Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.878676 | 10.0184 | 0 |
2 | 0.773772 | 8.8224 | 0 |
3 | 0.731548 | 8.3409 | 0 |
4 | 0.671828 | 7.66 | 0 |
5 | 0.602558 | 6.8702 | 0 |
6 | 0.551183 | 6.2845 | 0 |
7 | 0.525735 | 5.9943 | 0 |
8 | 0.445154 | 5.0755 | 1e-06 |
9 | 0.346336 | 3.9488 | 6.4e-05 |
10 | 0.267445 | 3.0493 | 0.00139 |
11 | 0.187637 | 2.1394 | 0.017136 |
12 | 0.108587 | 1.2381 | 0.108959 |
13 | 0.041056 | 0.4681 | 0.320246 |
14 | -0.030156 | -0.3438 | 0.365765 |
15 | -0.105935 | -1.2078 | 0.11465 |
16 | -0.169957 | -1.9378 | 0.027407 |
17 | -0.232647 | -2.6526 | 0.004492 |
18 | -0.282305 | -3.2188 | 0.000813 |
19 | -0.345793 | -3.9426 | 6.6e-05 |
20 | -0.400579 | -4.5673 | 6e-06 |
21 | -0.430799 | -4.9119 | 1e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.878676 | 10.0184 | 0 |
2 | 0.007462 | 0.0851 | 0.466163 |
3 | 0.220123 | 2.5098 | 0.006654 |
4 | -0.071996 | -0.8209 | 0.206608 |
5 | -0.017427 | -0.1987 | 0.421405 |
6 | 0.010038 | 0.1145 | 0.454526 |
7 | 0.089851 | 1.0245 | 0.153762 |
8 | -0.233055 | -2.6572 | 0.004433 |
9 | -0.109768 | -1.2515 | 0.106492 |
10 | -0.107408 | -1.2246 | 0.111462 |
11 | -0.078332 | -0.8931 | 0.186722 |
12 | -0.046905 | -0.5348 | 0.296853 |
13 | -0.027945 | -0.3186 | 0.375261 |
14 | -0.127687 | -1.4559 | 0.073922 |
15 | -0.052745 | -0.6014 | 0.274317 |
16 | -0.012024 | -0.1371 | 0.445585 |
17 | -0.059702 | -0.6807 | 0.248634 |
18 | 0.021754 | 0.248 | 0.40225 |
19 | -0.140395 | -1.6007 | 0.05593 |
20 | -0.045599 | -0.5199 | 0.302007 |
21 | 0.011408 | 0.1301 | 0.448357 |