Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.699894 | 7.6988 | 0 |
2 | 0.583521 | 6.4187 | 0 |
3 | 0.675624 | 7.4319 | 0 |
4 | 0.647942 | 7.1274 | 0 |
5 | 0.567895 | 6.2468 | 0 |
6 | 0.597655 | 6.5742 | 0 |
7 | 0.474244 | 5.2167 | 0 |
8 | 0.487119 | 5.3583 | 0 |
9 | 0.408742 | 4.4962 | 8e-06 |
10 | 0.273489 | 3.0084 | 0.001598 |
11 | 0.363745 | 4.0012 | 5.4e-05 |
12 | 0.5255 | 5.7805 | 0 |
13 | 0.28857 | 3.1743 | 0.000953 |
14 | 0.2065 | 2.2715 | 0.012442 |
15 | 0.26167 | 2.8784 | 0.002364 |
16 | 0.276533 | 3.0419 | 0.001442 |
17 | 0.261133 | 2.8725 | 0.002406 |
18 | 0.294441 | 3.2388 | 0.000775 |
19 | 0.236748 | 2.6042 | 0.005181 |
20 | 0.302375 | 3.3261 | 0.000583 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.699894 | 7.6988 | 0 |
2 | 0.183612 | 2.0197 | 0.02281 |
3 | 0.433513 | 4.7686 | 3e-06 |
4 | 0.124063 | 1.3647 | 0.087441 |
5 | 0.045237 | 0.4976 | 0.309832 |
6 | 0.136058 | 1.4966 | 0.068546 |
7 | -0.272941 | -3.0024 | 0.001628 |
8 | 0.161516 | 1.7767 | 0.039068 |
9 | -0.337754 | -3.7153 | 0.000154 |
10 | -0.178747 | -1.9662 | 0.025782 |
11 | 0.274496 | 3.0195 | 0.001545 |
12 | 0.439234 | 4.8316 | 2e-06 |
13 | -0.205038 | -2.2554 | 0.012952 |
14 | -0.169785 | -1.8676 | 0.032116 |
15 | -0.165055 | -1.8156 | 0.035953 |
16 | 0.137208 | 1.5093 | 0.066916 |
17 | 0.139457 | 1.534 | 0.063816 |
18 | 0.116805 | 1.2849 | 0.100648 |
19 | 0.046955 | 0.5165 | 0.303224 |
20 | 0.068294 | 0.7512 | 0.226985 |