Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.951405 | 18.2759 | 0 |
2 | 0.891691 | 17.1288 | 0 |
3 | 0.820965 | 15.7702 | 0 |
4 | 0.752497 | 14.455 | 0 |
5 | 0.690338 | 13.261 | 0 |
6 | 0.643125 | 12.354 | 0 |
7 | 0.605337 | 11.6281 | 0 |
8 | 0.569747 | 10.9445 | 0 |
9 | 0.53577 | 10.2918 | 0 |
10 | 0.497577 | 9.5581 | 0 |
11 | 0.461033 | 8.8562 | 0 |
12 | 0.420451 | 8.0766 | 0 |
13 | 0.383925 | 7.375 | 0 |
14 | 0.350709 | 6.7369 | 0 |
15 | 0.326667 | 6.2751 | 0 |
16 | 0.307812 | 5.9129 | 0 |
17 | 0.295755 | 5.6813 | 0 |
18 | 0.298732 | 5.7385 | 0 |
19 | 0.306444 | 5.8866 | 0 |
20 | 0.312314 | 5.9993 | 0 |
21 | 0.317843 | 6.1056 | 0 |
22 | 0.319578 | 6.1389 | 0 |
23 | 0.317777 | 6.1043 | 0 |
24 | 0.31649 | 6.0796 | 0 |
25 | 0.310978 | 5.9737 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.951405 | 18.2759 | 0 |
2 | -0.14215 | -2.7306 | 0.003312 |
3 | -0.137186 | -2.6353 | 0.004381 |
4 | 0.008276 | 0.159 | 0.436891 |
5 | 0.034575 | 0.6642 | 0.253499 |
6 | 0.105588 | 2.0283 | 0.021625 |
7 | 0.030884 | 0.5933 | 0.276682 |
8 | -0.047135 | -0.9054 | 0.182912 |
9 | -0.015944 | -0.3063 | 0.379784 |
10 | -0.054819 | -1.053 | 0.146506 |
11 | 0.024146 | 0.4638 | 0.321523 |
12 | -0.046511 | -0.8934 | 0.186101 |
13 | 0.020021 | 0.3846 | 0.350383 |
14 | 0.008806 | 0.1692 | 0.432885 |
15 | 0.053045 | 1.019 | 0.154445 |
16 | 0.014578 | 0.28 | 0.389803 |
17 | 0.030183 | 0.5798 | 0.281205 |
18 | 0.143687 | 2.7601 | 0.003033 |
19 | 0.031209 | 0.5995 | 0.274603 |
20 | -0.03849 | -0.7394 | 0.230074 |
21 | 0.023431 | 0.4501 | 0.326453 |
22 | -0.010821 | -0.2079 | 0.417726 |
23 | 0.016376 | 0.3146 | 0.376629 |
24 | 0.035836 | 0.6884 | 0.245822 |
25 | -0.049191 | -0.9449 | 0.172654 |