Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.887356 | 10.6112 | 0 |
2 | 0.72229 | 8.6373 | 0 |
3 | 0.628525 | 7.5161 | 0 |
4 | 0.604254 | 7.2258 | 0 |
5 | 0.612734 | 7.3272 | 0 |
6 | 0.601187 | 7.1892 | 0 |
7 | 0.562157 | 6.7224 | 0 |
8 | 0.498995 | 5.9671 | 0 |
9 | 0.468882 | 5.607 | 0 |
10 | 0.499176 | 5.9693 | 0 |
11 | 0.599118 | 7.1644 | 0 |
12 | 0.642807 | 7.6869 | 0 |
13 | 0.50036 | 5.9834 | 0 |
14 | 0.315088 | 3.7679 | 0.00012 |
15 | 0.197845 | 2.3659 | 0.009664 |
16 | 0.146661 | 1.7538 | 0.040803 |
17 | 0.130218 | 1.5572 | 0.060819 |
18 | 0.100496 | 1.2018 | 0.115721 |
19 | 0.047102 | 0.5633 | 0.28707 |
20 | -0.021996 | -0.263 | 0.396452 |
21 | -0.056292 | -0.6732 | 0.250969 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.887356 | 10.6112 | 0 |
2 | -0.306263 | -3.6624 | 0.000176 |
3 | 0.327354 | 3.9146 | 7e-05 |
4 | 0.101757 | 1.2168 | 0.112836 |
5 | 0.14585 | 1.7441 | 0.041644 |
6 | -0.039986 | -0.4782 | 0.316633 |
7 | 0.034477 | 0.4123 | 0.340374 |
8 | -0.107284 | -1.2829 | 0.100796 |
9 | 0.200854 | 2.4019 | 0.008798 |
10 | 0.129746 | 1.5515 | 0.061491 |
11 | 0.419072 | 5.0114 | 1e-06 |
12 | -0.351364 | -4.2017 | 2.3e-05 |
13 | -0.682767 | -8.1647 | 0 |
14 | -0.010037 | -0.12 | 0.452315 |
15 | -0.07825 | -0.9357 | 0.175495 |
16 | -0.19403 | -2.3203 | 0.010871 |
17 | 0.036957 | 0.4419 | 0.329599 |
18 | -0.093544 | -1.1186 | 0.132588 |
19 | 0.048827 | 0.5839 | 0.280109 |
20 | 0.057583 | 0.6886 | 0.246097 |
21 | 0.064489 | 0.7712 | 0.220938 |