Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.803317 | 10.4122 | 0 |
2 | 0.443069 | 5.7428 | 0 |
3 | -0.011396 | -0.1477 | 0.441375 |
4 | -0.45167 | -5.8543 | 0 |
5 | -0.757133 | -9.8136 | 0 |
6 | -0.868159 | -11.2526 | 0 |
7 | -0.748508 | -9.7018 | 0 |
8 | -0.433509 | -5.6189 | 0 |
9 | 0.001791 | 0.0232 | 0.490752 |
10 | 0.433734 | 5.6218 | 0 |
11 | 0.753782 | 9.7701 | 0 |
12 | 0.870128 | 11.2781 | 0 |
13 | 0.712437 | 9.2342 | 0 |
14 | 0.383594 | 4.9719 | 1e-06 |
15 | -0.039253 | -0.5088 | 0.305786 |
16 | -0.417872 | -5.4162 | 0 |
17 | -0.689482 | -8.9367 | 0 |
18 | -0.784875 | -10.1731 | 0 |
19 | -0.668 | -8.6583 | 0 |
20 | -0.38585 | -5.0012 | 1e-06 |
21 | 0.014363 | 0.1862 | 0.426272 |
22 | 0.41346 | 5.3591 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.803317 | 10.4122 | 0 |
2 | -0.570224 | -7.3909 | 0 |
3 | -0.468789 | -6.0762 | 0 |
4 | -0.391447 | -5.0737 | 1e-06 |
5 | -0.258879 | -3.3555 | 0.00049 |
6 | -0.26858 | -3.4812 | 0.000318 |
7 | -0.151482 | -1.9634 | 0.025624 |
8 | -0.0672 | -0.871 | 0.192494 |
9 | 0.085757 | 1.1115 | 0.133963 |
10 | 0.11087 | 1.437 | 0.076283 |
11 | 0.179701 | 2.3292 | 0.010519 |
12 | 0.138307 | 1.7927 | 0.037413 |
13 | -0.224426 | -2.9089 | 0.002059 |
14 | -0.017848 | -0.2313 | 0.408666 |
15 | -0.009822 | -0.1273 | 0.449423 |
16 | 0.221479 | 2.8707 | 0.002311 |
17 | 0.026657 | 0.3455 | 0.365069 |
18 | -0.023684 | -0.307 | 0.379617 |
19 | -0.026834 | -0.3478 | 0.36421 |
20 | -0.108289 | -1.4036 | 0.081143 |
21 | 0.043331 | 0.5616 | 0.287558 |
22 | 0.108563 | 1.4071 | 0.080617 |