Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.590909 | 6.1409 | 0 |
2 | 0.538779 | 5.5992 | 0 |
3 | 0.612348 | 6.3637 | 0 |
4 | 0.513008 | 5.3313 | 0 |
5 | 0.453966 | 4.7178 | 4e-06 |
6 | 0.462266 | 4.804 | 3e-06 |
7 | 0.452982 | 4.7075 | 4e-06 |
8 | 0.467794 | 4.8615 | 2e-06 |
9 | 0.488013 | 5.0716 | 1e-06 |
10 | 0.452228 | 4.6997 | 4e-06 |
11 | 0.452211 | 4.6995 | 4e-06 |
12 | 0.520174 | 5.4058 | 0 |
13 | 0.352577 | 3.6641 | 0.000193 |
14 | 0.398743 | 4.1439 | 3.4e-05 |
15 | 0.374705 | 3.894 | 8.6e-05 |
16 | 0.257682 | 2.6779 | 0.004283 |
17 | 0.306104 | 3.1811 | 0.000958 |
18 | 0.272249 | 2.8293 | 0.002781 |
19 | 0.219557 | 2.2817 | 0.012234 |
20 | 0.187387 | 1.9474 | 0.027042 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.590909 | 6.1409 | 0 |
2 | 0.29133 | 3.0276 | 0.001542 |
3 | 0.360282 | 3.7442 | 0.000146 |
4 | 0.062291 | 0.6473 | 0.259391 |
5 | 0.006696 | 0.0696 | 0.472324 |
6 | 0.037223 | 0.3868 | 0.349821 |
7 | 0.076124 | 0.7911 | 0.215308 |
8 | 0.139466 | 1.4494 | 0.075066 |
9 | 0.138121 | 1.4354 | 0.077032 |
10 | 0.024218 | 0.2517 | 0.400884 |
11 | 0.021316 | 0.2215 | 0.412554 |
12 | 0.151726 | 1.5768 | 0.058885 |
13 | -0.207255 | -2.1539 | 0.016737 |
14 | 0.054607 | 0.5675 | 0.285779 |
15 | -0.096124 | -0.9989 | 0.160026 |
16 | -0.134509 | -1.3979 | 0.08251 |
17 | 0.033016 | 0.3431 | 0.366091 |
18 | -0.075574 | -0.7854 | 0.216972 |
19 | -0.048933 | -0.5085 | 0.306062 |
20 | -0.145945 | -1.5167 | 0.066131 |