Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.956469 | 18.4477 | 0 |
2 | 0.912065 | 17.5913 | 0 |
3 | 0.877384 | 16.9224 | 0 |
4 | 0.86144 | 16.6149 | 0 |
5 | 0.851011 | 16.4137 | 0 |
6 | 0.820173 | 15.8189 | 0 |
7 | 0.798786 | 15.4064 | 0 |
8 | 0.760298 | 14.6641 | 0 |
9 | 0.730191 | 14.0834 | 0 |
10 | 0.719513 | 13.8775 | 0 |
11 | 0.723691 | 13.9581 | 0 |
12 | 0.727977 | 14.0407 | 0 |
13 | 0.675414 | 13.0269 | 0 |
14 | 0.625089 | 12.0563 | 0 |
15 | 0.589903 | 11.3776 | 0 |
16 | 0.576729 | 11.1235 | 0 |
17 | 0.574072 | 11.0723 | 0 |
18 | 0.555414 | 10.7124 | 0 |
19 | 0.548374 | 10.5767 | 0 |
20 | 0.524465 | 10.1155 | 0 |
21 | 0.509184 | 9.8208 | 0 |
22 | 0.513276 | 9.8997 | 0 |
23 | 0.528901 | 10.2011 | 0 |
24 | 0.546318 | 10.537 | 0 |
25 | 0.508314 | 9.804 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.956469 | 18.4477 | 0 |
2 | -0.032497 | -0.6268 | 0.265592 |
3 | 0.091171 | 1.7584 | 0.039747 |
4 | 0.20072 | 3.8713 | 6.4e-05 |
5 | 0.069561 | 1.3416 | 0.090265 |
6 | -0.209037 | -4.0318 | 3.4e-05 |
7 | 0.166857 | 3.2182 | 0.000702 |
8 | -0.254774 | -4.9139 | 1e-06 |
9 | 0.048356 | 0.9327 | 0.175803 |
10 | 0.232208 | 4.4787 | 5e-06 |
11 | 0.166825 | 3.2176 | 0.000703 |
12 | -0.034933 | -0.6738 | 0.250442 |
13 | -0.556401 | -10.7315 | 0 |
14 | 0.044746 | 0.863 | 0.194337 |
15 | 0.140223 | 2.7045 | 0.003577 |
16 | 0.080985 | 1.562 | 0.05957 |
17 | 0.150262 | 2.8982 | 0.001988 |
18 | 0.053743 | 1.0366 | 0.150306 |
19 | 0.105205 | 2.0291 | 0.021579 |
20 | -0.072138 | -1.3914 | 0.082475 |
21 | 0.00276 | 0.0532 | 0.47879 |
22 | 0.062961 | 1.2143 | 0.112692 |
23 | -0.032876 | -0.6341 | 0.263205 |
24 | 0.065585 | 1.265 | 0.10334 |
25 | -0.266582 | -5.1417 | 0 |