Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.985744 | 14.4874 | 0 |
2 | 0.966429 | 14.2035 | 0 |
3 | 0.946154 | 13.9056 | 0 |
4 | 0.92326 | 13.5691 | 0 |
5 | 0.897823 | 13.1953 | 0 |
6 | 0.86898 | 12.7713 | 0 |
7 | 0.840093 | 12.3468 | 0 |
8 | 0.810564 | 11.9128 | 0 |
9 | 0.778571 | 11.4426 | 0 |
10 | 0.744859 | 10.9472 | 0 |
11 | 0.7124 | 10.4701 | 0 |
12 | 0.678142 | 9.9666 | 0 |
13 | 0.642978 | 9.4498 | 0 |
14 | 0.608933 | 8.9495 | 0 |
15 | 0.574918 | 8.4495 | 0 |
16 | 0.541801 | 7.9628 | 0 |
17 | 0.506817 | 7.4487 | 0 |
18 | 0.471594 | 6.931 | 0 |
19 | 0.438015 | 6.4375 | 0 |
20 | 0.404744 | 5.9485 | 0 |
21 | 0.372815 | 5.4792 | 0 |
22 | 0.342598 | 5.0351 | 1e-06 |
23 | 0.314706 | 4.6252 | 3e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.985744 | 14.4874 | 0 |
2 | -0.1859 | -2.7322 | 0.003406 |
3 | -0.012627 | -0.1856 | 0.426474 |
4 | -0.099807 | -1.4669 | 0.071934 |
5 | -0.073512 | -1.0804 | 0.140584 |
6 | -0.112183 | -1.6487 | 0.050327 |
7 | 0.027382 | 0.4024 | 0.343883 |
8 | -0.035615 | -0.5234 | 0.300607 |
9 | -0.080002 | -1.1758 | 0.120486 |
10 | -0.048081 | -0.7066 | 0.240276 |
11 | 0.053062 | 0.7798 | 0.218169 |
12 | -0.100531 | -1.4775 | 0.0705 |
13 | -0.012077 | -0.1775 | 0.429645 |
14 | 0.035096 | 0.5158 | 0.30326 |
15 | -0.027922 | -0.4104 | 0.340973 |
16 | 0.007187 | 0.1056 | 0.457991 |
17 | -0.084163 | -1.2369 | 0.108726 |
18 | -0.010983 | -0.1614 | 0.435959 |
19 | 0.015275 | 0.2245 | 0.411294 |
20 | -0.016309 | -0.2397 | 0.405399 |
21 | 0.036724 | 0.5397 | 0.294967 |
22 | 0.019248 | 0.2829 | 0.388768 |
23 | 0.037514 | 0.5513 | 0.290985 |