Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.894927 | 9.8034 | 0 |
2 | 0.789258 | 8.6459 | 0 |
3 | 0.675842 | 7.4035 | 0 |
4 | 0.567827 | 6.2202 | 0 |
5 | 0.480785 | 5.2667 | 0 |
6 | 0.411253 | 4.505 | 8e-06 |
7 | 0.403956 | 4.4251 | 1.1e-05 |
8 | 0.387585 | 4.2458 | 2.2e-05 |
9 | 0.371695 | 4.0717 | 4.2e-05 |
10 | 0.361732 | 3.9626 | 6.3e-05 |
11 | 0.341656 | 3.7427 | 0.00014 |
12 | 0.342622 | 3.7532 | 0.000135 |
13 | 0.27681 | 3.0323 | 0.001487 |
14 | 0.23 | 2.5195 | 0.006533 |
15 | 0.173012 | 1.8952 | 0.030233 |
16 | 0.119489 | 1.3089 | 0.096528 |
17 | 0.081428 | 0.892 | 0.187088 |
18 | 0.038231 | 0.4188 | 0.338056 |
19 | 0.017507 | 0.1918 | 0.42412 |
20 | -0.014138 | -0.1549 | 0.438592 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.894927 | 9.8034 | 0 |
2 | -0.058442 | -0.6402 | 0.261631 |
3 | -0.098094 | -1.0746 | 0.142363 |
4 | -0.040194 | -0.4403 | 0.330254 |
5 | 0.039277 | 0.4303 | 0.333891 |
6 | 0.027235 | 0.2983 | 0.382978 |
7 | 0.257553 | 2.8213 | 0.002799 |
8 | -0.068212 | -0.7472 | 0.228196 |
9 | -0.032879 | -0.3602 | 0.359677 |
10 | 0.036247 | 0.3971 | 0.346013 |
11 | -0.014402 | -0.1578 | 0.437453 |
12 | 0.131582 | 1.4414 | 0.076037 |
13 | -0.291453 | -3.1927 | 9e-04 |
14 | 0.048358 | 0.5297 | 0.298638 |
15 | -0.073261 | -0.8025 | 0.211914 |
16 | 0.018799 | 0.2059 | 0.418597 |
17 | 0.011443 | 0.1254 | 0.450226 |
18 | -0.050768 | -0.5561 | 0.289577 |
19 | -0.082436 | -0.903 | 0.184156 |
20 | -0.030758 | -0.3369 | 0.368377 |