Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.847479 | 6.5645 | 0 |
2 | 0.623157 | 4.827 | 5e-06 |
3 | 0.487583 | 3.7768 | 0.000184 |
4 | 0.455334 | 3.527 | 0.000406 |
5 | 0.484459 | 3.7526 | 0.000198 |
6 | 0.48037 | 3.7209 | 0.00022 |
7 | 0.393236 | 3.046 | 0.001722 |
8 | 0.241172 | 1.8681 | 0.033316 |
9 | 0.127405 | 0.9869 | 0.163833 |
10 | 0.102927 | 0.7973 | 0.214218 |
11 | 0.180337 | 1.3969 | 0.083797 |
12 | 0.208859 | 1.6178 | 0.055474 |
13 | 0.045841 | 0.3551 | 0.361885 |
14 | -0.156853 | -1.215 | 0.114567 |
15 | -0.269784 | -2.0897 | 0.020444 |
16 | -0.300147 | -2.3249 | 0.011738 |
17 | -0.280862 | -2.1756 | 0.01677 |
18 | -0.284478 | -2.2036 | 0.015702 |
19 | -0.333705 | -2.5849 | 0.006095 |
20 | -0.430339 | -3.3334 | 0.000737 |
21 | -0.488178 | -3.7814 | 0.000181 |
22 | -0.457789 | -3.546 | 0.000383 |
23 | -0.353113 | -2.7352 | 0.004093 |
24 | -0.289795 | -2.2447 | 0.014242 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.847479 | 6.5645 | 0 |
2 | -0.337371 | -2.6133 | 0.00566 |
3 | 0.269177 | 2.085 | 0.020664 |
4 | 0.132376 | 1.0254 | 0.154649 |
5 | 0.15866 | 1.229 | 0.11194 |
6 | -0.083458 | -0.6465 | 0.260222 |
7 | -0.127133 | -0.9848 | 0.164345 |
8 | -0.185983 | -1.4406 | 0.077446 |
9 | 0.057014 | 0.4416 | 0.330174 |
10 | 0.027747 | 0.2149 | 0.415277 |
11 | 0.264025 | 2.0451 | 0.022617 |
12 | -0.278269 | -2.1555 | 0.017574 |
13 | -0.490763 | -3.8014 | 0.000169 |
14 | 0.094832 | 0.7346 | 0.232732 |
15 | 0.065604 | 0.5082 | 0.306599 |
16 | -0.19621 | -1.5198 | 0.066902 |
17 | -0.085988 | -0.6661 | 0.253963 |
18 | -0.13193 | -1.0219 | 0.155459 |
19 | 0.180976 | 1.4018 | 0.083058 |
20 | -0.08255 | -0.6394 | 0.262488 |
21 | 0.040059 | 0.3103 | 0.378705 |
22 | -0.033513 | -0.2596 | 0.398034 |
23 | -0.040465 | -0.3134 | 0.377517 |
24 | -0.003113 | -0.0241 | 0.490422 |