Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.953328 | 16.8391 | 0 |
2 | 0.882763 | 15.5927 | 0 |
3 | 0.820671 | 14.4959 | 0 |
4 | 0.775308 | 13.6947 | 0 |
5 | 0.746013 | 13.1772 | 0 |
6 | 0.718955 | 12.6993 | 0 |
7 | 0.695188 | 12.2795 | 0 |
8 | 0.67552 | 11.9321 | 0 |
9 | 0.672009 | 11.87 | 0 |
10 | 0.685122 | 12.1017 | 0 |
11 | 0.708534 | 12.5152 | 0 |
12 | 0.710888 | 12.5568 | 0 |
13 | 0.647887 | 11.444 | 0 |
14 | 0.563398 | 9.9516 | 0 |
15 | 0.487829 | 8.6168 | 0 |
16 | 0.430982 | 7.6127 | 0 |
17 | 0.39137 | 6.913 | 0 |
18 | 0.35542 | 6.278 | 0 |
19 | 0.32361 | 5.7161 | 0 |
20 | 0.296614 | 5.2392 | 0 |
21 | 0.285024 | 5.0345 | 0 |
22 | 0.290206 | 5.1261 | 0 |
23 | 0.306861 | 5.4202 | 0 |
24 | 0.303894 | 5.3678 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.953328 | 16.8391 | 0 |
2 | -0.285978 | -5.0514 | 0 |
3 | 0.132252 | 2.336 | 0.010061 |
4 | 0.093114 | 1.6447 | 0.050517 |
5 | 0.093428 | 1.6503 | 0.049946 |
6 | -0.039674 | -0.7008 | 0.241979 |
7 | 0.07689 | 1.3582 | 0.087699 |
8 | 0.039877 | 0.7044 | 0.240862 |
9 | 0.193305 | 3.4144 | 0.000362 |
10 | 0.127676 | 2.2552 | 0.012406 |
11 | 0.136637 | 2.4135 | 0.008188 |
12 | -0.215254 | -3.8022 | 8.6e-05 |
13 | -0.626847 | -11.0723 | 0 |
14 | -0.006964 | -0.123 | 0.451092 |
15 | 0.029423 | 0.5197 | 0.301814 |
16 | 0.026208 | 0.4629 | 0.321873 |
17 | 0.035284 | 0.6232 | 0.266792 |
18 | 0.019447 | 0.3435 | 0.365726 |
19 | 0.025384 | 0.4484 | 0.327095 |
20 | -0.017547 | -0.3099 | 0.378407 |
21 | 0.008473 | 0.1497 | 0.440563 |
22 | 0.009484 | 0.1675 | 0.433532 |
23 | 0.035919 | 0.6345 | 0.263126 |
24 | -0.057767 | -1.0204 | 0.154171 |