Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.948047 | 11.3766 | 0 |
2 | 0.875575 | 10.5069 | 0 |
3 | 0.806681 | 9.6802 | 0 |
4 | 0.752625 | 9.0315 | 0 |
5 | 0.71377 | 8.5652 | 0 |
6 | 0.681734 | 8.1808 | 0 |
7 | 0.662904 | 7.9549 | 0 |
8 | 0.65561 | 7.8673 | 0 |
9 | 0.670948 | 8.0514 | 0 |
10 | 0.70272 | 8.4326 | 0 |
11 | 0.74324 | 8.9189 | 0 |
12 | 0.760395 | 9.1247 | 0 |
13 | 0.712661 | 8.5519 | 0 |
14 | 0.646342 | 7.7561 | 0 |
15 | 0.585923 | 7.0311 | 0 |
16 | 0.537955 | 6.4555 | 0 |
17 | 0.499748 | 5.997 | 0 |
18 | 0.468734 | 5.6248 | 0 |
19 | 0.449871 | 5.3984 | 0 |
20 | 0.441629 | 5.2995 | 0 |
21 | 0.457224 | 5.4867 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.948047 | 11.3766 | 0 |
2 | -0.229422 | -2.7531 | 0.003332 |
3 | 0.038148 | 0.4578 | 0.323903 |
4 | 0.093785 | 1.1254 | 0.131141 |
5 | 0.073607 | 0.8833 | 0.189279 |
6 | 0.007728 | 0.0927 | 0.463123 |
7 | 0.125597 | 1.5072 | 0.066979 |
8 | 0.089951 | 1.0794 | 0.141103 |
9 | 0.232489 | 2.7899 | 0.002994 |
10 | 0.166051 | 1.9926 | 0.024097 |
11 | 0.171274 | 2.0553 | 0.020829 |
12 | -0.135431 | -1.6252 | 0.053156 |
13 | -0.539691 | -6.4763 | 0 |
14 | -0.02661 | -0.3193 | 0.374973 |
15 | 0.090765 | 1.0892 | 0.138947 |
16 | 0.024956 | 0.2995 | 0.382508 |
17 | 0.032516 | 0.3902 | 0.348487 |
18 | 0.073433 | 0.8812 | 0.189841 |
19 | 0.048442 | 0.5813 | 0.280972 |
20 | -0.045542 | -0.5465 | 0.292784 |
21 | 0.045753 | 0.549 | 0.291916 |