Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.989283 | 21.921 | 0 |
2 | 0.979205 | 21.6977 | 0 |
3 | 0.969593 | 21.4848 | 0 |
4 | 0.960242 | 21.2775 | 0 |
5 | 0.950996 | 21.0727 | 0 |
6 | 0.942442 | 20.8831 | 0 |
7 | 0.934883 | 20.7156 | 0 |
8 | 0.927646 | 20.5553 | 0 |
9 | 0.919177 | 20.3676 | 0 |
10 | 0.910149 | 20.1675 | 0 |
11 | 0.902071 | 19.9886 | 0 |
12 | 0.895675 | 19.8468 | 0 |
13 | 0.887804 | 19.6724 | 0 |
14 | 0.879027 | 19.4779 | 0 |
15 | 0.870102 | 19.2802 | 0 |
16 | 0.860808 | 19.0742 | 0 |
17 | 0.851773 | 18.874 | 0 |
18 | 0.843147 | 18.6829 | 0 |
19 | 0.834281 | 18.4864 | 0 |
20 | 0.825476 | 18.2913 | 0 |
21 | 0.815829 | 18.0776 | 0 |
22 | 0.806974 | 17.8813 | 0 |
23 | 0.797663 | 17.675 | 0 |
24 | 0.789569 | 17.4957 | 0 |
25 | 0.782707 | 17.3436 | 0 |
26 | 0.775924 | 17.1933 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.989283 | 21.921 | 0 |
2 | 0.024612 | 0.5454 | 0.292873 |
3 | 0.017691 | 0.392 | 0.347615 |
4 | 0.008639 | 0.1914 | 0.424132 |
5 | 0.001473 | 0.0326 | 0.486992 |
6 | 0.028649 | 0.6348 | 0.262921 |
7 | 0.044741 | 0.9914 | 0.160992 |
8 | 0.015816 | 0.3504 | 0.363076 |
9 | -0.057586 | -1.276 | 0.101274 |
10 | -0.031978 | -0.7086 | 0.239459 |
11 | 0.038255 | 0.8477 | 0.198514 |
12 | 0.079157 | 1.754 | 0.040027 |
13 | -0.06453 | -1.4299 | 0.076692 |
14 | -0.050617 | -1.1216 | 0.131291 |
15 | -0.021309 | -0.4722 | 0.318505 |
16 | -0.025302 | -0.5607 | 0.287644 |
17 | 0.016259 | 0.3603 | 0.359396 |
18 | 0.021636 | 0.4794 | 0.315929 |
19 | -0.026409 | -0.5852 | 0.279343 |
20 | -0.021486 | -0.4761 | 0.317106 |
21 | -0.044374 | -0.9833 | 0.162979 |
22 | 0.045276 | 1.0033 | 0.158115 |
23 | -0.017621 | -0.3905 | 0.348181 |
24 | 0.042291 | 0.9371 | 0.174584 |
25 | 0.051125 | 1.1328 | 0.128916 |
26 | -0.000151 | -0.0034 | 0.498664 |