Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.790824 | 10.7854 | 0 |
2 | 0.734747 | 10.0206 | 0 |
3 | 0.630802 | 8.603 | 0 |
4 | 0.660364 | 9.0062 | 0 |
5 | 0.70893 | 9.6685 | 0 |
6 | 0.770407 | 10.5069 | 0 |
7 | 0.667777 | 9.1073 | 0 |
8 | 0.588332 | 8.0238 | 0 |
9 | 0.517054 | 7.0517 | 0 |
10 | 0.589295 | 8.0369 | 0 |
11 | 0.621529 | 8.4765 | 0 |
12 | 0.781232 | 10.6546 | 0 |
13 | 0.599594 | 8.1774 | 0 |
14 | 0.555437 | 7.5752 | 0 |
15 | 0.46065 | 6.2824 | 0 |
16 | 0.487249 | 6.6452 | 0 |
17 | 0.539832 | 7.3623 | 0 |
18 | 0.594738 | 8.1112 | 0 |
19 | 0.503804 | 6.871 | 0 |
20 | 0.436467 | 5.9526 | 0 |
21 | 0.372236 | 5.0766 | 0 |
22 | 0.446357 | 6.0875 | 0 |
23 | 0.474272 | 6.4682 | 0 |
24 | 0.627313 | 8.5554 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.790824 | 10.7854 | 0 |
2 | 0.291899 | 3.981 | 4.9e-05 |
3 | -0.033516 | -0.4571 | 0.324067 |
4 | 0.289802 | 3.9524 | 5.5e-05 |
5 | 0.33121 | 4.5171 | 6e-06 |
6 | 0.272449 | 3.7157 | 0.000134 |
7 | -0.245094 | -3.3426 | 0.000502 |
8 | -0.182078 | -2.4832 | 0.006953 |
9 | 0.004895 | 0.0668 | 0.473425 |
10 | 0.29366 | 4.005 | 4.5e-05 |
11 | 0.024925 | 0.3399 | 0.367147 |
12 | 0.499698 | 6.815 | 0 |
13 | -0.548126 | -7.4754 | 0 |
14 | -0.084651 | -1.1545 | 0.12489 |
15 | -0.005796 | -0.0791 | 0.468539 |
16 | -0.040258 | -0.549 | 0.291816 |
17 | 0.014693 | 0.2004 | 0.420701 |
18 | -0.002759 | -0.0376 | 0.485012 |
19 | 0.098004 | 1.3366 | 0.091494 |
20 | 0.033932 | 0.4628 | 0.322036 |
21 | 0.086372 | 1.178 | 0.120158 |
22 | 0.045667 | 0.6228 | 0.267083 |
23 | -0.06068 | -0.8276 | 0.20449 |
24 | 0.150667 | 2.0548 | 0.020647 |