Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 11.8743 | 0 |
1 | 0.924005 | 10.972 | 0 |
2 | 0.850366 | 10.0975 | 0 |
3 | 0.78212 | 9.2872 | 0 |
4 | 0.692427 | 8.2221 | 0 |
5 | 0.614328 | 7.2947 | 0 |
6 | 0.559274 | 6.641 | 0 |
7 | 0.50705 | 6.0209 | 0 |
8 | 0.456109 | 5.416 | 0 |
9 | 0.412897 | 4.9029 | 1e-06 |
10 | 0.374781 | 4.4503 | 9e-06 |
11 | 0.335927 | 3.9889 | 5.3e-05 |
12 | 0.297822 | 3.5364 | 0.000275 |
13 | 0.273181 | 3.2438 | 0.000736 |
14 | 0.253357 | 3.0085 | 0.001555 |
15 | 0.223873 | 2.6583 | 0.00438 |
16 | 0.198044 | 2.3516 | 0.010037 |
17 | 0.168939 | 2.006 | 0.023382 |
18 | 0.151142 | 1.7947 | 0.037421 |
19 | 0.132857 | 1.5776 | 0.058451 |
20 | 0.106039 | 1.2591 | 0.105031 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.924005 | 10.972 | 0 |
1 | -0.023382 | -0.2777 | 0.609156 |
2 | -0.002666 | -0.0317 | 0.512603 |
3 | -0.184094 | -2.186 | 0.984767 |
4 | 0.025589 | 0.3039 | 0.380844 |
5 | 0.105326 | 1.2507 | 0.106562 |
6 | 0.012048 | 0.1431 | 0.443223 |
7 | -0.03939 | -0.4677 | 0.679651 |
8 | -0.018577 | -0.2206 | 0.587132 |
9 | 0.015853 | 0.1882 | 0.425477 |
10 | -0.007464 | -0.0886 | 0.535248 |
11 | -0.02533 | -0.3008 | 0.617988 |
12 | 0.058344 | 0.6928 | 0.244787 |
13 | 0.025547 | 0.3033 | 0.381035 |
14 | -0.074094 | -0.8798 | 0.809771 |
15 | -0.023396 | -0.2778 | 0.60922 |
16 | -0.047567 | -0.5648 | 0.713457 |
17 | 0.106279 | 1.262 | 0.104518 |
18 | -0.017075 | -0.2028 | 0.58019 |
19 | -0.088371 | -1.0494 | 0.852094 |
20 | -0.038711 | -0.4597 | 0.676769 |