Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.964637 | 10.611 | 0 |
2 | 0.910221 | 10.0124 | 0 |
3 | 0.849591 | 9.3455 | 0 |
4 | 0.797725 | 8.775 | 0 |
5 | 0.757275 | 8.33 | 0 |
6 | 0.715222 | 7.8674 | 0 |
7 | 0.668698 | 7.3557 | 0 |
8 | 0.612361 | 6.736 | 0 |
9 | 0.545893 | 6.0048 | 0 |
10 | 0.47129 | 5.1842 | 0 |
11 | 0.397241 | 4.3697 | 1.3e-05 |
12 | 0.326557 | 3.5921 | 0.000238 |
13 | 0.266836 | 2.9352 | 0.001995 |
14 | 0.209036 | 2.2994 | 0.011598 |
15 | 0.155293 | 1.7082 | 0.045079 |
16 | 0.101748 | 1.1192 | 0.13263 |
17 | 0.052852 | 0.5814 | 0.281036 |
18 | 0.006468 | 0.0711 | 0.471699 |
19 | -0.042568 | -0.4682 | 0.320224 |
20 | -0.093048 | -1.0235 | 0.15405 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.964637 | 10.611 | 0 |
2 | -0.292259 | -3.2149 | 0.000837 |
3 | -0.049283 | -0.5421 | 0.294367 |
4 | 0.134671 | 1.4814 | 0.070552 |
5 | 0.076192 | 0.8381 | 0.201809 |
6 | -0.147187 | -1.6191 | 0.05402 |
7 | -0.064061 | -0.7047 | 0.241183 |
8 | -0.103577 | -1.1393 | 0.128404 |
9 | -0.130279 | -1.4331 | 0.077209 |
10 | -0.13315 | -1.4647 | 0.072805 |
11 | -0.006569 | -0.0723 | 0.471258 |
12 | -0.046447 | -0.5109 | 0.305169 |
13 | 0.065662 | 0.7223 | 0.235758 |
14 | -0.093895 | -1.0328 | 0.151868 |
15 | 0.044459 | 0.4891 | 0.312845 |
16 | -0.013572 | -0.1493 | 0.440787 |
17 | 0.074031 | 0.8143 | 0.208526 |
18 | -0.05068 | -0.5575 | 0.289114 |
19 | -0.097871 | -1.0766 | 0.141903 |
20 | -0.072389 | -0.7963 | 0.213716 |