
8 | 0.675606 | 6.8233 | 0 |
9 | 0.687548 | 6.9439 | 0 |
10 | 0.704042 | 7.1105 | 0 |
11 | 0.710396 | 7.1747 | 0 |
12 | 0.700591 | 7.0756 | 0 |
13 | 0.65538 | 6.619 | 0 |
14 | 0.590115 | 5.9599 | 0 |
15 | 0.521812 | 5.27 | 0 |
16 | 0.451841 | 4.5634 | 7e-06 |
17 | 0.399066 | 4.0304 | 5.4e-05 |
18 | 0.364419 | 3.6805 | 0.000187 |
19 | 0.346289 | 3.4973 | 0.000349 |
20 | 0.34307 | 3.4648 | 0.000389 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.94835 | 9.5779 | 0 |
2 | -0.082003 | -0.8282 | 0.204747 |
3 | -0.071624 | -0.7234 | 0.235556 |
4 | -0.053213 | -0.5374 | 0.296074 |
5 | 0.121455 | 1.2266 | 0.111392 |
6 | 0.076951 | 0.7772 | 0.219429 |
7 | 0.251325 | 2.5383 | 0.006326 |
8 | 0.083232 | 0.8406 | 0.201268 |
9 | 0.076351 | 0.7711 | 0.221213 |
10 | 0.056686 | 0.5725 | 0.28412 |
11 | -0.0228 | -0.2303 | 0.409171 |
12 | -0.094063 | -0.95 | 0.17218 |
13 | -0.281325 | -2.8412 | 0.002713 |
14 | -0.182624 | -1.8444 | 0.034013 |
15 | -0.041416 | -0.4183 | 0.338311 |
16 | -0.047341 | -0.4781 | 0.316792 |
17 | 0.054957 | 0.555 | 0.290043 |
18 | 0.043823 | 0.4426 | 0.329501 |
19 | -0.018621 | -0.1881 | 0.4256 |
20 | -0.00349 | -0.0352 | 0.485976 |