Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.951667 | 12.6968 | 0 |
2 | 0.873265 | 11.6508 | 0 |
3 | 0.792247 | 10.5699 | 0 |
4 | 0.729426 | 9.7318 | 0 |
5 | 0.686154 | 9.1544 | 0 |
6 | 0.656718 | 8.7617 | 0 |
7 | 0.632084 | 8.433 | 0 |
8 | 0.596058 | 7.9524 | 0 |
9 | 0.563864 | 7.5229 | 0 |
10 | 0.524319 | 6.9953 | 0 |
11 | 0.486873 | 6.4957 | 0 |
12 | 0.448097 | 5.9784 | 0 |
13 | 0.409918 | 5.469 | 0 |
14 | 0.37756 | 5.0373 | 1e-06 |
15 | 0.35124 | 4.6861 | 3e-06 |
16 | 0.333449 | 4.4488 | 8e-06 |
17 | 0.314723 | 4.1989 | 2.1e-05 |
18 | 0.299874 | 4.0008 | 4.6e-05 |
19 | 0.277407 | 3.7011 | 0.000143 |
20 | 0.253266 | 3.379 | 0.000447 |
21 | 0.23737 | 3.1669 | 0.000907 |
22 | 0.231712 | 3.0914 | 0.001156 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.951667 | 12.6968 | 0 |
2 | -0.343538 | -4.5834 | 4e-06 |
3 | 0.031519 | 0.4205 | 0.337309 |
4 | 0.157343 | 2.0992 | 0.018604 |
5 | 0.066408 | 0.886 | 0.188408 |
6 | 0.034757 | 0.4637 | 0.321708 |
7 | 0.002842 | 0.0379 | 0.484896 |
8 | -0.130956 | -1.7472 | 0.041166 |
9 | 0.15487 | 2.0662 | 0.020128 |
10 | -0.143475 | -1.9142 | 0.028599 |
11 | 0.039494 | 0.5269 | 0.299456 |
12 | -0.054205 | -0.7232 | 0.23526 |
13 | -0.027783 | -0.3707 | 0.35566 |
14 | 0.05252 | 0.7007 | 0.242201 |
15 | 0.019512 | 0.2603 | 0.397456 |
16 | 0.002861 | 0.0382 | 0.4848 |
17 | -0.00857 | -0.1143 | 0.454551 |
18 | 0.026406 | 0.3523 | 0.362515 |
19 | -0.074696 | -0.9966 | 0.160164 |
20 | 0.027703 | 0.3696 | 0.35606 |
21 | 0.097064 | 1.295 | 0.0985 |
22 | 0.033957 | 0.453 | 0.325535 |