Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.990176 | 21.9408 | 0 |
2 | 0.981015 | 21.7378 | 0 |
3 | 0.972838 | 21.5567 | 0 |
4 | 0.965112 | 21.3854 | 0 |
5 | 0.958127 | 21.2307 | 0 |
6 | 0.949942 | 21.0493 | 0 |
7 | 0.941492 | 20.8621 | 0 |
8 | 0.932852 | 20.6706 | 0 |
9 | 0.923266 | 20.4582 | 0 |
10 | 0.913187 | 20.2349 | 0 |
11 | 0.902438 | 19.9967 | 0 |
12 | 0.892361 | 19.7734 | 0 |
13 | 0.881145 | 19.5249 | 0 |
14 | 0.869388 | 19.2644 | 0 |
15 | 0.857295 | 18.9964 | 0 |
16 | 0.845578 | 18.7368 | 0 |
17 | 0.834653 | 18.4947 | 0 |
18 | 0.824232 | 18.2638 | 0 |
19 | 0.813963 | 18.0362 | 0 |
20 | 0.802938 | 17.7919 | 0 |
21 | 0.791685 | 17.5426 | 0 |
22 | 0.780115 | 17.2862 | 0 |
23 | 0.768375 | 17.0261 | 0 |
24 | 0.756937 | 16.7726 | 0 |
25 | 0.746513 | 16.5416 | 0 |
26 | 0.736408 | 16.3177 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.990176 | 21.9408 | 0 |
2 | 0.028971 | 0.642 | 0.260601 |
3 | 0.046889 | 1.039 | 0.149659 |
4 | 0.022419 | 0.4968 | 0.309783 |
5 | 0.038508 | 0.8533 | 0.196958 |
6 | -0.059854 | -1.3263 | 0.092683 |
7 | -0.017272 | -0.3827 | 0.35105 |
8 | -0.019268 | -0.4269 | 0.334805 |
9 | -0.056911 | -1.2611 | 0.103941 |
10 | -0.040713 | -0.9021 | 0.18371 |
11 | -0.045973 | -1.0187 | 0.154425 |
12 | 0.021103 | 0.4676 | 0.320136 |
13 | -0.069953 | -1.5501 | 0.060886 |
14 | -0.033588 | -0.7443 | 0.228536 |
15 | -0.029111 | -0.6451 | 0.259597 |
16 | 0.0141 | 0.3124 | 0.377419 |
17 | 0.028711 | 0.6362 | 0.262476 |
18 | 0.03282 | 0.7272 | 0.233715 |
19 | 0.018256 | 0.4045 | 0.343 |
20 | -0.032309 | -0.7159 | 0.237189 |
21 | -0.008992 | -0.1993 | 0.421072 |
22 | -0.0241 | -0.534 | 0.296788 |
23 | -0.01442 | -0.3195 | 0.374733 |
24 | -0.003157 | -0.0699 | 0.472132 |
25 | 0.045942 | 1.018 | 0.154587 |
26 | 0.010902 | 0.2416 | 0.404603 |