Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.721997 | 7.9091 | 0 |
2 | 0.378118 | 4.1421 | 3.2e-05 |
3 | 0.00147 | 0.0161 | 0.493589 |
4 | -0.427046 | -4.6781 | 4e-06 |
5 | -0.715973 | -7.8431 | 0 |
6 | -0.798206 | -8.7439 | 0 |
7 | -0.71598 | -7.8432 | 0 |
8 | -0.385985 | -4.2283 | 2.3e-05 |
9 | 0.029647 | 0.3248 | 0.372961 |
10 | 0.357428 | 3.9154 | 7.5e-05 |
11 | 0.678533 | 7.433 | 0 |
12 | 0.84901 | 9.3004 | 0 |
13 | 0.657996 | 7.208 | 0 |
14 | 0.358114 | 3.9229 | 7.3e-05 |
15 | -0.009708 | -0.1063 | 0.457743 |
16 | -0.390924 | -4.2824 | 1.9e-05 |
17 | -0.621464 | -6.8078 | 0 |
18 | -0.713787 | -7.8191 | 0 |
19 | -0.634949 | -6.9555 | 0 |
20 | -0.333587 | -3.6543 | 0.000192 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.721997 | 7.9091 | 0 |
2 | -0.299049 | -3.2759 | 0.000689 |
3 | -0.314878 | -3.4493 | 0.000388 |
4 | -0.508132 | -5.5663 | 0 |
5 | -0.343824 | -3.7664 | 0.000129 |
6 | -0.265166 | -2.9047 | 0.002188 |
7 | -0.330766 | -3.6234 | 0.000214 |
8 | -0.012209 | -0.1337 | 0.446917 |
9 | -0.005084 | -0.0557 | 0.477842 |
10 | -0.191771 | -2.1007 | 0.018879 |
11 | 0.161486 | 1.769 | 0.039718 |
12 | 0.343592 | 3.7639 | 0.00013 |
13 | -0.160301 | -1.756 | 0.040819 |
14 | -0.050542 | -0.5537 | 0.290421 |
15 | 0.025427 | 0.2785 | 0.39054 |
16 | 0.102107 | 1.1185 | 0.132788 |
17 | 0.138645 | 1.5188 | 0.065724 |
18 | 0.050298 | 0.551 | 0.291332 |
19 | 0.072732 | 0.7967 | 0.213588 |
20 | 0.018497 | 0.2026 | 0.419885 |