Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.974474 | 14.2886 | 0 |
2 | 0.964252 | 14.1387 | 0 |
3 | 0.954852 | 14.0009 | 0 |
4 | 0.9465 | 13.8784 | 0 |
5 | 0.931397 | 13.657 | 0 |
6 | 0.925493 | 13.5704 | 0 |
7 | 0.910604 | 13.3521 | 0 |
8 | 0.902891 | 13.239 | 0 |
9 | 0.889728 | 13.046 | 0 |
10 | 0.877685 | 12.8694 | 0 |
11 | 0.866352 | 12.7032 | 0 |
12 | 0.870216 | 12.7599 | 0 |
13 | 0.844545 | 12.3835 | 0 |
14 | 0.832844 | 12.2119 | 0 |
15 | 0.82176 | 12.0494 | 0 |
16 | 0.811924 | 11.9051 | 0 |
17 | 0.795362 | 11.6623 | 0 |
18 | 0.787378 | 11.5452 | 0 |
19 | 0.770863 | 11.3031 | 0 |
20 | 0.761538 | 11.1663 | 0 |
21 | 0.747128 | 10.955 | 0 |
22 | 0.733397 | 10.7537 | 0 |
23 | 0.72033 | 10.5621 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.974474 | 14.2886 | 0 |
2 | 0.290735 | 4.263 | 1.5e-05 |
3 | 0.110216 | 1.6161 | 0.053771 |
4 | 0.06254 | 0.917 | 0.180082 |
5 | -0.120333 | -1.7644 | 0.03954 |
6 | 0.112999 | 1.6569 | 0.049501 |
7 | -0.120103 | -1.7611 | 0.039825 |
8 | 0.076829 | 1.1265 | 0.130597 |
9 | -0.061456 | -0.9011 | 0.184267 |
10 | -0.05063 | -0.7424 | 0.229335 |
11 | 0.042344 | 0.6209 | 0.267666 |
12 | 0.30019 | 4.4016 | 8e-06 |
13 | -0.457978 | -6.7153 | 0 |
14 | 0.068848 | 1.0095 | 0.156934 |
15 | 0.030844 | 0.4523 | 0.325768 |
16 | 0.010471 | 0.1535 | 0.43906 |
17 | -0.006787 | -0.0995 | 0.460409 |
18 | -0.024856 | -0.3645 | 0.357935 |
19 | -0.031456 | -0.4612 | 0.322547 |
20 | 0.028083 | 0.4118 | 0.340457 |
21 | -0.024426 | -0.3581 | 0.360291 |
22 | -0.016437 | -0.241 | 0.404885 |
23 | 0.04235 | 0.621 | 0.267635 |