Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.946685 | 11.3602 | 0 |
2 | 0.876211 | 10.5145 | 0 |
3 | 0.807088 | 9.6851 | 0 |
4 | 0.753139 | 9.0377 | 0 |
5 | 0.714308 | 8.5717 | 0 |
6 | 0.682152 | 8.1858 | 0 |
7 | 0.663138 | 7.9577 | 0 |
8 | 0.655675 | 7.8681 | 0 |
9 | 0.67094 | 8.0513 | 0 |
10 | 0.703027 | 8.4363 | 0 |
11 | 0.743522 | 8.9223 | 0 |
12 | 0.760866 | 9.1304 | 0 |
13 | 0.713166 | 8.558 | 0 |
14 | 0.646555 | 7.7587 | 0 |
15 | 0.585912 | 7.0309 | 0 |
16 | 0.538198 | 6.4584 | 0 |
17 | 0.500066 | 6.0008 | 0 |
18 | 0.468893 | 5.6267 | 0 |
19 | 0.449842 | 5.3981 | 0 |
20 | 0.441327 | 5.2959 | 0 |
21 | 0.456835 | 5.482 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.946685 | 11.3602 | 0 |
2 | -0.192725 | -2.3127 | 0.011078 |
3 | 0.001776 | 0.0213 | 0.491515 |
4 | 0.105024 | 1.2603 | 0.104802 |
5 | 0.07498 | 0.8998 | 0.184875 |
6 | 0.007314 | 0.0878 | 0.465092 |
7 | 0.118292 | 1.4195 | 0.078957 |
8 | 0.097233 | 1.1668 | 0.12261 |
9 | 0.224567 | 2.6948 | 0.00394 |
10 | 0.178991 | 2.1479 | 0.016698 |
11 | 0.16252 | 1.9502 | 0.026545 |
12 | -0.117233 | -1.4068 | 0.080822 |
13 | -0.537569 | -6.4508 | 0 |
14 | -0.08176 | -0.9811 | 0.164089 |
15 | 0.115458 | 1.3855 | 0.084022 |
16 | 0.047233 | 0.5668 | 0.285867 |
17 | 0.027176 | 0.3261 | 0.372409 |
18 | 0.070369 | 0.8444 | 0.199915 |
19 | 0.057503 | 0.69 | 0.245642 |
20 | -0.050019 | -0.6002 | 0.274649 |
21 | 0.032138 | 0.3857 | 0.350159 |