Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.95441 | 10.84 | 0 |
2 | 0.893021 | 10.1428 | 0 |
3 | 0.818756 | 9.2993 | 0 |
4 | 0.744653 | 8.4576 | 0 |
5 | 0.687999 | 7.8142 | 0 |
6 | 0.65339 | 7.4211 | 0 |
7 | 0.643001 | 7.3031 | 0 |
8 | 0.652215 | 7.4077 | 0 |
9 | 0.674149 | 7.6569 | 0 |
10 | 0.702718 | 7.9813 | 0 |
11 | 0.721789 | 8.1979 | 0 |
12 | 0.714682 | 8.1172 | 0 |
13 | 0.676876 | 7.6878 | 0 |
14 | 0.610522 | 6.9342 | 0 |
15 | 0.542587 | 6.1626 | 0 |
16 | 0.469897 | 5.337 | 0 |
17 | 0.417795 | 4.7452 | 3e-06 |
18 | 0.386702 | 4.3921 | 1.2e-05 |
19 | 0.378153 | 4.295 | 1.7e-05 |
20 | 0.387227 | 4.3981 | 1.1e-05 |
21 | 0.410806 | 4.6659 | 4e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.95441 | 10.84 | 0 |
2 | -0.200642 | -2.2789 | 0.01216 |
3 | -0.152787 | -1.7353 | 0.042535 |
4 | 0.00222 | 0.0252 | 0.489961 |
5 | 0.175889 | 1.9977 | 0.023925 |
6 | 0.168245 | 1.9109 | 0.029118 |
7 | 0.157176 | 1.7852 | 0.038292 |
8 | 0.116133 | 1.319 | 0.09475 |
9 | 0.09532 | 1.0826 | 0.140497 |
10 | 0.102843 | 1.1681 | 0.122467 |
11 | -0.029348 | -0.3333 | 0.369713 |
12 | -0.194165 | -2.2053 | 0.014603 |
13 | -0.217588 | -2.4713 | 0.007383 |
14 | -0.193883 | -2.2021 | 0.014718 |
15 | 0.108875 | 1.2366 | 0.109244 |
16 | -0.077243 | -0.8773 | 0.190974 |
17 | 0.09983 | 1.1339 | 0.12948 |
18 | 0.019363 | 0.2199 | 0.413142 |
19 | 0.050553 | 0.5742 | 0.283427 |
20 | -0.002728 | -0.031 | 0.487663 |
21 | 0.061308 | 0.6963 | 0.24374 |