Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.971988 | 11.1673 | 0 |
2 | 0.941231 | 10.8139 | 0 |
3 | 0.910309 | 10.4587 | 0 |
4 | 0.879423 | 10.1038 | 0 |
5 | 0.851598 | 9.7841 | 0 |
6 | 0.818985 | 9.4094 | 0 |
7 | 0.786507 | 9.0363 | 0 |
8 | 0.763775 | 8.7751 | 0 |
9 | 0.745909 | 8.5698 | 0 |
10 | 0.734473 | 8.4385 | 0 |
11 | 0.722733 | 8.3036 | 0 |
12 | 0.708017 | 8.1345 | 0 |
13 | 0.684494 | 7.8642 | 0 |
14 | 0.658742 | 7.5684 | 0 |
15 | 0.63298 | 7.2724 | 0 |
16 | 0.605016 | 6.9511 | 0 |
17 | 0.577196 | 6.6315 | 0 |
18 | 0.545646 | 6.269 | 0 |
19 | 0.514715 | 5.9136 | 0 |
20 | 0.490422 | 5.6345 | 0 |
21 | 0.470771 | 5.4087 | 0 |
22 | 0.453823 | 5.214 | 0 |
23 | 0.436978 | 5.0205 | 1e-06 |
24 | 0.418636 | 4.8098 | 2e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.971988 | 11.1673 | 0 |
2 | -0.063904 | -0.7342 | 0.232064 |
3 | -0.016463 | -0.1891 | 0.425135 |
4 | -0.01537 | -0.1766 | 0.430049 |
5 | 0.039163 | 0.45 | 0.326742 |
6 | -0.107608 | -1.2363 | 0.109266 |
7 | -0.006624 | -0.0761 | 0.469726 |
8 | 0.160877 | 1.8483 | 0.033396 |
9 | 0.062785 | 0.7213 | 0.235988 |
10 | 0.088785 | 1.0201 | 0.154783 |
11 | -0.016001 | -0.1838 | 0.427213 |
12 | -0.04624 | -0.5313 | 0.298066 |
13 | -0.198296 | -2.2782 | 0.012159 |
14 | -0.050264 | -0.5775 | 0.282295 |
15 | -0.001479 | -0.017 | 0.493233 |
16 | -0.029282 | -0.3364 | 0.368543 |
17 | 0.030035 | 0.3451 | 0.365292 |
18 | -0.04061 | -0.4666 | 0.320788 |
19 | 0.002571 | 0.0295 | 0.488242 |
20 | 0.034995 | 0.4021 | 0.344143 |
21 | 0.029448 | 0.3383 | 0.367824 |
22 | -0.016205 | -0.1862 | 0.426293 |
23 | -0.0201 | -0.2309 | 0.408865 |
24 | -0.021346 | -0.2452 | 0.403323 |