Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.971748 | 18.1797 | 0 |
2 | 0.951856 | 17.8076 | 0 |
3 | 0.937055 | 17.5307 | 0 |
4 | 0.924218 | 17.2905 | 0 |
5 | 0.912695 | 17.075 | 0 |
6 | 0.895207 | 16.7478 | 0 |
7 | 0.884479 | 16.5471 | 0 |
8 | 0.870258 | 16.281 | 0 |
9 | 0.855152 | 15.9984 | 0 |
10 | 0.84173 | 15.7473 | 0 |
11 | 0.833366 | 15.5909 | 0 |
12 | 0.825406 | 15.4419 | 0 |
13 | 0.815789 | 15.262 | 0 |
14 | 0.806649 | 15.091 | 0 |
15 | 0.794571 | 14.8651 | 0 |
16 | 0.782754 | 14.644 | 0 |
17 | 0.770302 | 14.411 | 0 |
18 | 0.760935 | 14.2358 | 0 |
19 | 0.752884 | 14.0852 | 0 |
20 | 0.740829 | 13.8596 | 0 |
21 | 0.727583 | 13.6118 | 0 |
22 | 0.712765 | 13.3346 | 0 |
23 | 0.700092 | 13.0975 | 0 |
24 | 0.68946 | 12.8986 | 0 |
25 | 0.67606 | 12.6479 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.971748 | 18.1797 | 0 |
2 | 0.13573 | 2.5393 | 0.00577 |
3 | 0.105002 | 1.9644 | 0.025137 |
4 | 0.060901 | 1.1394 | 0.127666 |
5 | 0.045746 | 0.8558 | 0.19634 |
6 | -0.093038 | -1.7406 | 0.041319 |
7 | 0.095149 | 1.7801 | 0.037965 |
8 | -0.053252 | -0.9962 | 0.159909 |
9 | -0.025465 | -0.4764 | 0.317044 |
10 | 0.010893 | 0.2038 | 0.41932 |
11 | 0.102887 | 1.9248 | 0.02753 |
12 | 0.014625 | 0.2736 | 0.392273 |
13 | 0.01559 | 0.2917 | 0.385359 |
14 | 0.00846 | 0.1583 | 0.437164 |
15 | -0.05663 | -1.0595 | 0.145063 |
16 | -0.028718 | -0.5373 | 0.295713 |
17 | -0.017172 | -0.3213 | 0.374104 |
18 | 0.034425 | 0.644 | 0.259991 |
19 | 0.023567 | 0.4409 | 0.32978 |
20 | -0.043518 | -0.8141 | 0.208058 |
21 | -0.036278 | -0.6787 | 0.248886 |
22 | -0.046168 | -0.8637 | 0.194166 |
23 | 0.000849 | 0.0159 | 0.493671 |
24 | 0.029135 | 0.5451 | 0.293029 |
25 | -0.046575 | -0.8713 | 0.192083 |