Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.972859 | 15.1028 | 0 |
2 | 0.94184 | 14.6213 | 0 |
3 | 0.912218 | 14.1614 | 0 |
4 | 0.881257 | 13.6808 | 0 |
5 | 0.851233 | 13.2147 | 0 |
6 | 0.818204 | 12.7019 | 0 |
7 | 0.78704 | 12.2181 | 0 |
8 | 0.758497 | 11.775 | 0 |
9 | 0.732991 | 11.3791 | 0 |
10 | 0.710883 | 11.0359 | 0 |
11 | 0.692637 | 10.7526 | 0 |
12 | 0.680148 | 10.5587 | 0 |
13 | 0.665504 | 10.3314 | 0 |
14 | 0.647622 | 10.0538 | 0 |
15 | 0.63193 | 9.8102 | 0 |
16 | 0.622003 | 9.6561 | 0 |
17 | 0.614028 | 9.5323 | 0 |
18 | 0.606959 | 9.4225 | 0 |
19 | 0.602301 | 9.3502 | 0 |
20 | 0.596101 | 9.254 | 0 |
21 | 0.593961 | 9.2208 | 0 |
22 | 0.59347 | 9.2131 | 0 |
23 | 0.59401 | 9.2215 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.972859 | 15.1028 | 0 |
2 | -0.086186 | -1.338 | 0.091085 |
3 | 0.015372 | 0.2386 | 0.405796 |
4 | -0.044806 | -0.6956 | 0.243685 |
5 | 0.005967 | 0.0926 | 0.463136 |
6 | -0.077388 | -1.2014 | 0.115391 |
7 | 0.027819 | 0.4319 | 0.333112 |
8 | 0.021288 | 0.3305 | 0.370661 |
9 | 0.041124 | 0.6384 | 0.261907 |
10 | 0.038987 | 0.6052 | 0.272794 |
11 | 0.057857 | 0.8982 | 0.184994 |
12 | 0.085869 | 1.3331 | 0.091887 |
13 | -0.064347 | -0.9989 | 0.159413 |
14 | -0.063702 | -0.9889 | 0.161848 |
15 | 0.030397 | 0.4719 | 0.318719 |
16 | 0.098791 | 1.5336 | 0.063214 |
17 | 0.018821 | 0.2922 | 0.385202 |
18 | 0.032777 | 0.5088 | 0.305667 |
19 | 0.057978 | 0.9001 | 0.184494 |
20 | -0.031005 | -0.4813 | 0.315359 |
21 | 0.075959 | 1.1792 | 0.11974 |
22 | 0.02395 | 0.3718 | 0.355182 |
23 | 0.035181 | 0.5462 | 0.292731 |