Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.821266 | 8.3349 | 0 |
2 | 0.786684 | 7.984 | 0 |
3 | 0.734426 | 7.4536 | 0 |
4 | 0.802977 | 8.1493 | 0 |
5 | 0.574073 | 5.8262 | 0 |
6 | 0.494535 | 5.019 | 1e-06 |
7 | 0.41194 | 4.1807 | 3.1e-05 |
8 | 0.448532 | 4.5521 | 7e-06 |
9 | 0.20743 | 2.1052 | 0.018854 |
10 | 0.12487 | 1.2673 | 0.103954 |
11 | 0.0436 | 0.4425 | 0.329531 |
12 | 0.080259 | 0.8145 | 0.208609 |
13 | -0.144859 | -1.4702 | 0.072284 |
14 | -0.206267 | -2.0934 | 0.019386 |
15 | -0.263845 | -2.6777 | 0.004314 |
16 | -0.20555 | -2.0861 | 0.01972 |
17 | -0.394953 | -4.0083 | 5.8e-05 |
18 | -0.421865 | -4.2815 | 2.1e-05 |
19 | -0.440438 | -4.47 | 1e-05 |
20 | -0.350253 | -3.5547 | 0.000287 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.821266 | 8.3349 | 0 |
2 | 0.344693 | 3.4983 | 0.000346 |
3 | 0.097482 | 0.9893 | 0.162409 |
4 | 0.430977 | 4.3739 | 1.5e-05 |
5 | -0.773918 | -7.8544 | 0 |
6 | -0.1393 | -1.4137 | 0.080226 |
7 | 0.08106 | 0.8227 | 0.206298 |
8 | 0.202024 | 2.0503 | 0.021436 |
9 | -0.275287 | -2.7939 | 0.003106 |
10 | -0.110712 | -1.1236 | 0.131896 |
11 | -0.038524 | -0.391 | 0.34831 |
12 | 0.119847 | 1.2163 | 0.113323 |
13 | -0.100788 | -1.0229 | 0.154379 |
14 | -0.085299 | -0.8657 | 0.194337 |
15 | -0.060046 | -0.6094 | 0.271801 |
16 | 0.082292 | 0.8352 | 0.202777 |
17 | -0.006061 | -0.0615 | 0.475533 |
18 | -0.086375 | -0.8766 | 0.191369 |
19 | -0.021076 | -0.2139 | 0.415525 |
20 | 0.044088 | 0.4474 | 0.327747 |