Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.966597 | 11.9952 | 0 |
2 | 0.922136 | 11.4434 | 0 |
3 | 0.872434 | 10.8266 | 0 |
4 | 0.820669 | 10.1842 | 0 |
5 | 0.768849 | 9.5412 | 0 |
6 | 0.718793 | 8.92 | 0 |
7 | 0.669639 | 8.31 | 0 |
8 | 0.623445 | 7.7367 | 0 |
9 | 0.57948 | 7.1912 | 0 |
10 | 0.537511 | 6.6703 | 0 |
11 | 0.497818 | 6.1778 | 0 |
12 | 0.459073 | 5.6969 | 0 |
13 | 0.422426 | 5.2422 | 0 |
14 | 0.385095 | 4.7789 | 2e-06 |
15 | 0.347821 | 4.3163 | 1.4e-05 |
16 | 0.314951 | 3.9084 | 6.9e-05 |
17 | 0.283272 | 3.5153 | 0.000289 |
18 | 0.254018 | 3.1523 | 0.000974 |
19 | 0.226378 | 2.8093 | 0.002805 |
20 | 0.199273 | 2.4729 | 0.007244 |
21 | 0.171652 | 2.1301 | 0.017374 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.966597 | 11.9952 | 0 |
2 | -0.185329 | -2.2999 | 0.011399 |
3 | -0.078052 | -0.9686 | 0.16713 |
4 | -0.038231 | -0.4744 | 0.31793 |
5 | -0.018846 | -0.2339 | 0.407695 |
6 | -0.000345 | -0.0043 | 0.498295 |
7 | -0.023555 | -0.2923 | 0.385221 |
8 | 0.010931 | 0.1357 | 0.446135 |
9 | -0.008262 | -0.1025 | 0.459237 |
10 | -0.009842 | -0.1221 | 0.451474 |
11 | -0.003008 | -0.0373 | 0.485137 |
12 | -0.02437 | -0.3024 | 0.381369 |
13 | 0.001234 | 0.0153 | 0.493902 |
14 | -0.047103 | -0.5845 | 0.279858 |
15 | -0.023352 | -0.2898 | 0.386181 |
16 | 0.045046 | 0.559 | 0.288484 |
17 | -0.025553 | -0.3171 | 0.375795 |
18 | 0.005377 | 0.0667 | 0.473443 |
19 | -0.012629 | -0.1567 | 0.437834 |
20 | -0.023217 | -0.2881 | 0.386823 |
21 | -0.034112 | -0.4233 | 0.336329 |