Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.97589 | 10.6903 | 0 |
2 | 0.951723 | 10.4256 | 0 |
3 | 0.928856 | 10.1751 | 0 |
4 | 0.908575 | 9.9529 | 0 |
5 | 0.89112 | 9.7617 | 0 |
6 | 0.871493 | 9.5467 | 0 |
7 | 0.850855 | 9.3206 | 0 |
8 | 0.826579 | 9.0547 | 0 |
9 | 0.802863 | 8.7949 | 0 |
10 | 0.779972 | 8.5442 | 0 |
11 | 0.757845 | 8.3018 | 0 |
12 | 0.734968 | 8.0512 | 0 |
13 | 0.706999 | 7.7448 | 0 |
14 | 0.678875 | 7.4367 | 0 |
15 | 0.651191 | 7.1334 | 0 |
16 | 0.626472 | 6.8627 | 0 |
17 | 0.604851 | 6.6258 | 0 |
18 | 0.58132 | 6.368 | 0 |
19 | 0.556493 | 6.0961 | 0 |
20 | 0.529243 | 5.7976 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.97589 | 10.6903 | 0 |
2 | -0.013379 | -0.1466 | 0.441861 |
3 | 0.014908 | 0.1633 | 0.435274 |
4 | 0.042352 | 0.4639 | 0.321764 |
5 | 0.049366 | 0.5408 | 0.294831 |
6 | -0.052298 | -0.5729 | 0.283894 |
7 | -0.025952 | -0.2843 | 0.38834 |
8 | -0.084063 | -0.9209 | 0.179485 |
9 | -0.003479 | -0.0381 | 0.484833 |
10 | -0.00654 | -0.0716 | 0.471502 |
11 | -0.003648 | -0.04 | 0.484095 |
12 | -0.034037 | -0.3729 | 0.354955 |
13 | -0.112168 | -1.2287 | 0.110787 |
14 | -0.017385 | -0.1904 | 0.42464 |
15 | -0.009386 | -0.1028 | 0.459139 |
16 | 0.03212 | 0.3519 | 0.362779 |
17 | 0.039873 | 0.4368 | 0.331524 |
18 | -0.0438 | -0.4798 | 0.316119 |
19 | -0.028338 | -0.3104 | 0.378388 |
20 | -0.044927 | -0.4921 | 0.311757 |