Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.885392 | 17.9497 | 0 |
2 | 0.859668 | 17.4282 | 0 |
3 | 0.855757 | 17.3489 | 0 |
4 | 0.855278 | 17.3392 | 0 |
5 | 0.829494 | 16.8165 | 0 |
6 | 0.865712 | 17.5507 | 0 |
7 | 0.883213 | 17.9055 | 0 |
8 | 0.838802 | 17.0051 | 0 |
9 | 0.794987 | 16.1169 | 0 |
10 | 0.800355 | 16.2257 | 0 |
11 | 0.781341 | 15.8402 | 0 |
12 | 0.78775 | 15.9702 | 0 |
13 | 0.778128 | 15.7751 | 0 |
14 | 0.796264 | 16.1428 | 0 |
15 | 0.74917 | 15.188 | 0 |
16 | 0.712293 | 14.4404 | 0 |
17 | 0.696828 | 14.1269 | 0 |
18 | 0.685885 | 13.905 | 0 |
19 | 0.679723 | 13.7801 | 0 |
20 | 0.676816 | 13.7212 | 0 |
21 | 0.667784 | 13.5381 | 0 |
22 | 0.637841 | 12.931 | 0 |
23 | 0.603873 | 12.2424 | 0 |
24 | 0.581551 | 11.7899 | 0 |
25 | 0.562077 | 11.3951 | 0 |
26 | 0.562455 | 11.4027 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.885392 | 17.9497 | 0 |
2 | 0.35056 | 7.107 | 0 |
3 | 0.269393 | 5.4614 | 0 |
4 | 0.212252 | 4.303 | 1.1e-05 |
5 | 0.021769 | 0.4413 | 0.329603 |
6 | 0.330484 | 6.6999 | 0 |
7 | 0.269475 | 5.4631 | 0 |
8 | -0.118328 | -2.3989 | 0.008445 |
9 | -0.246282 | -4.9929 | 0 |
10 | -0.051323 | -1.0405 | 0.149364 |
11 | -0.072132 | -1.4623 | 0.072206 |
12 | 0.118376 | 2.3998 | 0.008423 |
13 | -0.120747 | -2.4479 | 0.007393 |
14 | 0.058014 | 1.1761 | 0.120112 |
15 | -0.087213 | -1.7681 | 0.038895 |
16 | -0.138137 | -2.8005 | 0.002672 |
17 | -0.064797 | -1.3136 | 0.094852 |
18 | -0.113573 | -2.3025 | 0.010903 |
19 | 0.021632 | 0.4385 | 0.330613 |
20 | 0.001018 | 0.0206 | 0.491771 |
21 | -0.021756 | -0.4411 | 0.3297 |
22 | -0.014798 | -0.3 | 0.382162 |
23 | 0.017138 | 0.3474 | 0.364219 |
24 | -0.07599 | -1.5406 | 0.062097 |
25 | -0.054972 | -1.1145 | 0.132866 |
26 | -0.009853 | -0.1998 | 0.420884 |