Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.970572 | 10.6321 | 0 |
2 | 0.934562 | 10.2376 | 0 |
3 | 0.899965 | 9.8586 | 0 |
4 | 0.862989 | 9.4536 | 0 |
5 | 0.823556 | 9.0216 | 0 |
6 | 0.784948 | 8.5987 | 0 |
7 | 0.746628 | 8.1789 | 0 |
8 | 0.712849 | 7.8089 | 0 |
9 | 0.68505 | 7.5044 | 0 |
10 | 0.658711 | 7.2158 | 0 |
11 | 0.631916 | 6.9223 | 0 |
12 | 0.603672 | 6.6129 | 0 |
13 | 0.577479 | 6.326 | 0 |
14 | 0.552391 | 6.0511 | 0 |
15 | 0.525555 | 5.7572 | 0 |
16 | 0.496928 | 5.4436 | 0 |
17 | 0.46605 | 5.1053 | 1e-06 |
18 | 0.435137 | 4.7667 | 3e-06 |
19 | 0.404129 | 4.427 | 1.1e-05 |
20 | 0.371179 | 4.0661 | 4.3e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.970572 | 10.6321 | 0 |
2 | -0.128425 | -1.4068 | 0.081032 |
3 | 0.018627 | 0.204 | 0.419332 |
4 | -0.066879 | -0.7326 | 0.232608 |
5 | -0.051962 | -0.5692 | 0.285136 |
6 | -0.001587 | -0.0174 | 0.49308 |
7 | -0.021318 | -0.2335 | 0.407875 |
8 | 0.061984 | 0.679 | 0.249223 |
9 | 0.067943 | 0.7443 | 0.22908 |
10 | -0.008311 | -0.091 | 0.463803 |
11 | -0.027955 | -0.3062 | 0.379978 |
12 | -0.054134 | -0.593 | 0.277148 |
13 | 0.017377 | 0.1904 | 0.424675 |
14 | -0.005402 | -0.0592 | 0.476455 |
15 | -0.039925 | -0.4374 | 0.331319 |
16 | -0.029691 | -0.3253 | 0.372779 |
17 | -0.051065 | -0.5594 | 0.288468 |
18 | -0.011411 | -0.125 | 0.450366 |
19 | -0.027841 | -0.305 | 0.380453 |
20 | -0.05297 | -0.5803 | 0.281415 |