Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.966424 | 10.5866 | 0 |
2 | 0.931699 | 10.2062 | 0 |
3 | 0.911869 | 9.989 | 0 |
4 | 0.897347 | 9.8299 | 0 |
5 | 0.887663 | 9.7239 | 0 |
6 | 0.873815 | 9.5722 | 0 |
7 | 0.846547 | 9.2735 | 0 |
8 | 0.815141 | 8.9294 | 0 |
9 | 0.787656 | 8.6283 | 0 |
10 | 0.770905 | 8.4448 | 0 |
11 | 0.765657 | 8.3874 | 0 |
12 | 0.754233 | 8.2622 | 0 |
13 | 0.715831 | 7.8415 | 0 |
14 | 0.676752 | 7.4134 | 0 |
15 | 0.651246 | 7.134 | 0 |
16 | 0.632169 | 6.9251 | 0 |
17 | 0.616269 | 6.7509 | 0 |
18 | 0.597784 | 6.5484 | 0 |
19 | 0.566937 | 6.2105 | 0 |
20 | 0.531614 | 5.8235 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.966424 | 10.5866 | 0 |
2 | -0.034488 | -0.3778 | 0.353125 |
3 | 0.208196 | 2.2807 | 0.012166 |
4 | 0.063558 | 0.6962 | 0.243811 |
5 | 0.11748 | 1.2869 | 0.100298 |
6 | -0.038007 | -0.4163 | 0.33895 |
7 | -0.169558 | -1.8574 | 0.032851 |
8 | -0.089874 | -0.9845 | 0.163421 |
9 | -0.040388 | -0.4424 | 0.329489 |
10 | 0.095953 | 1.0511 | 0.147661 |
11 | 0.158493 | 1.7362 | 0.042547 |
12 | -0.025036 | -0.2743 | 0.392179 |
13 | -0.334767 | -3.6672 | 0.000183 |
14 | -0.030874 | -0.3382 | 0.367901 |
15 | 0.06436 | 0.705 | 0.241081 |
16 | 0.020046 | 0.2196 | 0.413282 |
17 | -0.002837 | -0.0311 | 0.487629 |
18 | 0.008192 | 0.0897 | 0.464321 |
19 | -0.062086 | -0.6801 | 0.24887 |
20 | -0.037076 | -0.4061 | 0.342679 |