Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.965819 | 18.3251 | 0 |
2 | 0.932415 | 17.6913 | 0 |
3 | 0.909618 | 17.2588 | 0 |
4 | 0.891457 | 16.9142 | 0 |
5 | 0.871535 | 16.5362 | 0 |
6 | 0.852397 | 16.1731 | 0 |
7 | 0.836753 | 15.8763 | 0 |
8 | 0.816797 | 15.4976 | 0 |
9 | 0.793975 | 15.0646 | 0 |
10 | 0.767759 | 14.5672 | 0 |
11 | 0.742583 | 14.0895 | 0 |
12 | 0.722255 | 13.7038 | 0 |
13 | 0.701609 | 13.3121 | 0 |
14 | 0.685474 | 13.0059 | 0 |
15 | 0.672259 | 12.7552 | 0 |
16 | 0.659031 | 12.5042 | 0 |
17 | 0.644114 | 12.2212 | 0 |
18 | 0.628411 | 11.9233 | 0 |
19 | 0.618787 | 11.7407 | 0 |
20 | 0.610584 | 11.585 | 0 |
21 | 0.598074 | 11.3477 | 0 |
22 | 0.584029 | 11.0812 | 0 |
23 | 0.570787 | 10.8299 | 0 |
24 | 0.557679 | 10.5812 | 0 |
25 | 0.545708 | 10.3541 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.965819 | 18.3251 | 0 |
2 | -0.005829 | -0.1106 | 0.456 |
3 | 0.140705 | 2.6697 | 0.003968 |
4 | 0.061536 | 1.1676 | 0.121878 |
5 | -0.010143 | -0.1925 | 0.423747 |
6 | 0.022931 | 0.4351 | 0.33188 |
7 | 0.044937 | 0.8526 | 0.197221 |
8 | -0.067344 | -1.2778 | 0.101077 |
9 | -0.037308 | -0.7079 | 0.239744 |
10 | -0.077637 | -1.4731 | 0.070806 |
11 | -0.021941 | -0.4163 | 0.338717 |
12 | 0.04018 | 0.7624 | 0.223173 |
13 | -0.021113 | -0.4006 | 0.344482 |
14 | 0.071218 | 1.3513 | 0.08873 |
15 | 0.045353 | 0.8605 | 0.195038 |
16 | 0.014281 | 0.271 | 0.393289 |
17 | 0.004358 | 0.0827 | 0.467077 |
18 | -0.003842 | -0.0729 | 0.470963 |
19 | 0.078633 | 1.492 | 0.068293 |
20 | 0.020804 | 0.3947 | 0.34664 |
21 | -0.058432 | -1.1087 | 0.134156 |
22 | -0.024768 | -0.4699 | 0.319343 |
23 | -0.024741 | -0.4694 | 0.319525 |
24 | -0.026342 | -0.4998 | 0.308757 |
25 | 0.024847 | 0.4714 | 0.318809 |