Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.65773 | 5.8829 | 0 |
2 | 0.579304 | 5.1815 | 1e-06 |
3 | 0.488904 | 4.3729 | 1.8e-05 |
4 | 0.50673 | 4.5323 | 1e-05 |
5 | 0.491502 | 4.3961 | 1.7e-05 |
6 | 0.443178 | 3.9639 | 8e-05 |
7 | 0.400631 | 3.5834 | 0.000291 |
8 | 0.337935 | 3.0226 | 0.001683 |
9 | 0.323224 | 2.891 | 0.002471 |
10 | 0.208089 | 1.8612 | 0.033194 |
11 | 0.182121 | 1.6289 | 0.053629 |
12 | 0.234892 | 2.1009 | 0.019397 |
13 | 0.162485 | 1.4533 | 0.075025 |
14 | 0.101905 | 0.9115 | 0.182393 |
15 | 0.036955 | 0.3305 | 0.370929 |
16 | 0.03859 | 0.3452 | 0.365441 |
17 | 0.007531 | 0.0674 | 0.473233 |
18 | 0.037443 | 0.3349 | 0.369288 |
19 | 0.019922 | 0.1782 | 0.429514 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.65773 | 5.8829 | 0 |
2 | 0.258544 | 2.3125 | 0.011661 |
3 | 0.068632 | 0.6139 | 0.270525 |
4 | 0.192516 | 1.7219 | 0.044475 |
5 | 0.112802 | 1.0089 | 0.158025 |
6 | 0.001708 | 0.0153 | 0.493925 |
7 | 0.008205 | 0.0734 | 0.470839 |
8 | -0.051643 | -0.4619 | 0.322699 |
9 | 0.008567 | 0.0766 | 0.469557 |
10 | -0.178249 | -1.5943 | 0.057405 |
11 | -0.039062 | -0.3494 | 0.363861 |
12 | 0.173274 | 1.5498 | 0.062567 |
13 | -0.114663 | -1.0256 | 0.154092 |
14 | -0.09203 | -0.8231 | 0.206438 |
15 | -0.022858 | -0.2044 | 0.419262 |
16 | 0.013014 | 0.1164 | 0.453813 |
17 | -0.048731 | -0.4359 | 0.332056 |
18 | 0.077535 | 0.6935 | 0.245004 |
19 | 0.057025 | 0.51 | 0.305711 |