Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.953029 | 18.3814 | 0 |
2 | 0.905905 | 17.4725 | 0 |
3 | 0.866941 | 16.721 | 0 |
4 | 0.848243 | 16.3603 | 0 |
5 | 0.836163 | 16.1273 | 0 |
6 | 0.803428 | 15.496 | 0 |
7 | 0.780384 | 15.0515 | 0 |
8 | 0.739074 | 14.2547 | 0 |
9 | 0.707557 | 13.6469 | 0 |
10 | 0.697309 | 13.4492 | 0 |
11 | 0.701438 | 13.5288 | 0 |
12 | 0.705868 | 13.6143 | 0 |
13 | 0.650143 | 12.5395 | 0 |
14 | 0.597708 | 11.5282 | 0 |
15 | 0.559117 | 10.7839 | 0 |
16 | 0.54447 | 10.5014 | 0 |
17 | 0.542013 | 10.454 | 0 |
18 | 0.524014 | 10.1068 | 0 |
19 | 0.518523 | 10.0009 | 0 |
20 | 0.494943 | 9.5461 | 0 |
21 | 0.481482 | 9.2865 | 0 |
22 | 0.490365 | 9.4578 | 0 |
23 | 0.50954 | 9.8276 | 0 |
24 | 0.5309 | 10.2396 | 0 |
25 | 0.492619 | 9.5013 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.953029 | 18.3814 | 0 |
2 | -0.025716 | -0.496 | 0.310095 |
3 | 0.064285 | 1.2399 | 0.107901 |
4 | 0.200462 | 3.8664 | 6.5e-05 |
5 | 0.073321 | 1.4142 | 0.079076 |
6 | -0.203911 | -3.9329 | 5e-05 |
7 | 0.154527 | 2.9804 | 0.001534 |
8 | -0.232935 | -4.4927 | 5e-06 |
9 | 0.043252 | 0.8342 | 0.202348 |
10 | 0.244823 | 4.722 | 2e-06 |
11 | 0.141231 | 2.724 | 0.003377 |
12 | -0.026246 | -0.5062 | 0.306502 |
13 | -0.55096 | -10.6265 | 0 |
14 | 0.041869 | 0.8075 | 0.209937 |
15 | 0.131743 | 2.541 | 0.00573 |
16 | 0.094142 | 1.8158 | 0.035107 |
17 | 0.147384 | 2.8426 | 0.00236 |
18 | 0.049 | 0.9451 | 0.172619 |
19 | 0.115029 | 2.2186 | 0.013559 |
20 | -0.048429 | -0.9341 | 0.175436 |
21 | -0.001037 | -0.02 | 0.492025 |
22 | 0.09784 | 1.8871 | 0.029964 |
23 | -0.048905 | -0.9432 | 0.173084 |
24 | 0.070517 | 1.3601 | 0.087315 |
25 | -0.284097 | -5.4795 | 0 |