Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.764762 | 7.2148 | 0 |
2 | 0.634473 | 5.9856 | 0 |
3 | 0.534736 | 5.0447 | 1e-06 |
4 | 0.409245 | 3.8608 | 0.000107 |
5 | 0.292187 | 2.7565 | 0.003544 |
6 | 0.240024 | 2.2644 | 0.01299 |
7 | 0.175551 | 1.6561 | 0.050608 |
8 | 0.204213 | 1.9265 | 0.028614 |
9 | 0.164966 | 1.5563 | 0.061595 |
10 | 0.092072 | 0.8686 | 0.193701 |
11 | 0.092369 | 0.8714 | 0.192939 |
12 | 0.099778 | 0.9413 | 0.174548 |
13 | -0.033662 | -0.3176 | 0.375778 |
14 | -0.051189 | -0.4829 | 0.315169 |
15 | -0.171048 | -1.6137 | 0.05507 |
16 | -0.226185 | -2.1338 | 0.017804 |
17 | -0.270701 | -2.5538 | 0.006179 |
18 | -0.344038 | -3.2456 | 0.000826 |
19 | -0.369464 | -3.4855 | 0.000382 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.764762 | 7.2148 | 0 |
2 | 0.119505 | 1.1274 | 0.1313 |
3 | 0.039366 | 0.3714 | 0.35562 |
4 | -0.091596 | -0.8641 | 0.194925 |
5 | -0.076535 | -0.722 | 0.236086 |
6 | 0.067017 | 0.6322 | 0.264428 |
7 | -0.02111 | -0.1991 | 0.421301 |
8 | 0.19331 | 1.8237 | 0.035779 |
9 | -0.093264 | -0.8799 | 0.190654 |
10 | -0.137385 | -1.2961 | 0.099148 |
11 | 0.071754 | 0.6769 | 0.250105 |
12 | 0.063163 | 0.5959 | 0.276384 |
13 | -0.274773 | -2.5922 | 0.005573 |
14 | 0.066885 | 0.631 | 0.26483 |
15 | -0.278568 | -2.628 | 0.005058 |
16 | 0.032225 | 0.304 | 0.380914 |
17 | -0.057119 | -0.5389 | 0.295665 |
18 | -0.127513 | -1.203 | 0.116091 |
19 | 0.027683 | 0.2612 | 0.397288 |