Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.952194 | 10.9399 | 0 |
2 | 0.916355 | 10.5281 | 0 |
3 | 0.881585 | 10.1286 | 0 |
4 | 0.853079 | 9.8011 | 0 |
5 | 0.808504 | 9.289 | 0 |
6 | 0.757877 | 8.7073 | 0 |
7 | 0.739452 | 8.4957 | 0 |
8 | 0.715406 | 8.2194 | 0 |
9 | 0.674109 | 7.7449 | 0 |
10 | 0.640434 | 7.358 | 0 |
11 | 0.611507 | 7.0257 | 0 |
12 | 0.588605 | 6.7626 | 0 |
13 | 0.505057 | 5.8027 | 0 |
14 | 0.429564 | 4.9353 | 1e-06 |
15 | 0.360785 | 4.1451 | 3e-05 |
16 | 0.302294 | 3.4731 | 0.000348 |
17 | 0.234717 | 2.6967 | 0.003958 |
18 | 0.16372 | 1.881 | 0.031088 |
19 | 0.128571 | 1.4772 | 0.071006 |
20 | 0.091046 | 1.046 | 0.148728 |
21 | 0.03893 | 0.4473 | 0.327707 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.952194 | 10.9399 | 0 |
2 | 0.103747 | 1.192 | 0.117707 |
3 | 0.008386 | 0.0964 | 0.461694 |
4 | 0.054157 | 0.6222 | 0.267435 |
5 | -0.17247 | -1.9815 | 0.024805 |
6 | -0.130036 | -1.494 | 0.06878 |
7 | 0.310747 | 3.5702 | 0.000249 |
8 | -0.018946 | -0.2177 | 0.414012 |
9 | -0.22556 | -2.5915 | 0.005316 |
10 | 0.115117 | 1.3226 | 0.094129 |
11 | -0.043225 | -0.4966 | 0.310142 |
12 | -0.037875 | -0.4352 | 0.332082 |
13 | -0.581253 | -6.6781 | 0 |
14 | -0.144708 | -1.6626 | 0.049386 |
15 | -0.025488 | -0.2928 | 0.385056 |
16 | 0.078991 | 0.9075 | 0.182889 |
17 | 0.063643 | 0.7312 | 0.232977 |
18 | -0.058623 | -0.6735 | 0.250895 |
19 | 0.092378 | 1.0613 | 0.145236 |
20 | 0.0254 | 0.2918 | 0.385442 |
21 | -0.07881 | -0.9055 | 0.183437 |