Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.964005 | 13.3577 | 0 |
2 | 0.921663 | 12.7709 | 0 |
3 | 0.877491 | 12.1589 | 0 |
4 | 0.835223 | 11.5732 | 0 |
5 | 0.793176 | 10.9906 | 0 |
6 | 0.750698 | 10.402 | 0 |
7 | 0.708671 | 9.8196 | 0 |
8 | 0.666279 | 9.2322 | 0 |
9 | 0.623877 | 8.6447 | 0 |
10 | 0.580975 | 8.0502 | 0 |
11 | 0.534109 | 7.4008 | 0 |
12 | 0.48036 | 6.6561 | 0 |
13 | 0.424588 | 5.8833 | 0 |
14 | 0.36803 | 5.0996 | 0 |
15 | 0.314176 | 4.3534 | 1.1e-05 |
16 | 0.264131 | 3.6599 | 0.000163 |
17 | 0.21699 | 3.0067 | 0.001497 |
18 | 0.173016 | 2.3974 | 0.008736 |
19 | 0.131096 | 1.8165 | 0.035425 |
20 | 0.090933 | 1.26 | 0.104597 |
21 | 0.053692 | 0.744 | 0.2289 |
22 | 0.018089 | 0.2507 | 0.401176 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.964005 | 13.3577 | 0 |
2 | -0.108127 | -1.4982 | 0.067856 |
3 | -0.040523 | -0.5615 | 0.287557 |
4 | 0.00746 | 0.1034 | 0.458889 |
5 | -0.024278 | -0.3364 | 0.368464 |
6 | -0.031113 | -0.4311 | 0.333436 |
7 | -0.015866 | -0.2198 | 0.413115 |
8 | -0.030709 | -0.4255 | 0.335467 |
9 | -0.025392 | -0.3518 | 0.36267 |
10 | -0.032628 | -0.4521 | 0.32585 |
11 | -0.083345 | -1.1549 | 0.124792 |
12 | -0.120968 | -1.6762 | 0.047665 |
13 | -0.049623 | -0.6876 | 0.246268 |
14 | -0.048183 | -0.6676 | 0.25258 |
15 | -0.006732 | -0.0933 | 0.46289 |
16 | 0.007538 | 0.1044 | 0.458463 |
17 | -0.007259 | -0.1006 | 0.459991 |
18 | 0.001076 | 0.0149 | 0.494058 |
19 | -0.01158 | -0.1605 | 0.436344 |
20 | -0.015383 | -0.2132 | 0.415717 |
21 | 0.006966 | 0.0965 | 0.461605 |
22 | -0.007612 | -0.1055 | 0.458056 |