Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.974144 | 19.3852 | 0 |
2 | 0.928883 | 18.4845 | 0 |
3 | 0.874427 | 17.4009 | 0 |
4 | 0.820562 | 16.329 | 0 |
5 | 0.779313 | 15.5081 | 0 |
6 | 0.759162 | 15.1071 | 0 |
7 | 0.764628 | 15.2159 | 0 |
8 | 0.790785 | 15.7364 | 0 |
9 | 0.829627 | 16.5094 | 0 |
10 | 0.86846 | 17.2821 | 0 |
11 | 0.895951 | 17.8292 | 0 |
12 | 0.901748 | 17.9446 | 0 |
13 | 0.877823 | 17.4684 | 0 |
14 | 0.833433 | 16.5851 | 0 |
15 | 0.780398 | 15.5297 | 0 |
16 | 0.727718 | 14.4814 | 0 |
17 | 0.687606 | 13.6832 | 0 |
18 | 0.670127 | 13.3353 | 0 |
19 | 0.676061 | 13.4535 | 0 |
20 | 0.702348 | 13.9766 | 0 |
21 | 0.740057 | 14.7269 | 0 |
22 | 0.777183 | 15.4657 | 0 |
23 | 0.803163 | 15.9827 | 0 |
24 | 0.806866 | 16.0564 | 0 |
25 | 0.78402 | 15.6018 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.974144 | 19.3852 | 0 |
2 | -0.393269 | -7.826 | 0 |
3 | -0.074002 | -1.4726 | 0.070824 |
4 | 0.07673 | 1.5269 | 0.06379 |
5 | 0.231964 | 4.616 | 3e-06 |
6 | 0.274288 | 5.4583 | 0 |
7 | 0.306834 | 6.1059 | 0 |
8 | 0.204217 | 4.0639 | 2.9e-05 |
9 | 0.165602 | 3.2954 | 0.000536 |
10 | 0.045425 | 0.9039 | 0.183289 |
11 | -0.01219 | -0.2426 | 0.404226 |
12 | -0.130038 | -2.5877 | 0.005008 |
13 | -0.301601 | -6.0018 | 0 |
14 | -0.104322 | -2.076 | 0.019271 |
15 | 0.011374 | 0.2263 | 0.410527 |
16 | -0.034546 | -0.6875 | 0.2461 |
17 | 0.025108 | 0.4996 | 0.308804 |
18 | 0.097129 | 1.9328 | 0.026985 |
19 | 0.027579 | 0.5488 | 0.291721 |
20 | 0.06427 | 1.279 | 0.10083 |
21 | 0.042229 | 0.8404 | 0.200608 |
22 | 0.021048 | 0.4188 | 0.337777 |
23 | 0.039988 | 0.7958 | 0.213326 |
24 | -0.060733 | -1.2086 | 0.113773 |
25 | -0.103593 | -2.0615 | 0.019955 |