Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.949414 | 11.3533 | 0 |
2 | 0.885227 | 10.5858 | 0 |
3 | 0.812822 | 9.7199 | 0 |
4 | 0.74081 | 8.8588 | 0 |
5 | 0.67883 | 8.1176 | 0 |
6 | 0.632763 | 7.5667 | 0 |
7 | 0.61517 | 7.3564 | 0 |
8 | 0.618709 | 7.3987 | 0 |
9 | 0.631048 | 7.5462 | 0 |
10 | 0.649412 | 7.7658 | 0 |
11 | 0.660665 | 7.9004 | 0 |
12 | 0.655527 | 7.839 | 0 |
13 | 0.617468 | 7.3838 | 0 |
14 | 0.554096 | 6.626 | 0 |
15 | 0.49203 | 5.8838 | 0 |
16 | 0.426879 | 5.1047 | 1e-06 |
17 | 0.384633 | 4.5995 | 5e-06 |
18 | 0.357754 | 4.2781 | 1.7e-05 |
19 | 0.350685 | 4.1936 | 2.4e-05 |
20 | 0.363401 | 4.3456 | 1.3e-05 |
21 | 0.393662 | 4.7075 | 3e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.949414 | 11.3533 | 0 |
2 | -0.163871 | -1.9596 | 0.025993 |
3 | -0.101796 | -1.2173 | 0.112747 |
4 | -0.017482 | -0.2091 | 0.417351 |
5 | 0.066158 | 0.7911 | 0.215088 |
6 | 0.104149 | 1.2454 | 0.107504 |
7 | 0.223336 | 2.6707 | 0.004223 |
8 | 0.139695 | 1.6705 | 0.048503 |
9 | 0.031517 | 0.3769 | 0.353406 |
10 | 0.057512 | 0.6877 | 0.246365 |
11 | -0.030495 | -0.3647 | 0.357947 |
12 | -0.087442 | -1.0456 | 0.148744 |
13 | -0.240084 | -2.871 | 0.002357 |
14 | -0.168422 | -2.014 | 0.022941 |
15 | 0.090801 | 1.0858 | 0.139693 |
16 | -0.026578 | -0.3178 | 0.375541 |
17 | 0.195698 | 2.3402 | 0.010328 |
18 | 0.02499 | 0.2988 | 0.382751 |
19 | 0.010338 | 0.1236 | 0.450891 |
20 | 0.022488 | 0.2689 | 0.394189 |
21 | 0.130934 | 1.5657 | 0.05981 |