Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.869396 | 9.5238 | 0 |
2 | 0.765539 | 8.3861 | 0 |
3 | 0.723451 | 7.925 | 0 |
4 | 0.686949 | 7.5252 | 0 |
5 | 0.704136 | 7.7134 | 0 |
6 | 0.723788 | 7.9287 | 0 |
7 | 0.677777 | 7.4247 | 0 |
8 | 0.627206 | 6.8707 | 0 |
9 | 0.627467 | 6.8736 | 0 |
10 | 0.613786 | 6.7237 | 0 |
11 | 0.664012 | 7.2739 | 0 |
12 | 0.722978 | 7.9198 | 0 |
13 | 0.600401 | 6.5771 | 0 |
14 | 0.494968 | 5.4221 | 0 |
15 | 0.447246 | 4.8993 | 2e-06 |
16 | 0.409724 | 4.4883 | 8e-06 |
17 | 0.423484 | 4.639 | 4e-06 |
18 | 0.448345 | 4.9114 | 1e-06 |
19 | 0.407335 | 4.4621 | 9e-06 |
20 | 0.348752 | 3.8204 | 0.000106 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.869396 | 9.5238 | 0 |
2 | 0.039685 | 0.4347 | 0.332271 |
3 | 0.204313 | 2.2381 | 0.013528 |
4 | 0.048745 | 0.534 | 0.297172 |
5 | 0.279621 | 3.0631 | 0.001352 |
6 | 0.120375 | 1.3186 | 0.094901 |
7 | -0.114178 | -1.2508 | 0.106729 |
8 | -0.02916 | -0.3194 | 0.374977 |
9 | 0.167294 | 1.8326 | 0.034669 |
10 | -0.022763 | -0.2494 | 0.401755 |
11 | 0.294578 | 3.2269 | 0.000807 |
12 | 0.151091 | 1.6551 | 0.050256 |
13 | -0.593769 | -6.5044 | 0 |
14 | -0.118956 | -1.3031 | 0.097518 |
15 | -0.003852 | -0.0422 | 0.483205 |
16 | -0.027315 | -0.2992 | 0.382645 |
17 | 0.010667 | 0.1169 | 0.453585 |
18 | 0.048608 | 0.5325 | 0.297691 |
19 | 0.022846 | 0.2503 | 0.401406 |
20 | -0.089413 | -0.9795 | 0.164659 |