Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.991047 | 15.3852 | 0 |
2 | 0.975616 | 15.1456 | 0 |
3 | 0.957222 | 14.8601 | 0 |
4 | 0.938363 | 14.5673 | 0 |
5 | 0.9187 | 14.2621 | 0 |
6 | 0.896376 | 13.9155 | 0 |
7 | 0.869786 | 13.5027 | 0 |
8 | 0.839136 | 13.0269 | 0 |
9 | 0.804773 | 12.4934 | 0 |
10 | 0.767508 | 11.9149 | 0 |
11 | 0.728652 | 11.3117 | 0 |
12 | 0.688631 | 10.6904 | 0 |
13 | 0.647548 | 10.0526 | 0 |
14 | 0.606242 | 9.4114 | 0 |
15 | 0.564012 | 8.7558 | 0 |
16 | 0.520661 | 8.0828 | 0 |
17 | 0.477256 | 7.409 | 0 |
18 | 0.433644 | 6.732 | 0 |
19 | 0.389721 | 6.0501 | 0 |
20 | 0.345515 | 5.3638 | 0 |
21 | 0.301033 | 4.6733 | 2e-06 |
22 | 0.257138 | 3.9919 | 4.4e-05 |
23 | 0.214997 | 3.3376 | 0.000489 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.991047 | 15.3852 | 0 |
2 | -0.367913 | -5.7115 | 0 |
3 | -0.049841 | -0.7737 | 0.219921 |
4 | 0.04286 | 0.6654 | 0.253226 |
5 | -0.062557 | -0.9712 | 0.166224 |
6 | -0.156265 | -2.4259 | 0.008003 |
7 | -0.175315 | -2.7216 | 0.003485 |
8 | -0.109104 | -1.6937 | 0.045803 |
9 | -0.123705 | -1.9204 | 0.027993 |
10 | -0.103018 | -1.5993 | 0.055535 |
11 | -0.03149 | -0.4889 | 0.312693 |
12 | -0.033608 | -0.5217 | 0.301165 |
13 | -0.025237 | -0.3918 | 0.347782 |
14 | 0.051029 | 0.7922 | 0.214516 |
15 | -0.023607 | -0.3665 | 0.357163 |
16 | -0.022195 | -0.3446 | 0.365361 |
17 | 0.056202 | 0.8725 | 0.191905 |
18 | -0.016557 | -0.257 | 0.398685 |
19 | -0.043296 | -0.6721 | 0.251071 |
20 | -0.037132 | -0.5765 | 0.282424 |
21 | -0.037637 | -0.5843 | 0.279788 |
22 | 0.003017 | 0.0468 | 0.481341 |
23 | 0.042272 | 0.6562 | 0.256148 |