Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.985443 | 15.8286 | 0 |
2 | 0.970128 | 15.5826 | 0 |
3 | 0.954645 | 15.3339 | 0 |
4 | 0.940893 | 15.113 | 0 |
5 | 0.927778 | 14.9023 | 0 |
6 | 0.915547 | 14.7059 | 0 |
7 | 0.901658 | 14.4828 | 0 |
8 | 0.887834 | 14.2607 | 0 |
9 | 0.874281 | 14.043 | 0 |
10 | 0.861324 | 13.8349 | 0 |
11 | 0.84954 | 13.6456 | 0 |
12 | 0.835951 | 13.4274 | 0 |
13 | 0.82009 | 13.1726 | 0 |
14 | 0.802922 | 12.8968 | 0 |
15 | 0.7864 | 12.6315 | 0 |
16 | 0.772937 | 12.4152 | 0 |
17 | 0.76137 | 12.2294 | 0 |
18 | 0.747673 | 12.0094 | 0 |
19 | 0.731876 | 11.7557 | 0 |
20 | 0.714897 | 11.483 | 0 |
21 | 0.698655 | 11.2221 | 0 |
22 | 0.683192 | 10.9737 | 0 |
23 | 0.670285 | 10.7664 | 0 |
24 | 0.656866 | 10.5508 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.985443 | 15.8286 | 0 |
2 | -0.033562 | -0.5391 | 0.295148 |
3 | -0.012915 | -0.2074 | 0.417915 |
4 | 0.052339 | 0.8407 | 0.20065 |
5 | 0.011926 | 0.1916 | 0.424119 |
6 | 0.022046 | 0.3541 | 0.361771 |
7 | -0.062357 | -1.0016 | 0.158738 |
8 | -8.8e-05 | -0.0014 | 0.499438 |
9 | 0.006574 | 0.1056 | 0.457992 |
10 | 0.007584 | 0.1218 | 0.45157 |
11 | 0.032017 | 0.5143 | 0.303752 |
12 | -0.073828 | -1.1858 | 0.118386 |
13 | -0.078261 | -1.2571 | 0.104934 |
14 | -0.044661 | -0.7174 | 0.2369 |
15 | 0.010769 | 0.173 | 0.431404 |
16 | 0.088968 | 1.429 | 0.077101 |
17 | 0.03933 | 0.6317 | 0.26406 |
18 | -0.083947 | -1.3484 | 0.089358 |
19 | -0.065692 | -1.0552 | 0.146166 |
20 | -0.033488 | -0.5379 | 0.295558 |
21 | 0.018787 | 0.3018 | 0.381539 |
22 | -0.002002 | -0.0322 | 0.487184 |
23 | 0.063794 | 1.0247 | 0.153238 |
24 | -0.01798 | -0.2888 | 0.386481 |