Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.985182 | 14.0367 | 0 |
2 | 0.970331 | 13.8251 | 0 |
3 | 0.955292 | 13.6108 | 0 |
4 | 0.940413 | 13.3988 | 0 |
5 | 0.925598 | 13.1877 | 0 |
6 | 0.910745 | 12.9761 | 0 |
7 | 0.896014 | 12.7662 | 0 |
8 | 0.881476 | 12.5591 | 0 |
9 | 0.866983 | 12.3526 | 0 |
10 | 0.852357 | 12.1442 | 0 |
11 | 0.838114 | 11.9413 | 0 |
12 | 0.824062 | 11.7411 | 0 |
13 | 0.810169 | 11.5431 | 0 |
14 | 0.79652 | 11.3487 | 0 |
15 | 0.782865 | 11.1541 | 0 |
16 | 0.768921 | 10.9554 | 0 |
17 | 0.754996 | 10.757 | 0 |
18 | 0.740875 | 10.5558 | 0 |
19 | 0.72644 | 10.3502 | 0 |
20 | 0.711799 | 10.1416 | 0 |
21 | 0.696818 | 9.9281 | 0 |
22 | 0.680722 | 9.6988 | 0 |
23 | 0.664759 | 9.4714 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.985182 | 14.0367 | 0 |
2 | -0.008629 | -0.1229 | 0.451139 |
3 | -0.013871 | -0.1976 | 0.421764 |
4 | -0.002262 | -0.0322 | 0.487158 |
5 | -0.005471 | -0.078 | 0.468972 |
6 | -0.009064 | -0.1291 | 0.448689 |
7 | -0.003607 | -0.0514 | 0.479532 |
8 | -0.001166 | -0.0166 | 0.493378 |
9 | -0.006285 | -0.0895 | 0.46437 |
10 | -0.01235 | -0.176 | 0.430249 |
11 | 0.005205 | 0.0742 | 0.470477 |
12 | -0.00116 | -0.0165 | 0.493413 |
13 | -0.002567 | -0.0366 | 0.485432 |
14 | 0.000716 | 0.0102 | 0.495933 |
15 | -0.007734 | -0.1102 | 0.456181 |
16 | -0.017594 | -0.2507 | 0.401162 |
17 | -0.007066 | -0.1007 | 0.459952 |
18 | -0.014251 | -0.203 | 0.419652 |
19 | -0.018765 | -0.2674 | 0.39473 |
20 | -0.015268 | -0.2175 | 0.414007 |
21 | -0.019754 | -0.2815 | 0.389325 |
22 | -0.046815 | -0.667 | 0.252762 |
23 | -0.004988 | -0.0711 | 0.471708 |