Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.949366 | 18.3353 | 0 |
2 | 0.870322 | 16.8087 | 0 |
3 | 0.808136 | 15.6077 | 0 |
4 | 0.771386 | 14.8979 | 0 |
5 | 0.756098 | 14.6027 | 0 |
6 | 0.739938 | 14.2906 | 0 |
7 | 0.71139 | 13.7392 | 0 |
8 | 0.682475 | 13.1808 | 0 |
9 | 0.67481 | 13.0328 | 0 |
10 | 0.697599 | 13.4729 | 0 |
11 | 0.739432 | 14.2808 | 0 |
12 | 0.754818 | 14.578 | 0 |
13 | 0.68637 | 13.256 | 0 |
14 | 0.591671 | 11.4271 | 0 |
15 | 0.514346 | 9.9337 | 0 |
16 | 0.463924 | 8.9599 | 0 |
17 | 0.43627 | 8.4258 | 0 |
18 | 0.408505 | 7.8895 | 0 |
19 | 0.370044 | 7.1467 | 0 |
20 | 0.332044 | 6.4128 | 0 |
21 | 0.314993 | 6.0835 | 0 |
22 | 0.328205 | 6.3387 | 0 |
23 | 0.360359 | 6.9597 | 0 |
24 | 0.367106 | 7.09 | 0 |
25 | 0.296257 | 5.7217 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.949366 | 18.3353 | 0 |
2 | -0.313793 | -6.0603 | 0 |
3 | 0.230523 | 4.4521 | 6e-06 |
4 | 0.112207 | 2.1671 | 0.015431 |
5 | 0.135314 | 2.6134 | 0.004664 |
6 | -0.062924 | -1.2153 | 0.112519 |
7 | -0.027931 | -0.5394 | 0.294956 |
8 | 0.086047 | 1.6618 | 0.048692 |
9 | 0.206556 | 3.9893 | 4e-05 |
10 | 0.22073 | 4.263 | 1.3e-05 |
11 | 0.176648 | 3.4116 | 0.000358 |
12 | -0.218003 | -4.2103 | 1.6e-05 |
13 | -0.762063 | -14.7179 | 0 |
14 | 0.040585 | 0.7838 | 0.216818 |
15 | 0.060276 | 1.1641 | 0.122559 |
16 | 0.120332 | 2.324 | 0.010331 |
17 | 0.020718 | 0.4001 | 0.344642 |
18 | 0.004089 | 0.079 | 0.468552 |
19 | 0.03544 | 0.6845 | 0.247053 |
20 | 0.013408 | 0.259 | 0.397907 |
21 | -0.008136 | -0.1571 | 0.437614 |
22 | -0.114982 | -2.2207 | 0.013487 |
23 | -0.025701 | -0.4964 | 0.309966 |
24 | -0.026714 | -0.5159 | 0.303104 |
25 | -0.224414 | -4.3342 | 9e-06 |