Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 11.3578 | 0 |
1 | 0.913888 | 10.3798 | 0 |
2 | 0.793913 | 9.0171 | 0 |
3 | 0.670238 | 7.6124 | 0 |
4 | 0.549347 | 6.2394 | 0 |
5 | 0.434432 | 4.9342 | 1e-06 |
6 | 0.318022 | 3.612 | 0.000217 |
7 | 0.20732 | 2.3547 | 0.010023 |
8 | 0.115764 | 1.3148 | 0.095451 |
9 | 0.035988 | 0.4087 | 0.341704 |
10 | -0.026403 | -0.2999 | 0.617624 |
11 | -0.066662 | -0.7571 | 0.774824 |
12 | -0.078272 | -0.889 | 0.812172 |
13 | -0.039809 | -0.4521 | 0.674038 |
14 | 0.005376 | 0.0611 | 0.475703 |
15 | 0.041837 | 0.4752 | 0.317733 |
16 | 0.065943 | 0.749 | 0.227621 |
17 | 0.071503 | 0.8121 | 0.209111 |
18 | 0.068184 | 0.7744 | 0.220048 |
19 | 0.055142 | 0.6263 | 0.266116 |
20 | 0.01284 | 0.1458 | 0.44214 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.913888 | 10.3798 | 0 |
1 | -0.250453 | -2.8446 | 0.997413 |
2 | -0.05269 | -0.5984 | 0.724702 |
3 | -0.055514 | -0.6305 | 0.735264 |
4 | -0.046398 | -0.527 | 0.700443 |
5 | -0.102806 | -1.1677 | 0.877449 |
6 | -0.045329 | -0.5148 | 0.696227 |
7 | 0.021202 | 0.2408 | 0.405042 |
8 | -0.048591 | -0.5519 | 0.709009 |
9 | 0.011428 | 0.1298 | 0.448463 |
10 | 0.039848 | 0.4526 | 0.325803 |
11 | 0.087271 | 0.9912 | 0.161719 |
12 | 0.229835 | 2.6104 | 0.005057 |
13 | -0.056894 | -0.6462 | 0.74035 |
14 | -0.044379 | -0.5041 | 0.692458 |
15 | -0.05469 | -0.6212 | 0.732204 |
16 | -0.093871 | -1.0662 | 0.855831 |
17 | -0.043116 | -0.4897 | 0.687414 |
18 | -0.048216 | -0.5476 | 0.707552 |
19 | -0.156424 | -1.7766 | 0.961007 |
20 | -0.006432 | -0.0731 | 0.529061 |