Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.929356 | 10.1806 | 0 |
2 | 0.850268 | 9.3142 | 0 |
3 | 0.816645 | 8.9459 | 0 |
4 | 0.829665 | 9.0885 | 0 |
5 | 0.839046 | 9.1913 | 0 |
6 | 0.831862 | 9.1126 | 0 |
7 | 0.800767 | 8.772 | 0 |
8 | 0.748126 | 8.1953 | 0 |
9 | 0.690747 | 7.5668 | 0 |
10 | 0.685886 | 7.5135 | 0 |
11 | 0.720582 | 7.8936 | 0 |
12 | 0.752235 | 8.2403 | 0 |
13 | 0.685486 | 7.5091 | 0 |
14 | 0.611043 | 6.6936 | 0 |
15 | 0.578719 | 6.3395 | 0 |
16 | 0.585168 | 6.4102 | 0 |
17 | 0.585279 | 6.4114 | 0 |
18 | 0.57402 | 6.2881 | 0 |
19 | 0.544281 | 5.9623 | 0 |
20 | 0.496487 | 5.4387 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.929356 | 10.1806 | 0 |
2 | -0.098568 | -1.0798 | 0.141207 |
3 | 0.297536 | 3.2593 | 0.000727 |
4 | 0.30509 | 3.3421 | 0.000555 |
5 | 0.064783 | 0.7097 | 0.239644 |
6 | 0.101258 | 1.1092 | 0.134776 |
7 | -0.069371 | -0.7599 | 0.224395 |
8 | -0.207951 | -2.278 | 0.012248 |
9 | -0.197935 | -2.1683 | 0.016056 |
10 | 0.208959 | 2.289 | 0.011913 |
11 | 0.200987 | 2.2017 | 0.014799 |
12 | 0.217039 | 2.3775 | 0.009504 |
13 | -0.539294 | -5.9077 | 0 |
14 | 0.081774 | 0.8958 | 0.186078 |
15 | 0.027722 | 0.3037 | 0.38095 |
16 | -0.010172 | -0.1114 | 0.455729 |
17 | -0.080384 | -0.8806 | 0.190159 |
18 | -0.009553 | -0.1046 | 0.458415 |
19 | 0.018377 | 0.2013 | 0.420397 |
20 | 0.036612 | 0.4011 | 0.344544 |