Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.95934 | 17.585 | 0 |
2 | 0.917713 | 16.822 | 0 |
3 | 0.886931 | 16.2577 | 0 |
4 | 0.874058 | 16.0218 | 0 |
5 | 0.866642 | 15.8858 | 0 |
6 | 0.838102 | 15.3627 | 0 |
7 | 0.820179 | 15.0341 | 0 |
8 | 0.784503 | 14.3802 | 0 |
9 | 0.756819 | 13.8727 | 0 |
10 | 0.747443 | 13.7009 | 0 |
11 | 0.753162 | 13.8057 | 0 |
12 | 0.760259 | 13.9358 | 0 |
13 | 0.711061 | 13.034 | 0 |
14 | 0.66274 | 12.1482 | 0 |
15 | 0.629408 | 11.5372 | 0 |
16 | 0.615791 | 11.2876 | 0 |
17 | 0.610916 | 11.1983 | 0 |
18 | 0.588063 | 10.7794 | 0 |
19 | 0.575419 | 10.5476 | 0 |
20 | 0.546351 | 10.0148 | 0 |
21 | 0.525098 | 9.6252 | 0 |
22 | 0.519272 | 9.5184 | 0 |
23 | 0.526877 | 9.6578 | 0 |
24 | 0.537251 | 9.848 | 0 |
25 | 0.49414 | 9.0577 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.95934 | 17.585 | 0 |
2 | -0.032897 | -0.603 | 0.273452 |
3 | 0.11472 | 2.1029 | 0.018111 |
4 | 0.207655 | 3.8064 | 8.4e-05 |
5 | 0.081533 | 1.4945 | 0.06799 |
6 | -0.224186 | -4.1094 | 2.5e-05 |
7 | 0.201995 | 3.7026 | 0.000125 |
8 | -0.300406 | -5.5065 | 0 |
9 | 0.07487 | 1.3724 | 0.085429 |
10 | 0.224988 | 4.1241 | 2.3e-05 |
11 | 0.196705 | 3.6057 | 0.000179 |
12 | -0.043576 | -0.7988 | 0.212494 |
13 | -0.578538 | -10.6048 | 0 |
14 | 0.034507 | 0.6325 | 0.26374 |
15 | 0.143892 | 2.6376 | 0.004369 |
16 | 0.037542 | 0.6882 | 0.245915 |
17 | 0.125292 | 2.2966 | 0.011127 |
18 | 0.046015 | 0.8435 | 0.199781 |
19 | 0.048184 | 0.8832 | 0.188873 |
20 | -0.067122 | -1.2304 | 0.10971 |
21 | 0.016201 | 0.297 | 0.383339 |
22 | -0.032792 | -0.6011 | 0.274096 |
23 | 0.000875 | 0.016 | 0.493606 |
24 | 0.046247 | 0.8477 | 0.198599 |
25 | -0.267504 | -4.9034 | 1e-06 |