Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.675912 | 7.435 | 0 |
2 | 0.556885 | 6.1257 | 0 |
3 | 0.645902 | 7.1049 | 0 |
4 | 0.639859 | 7.0385 | 0 |
5 | 0.562468 | 6.1871 | 0 |
6 | 0.599942 | 6.5994 | 0 |
7 | 0.474346 | 5.2178 | 0 |
8 | 0.504007 | 5.5441 | 0 |
9 | 0.419005 | 4.6091 | 5e-06 |
10 | 0.273121 | 3.0043 | 0.001618 |
11 | 0.373738 | 4.1111 | 3.6e-05 |
12 | 0.571768 | 6.2895 | 0 |
13 | 0.302195 | 3.3241 | 0.000587 |
14 | 0.22069 | 2.4276 | 0.008336 |
15 | 0.271414 | 2.9856 | 0.001713 |
16 | 0.294124 | 3.2354 | 0.000783 |
17 | 0.28033 | 3.0836 | 0.001267 |
18 | 0.315032 | 3.4654 | 0.000367 |
19 | 0.247383 | 2.7212 | 0.003732 |
20 | 0.326021 | 3.5862 | 0.000243 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.675912 | 7.435 | 0 |
2 | 0.184164 | 2.0258 | 0.022492 |
3 | 0.40848 | 4.4933 | 8e-06 |
4 | 0.180845 | 1.9893 | 0.024462 |
5 | 0.059156 | 0.6507 | 0.258231 |
6 | 0.181438 | 1.9958 | 0.0241 |
7 | -0.250289 | -2.7532 | 0.003406 |
8 | 0.173408 | 1.9075 | 0.029414 |
9 | -0.327107 | -3.5982 | 0.000233 |
10 | -0.250011 | -2.7501 | 0.003436 |
11 | 0.260652 | 2.8672 | 0.002443 |
12 | 0.477545 | 5.253 | 0 |
13 | -0.27609 | -3.037 | 0.001464 |
14 | -0.122158 | -1.3437 | 0.090775 |
15 | -0.151872 | -1.6706 | 0.048694 |
16 | 0.139803 | 1.5378 | 0.06335 |
17 | 0.122147 | 1.3436 | 0.090793 |
18 | 0.08812 | 0.9693 | 0.16716 |
19 | 0.093326 | 1.0266 | 0.153331 |
20 | 0.027318 | 0.3005 | 0.382157 |