Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.854329 | 10.2163 | 0 |
2 | 0.735018 | 8.7895 | 0 |
3 | 0.625246 | 7.4769 | 0 |
4 | 0.518413 | 6.1993 | 0 |
5 | 0.450879 | 5.3917 | 0 |
6 | 0.377483 | 4.514 | 7e-06 |
7 | 0.310815 | 3.7168 | 0.000144 |
8 | 0.219345 | 2.623 | 0.004831 |
9 | 0.13162 | 1.5739 | 0.058855 |
10 | 0.061121 | 0.7309 | 0.233018 |
11 | 0.011468 | 0.1371 | 0.445555 |
12 | -0.017587 | -0.2103 | 0.416864 |
13 | -0.008135 | -0.0973 | 0.461319 |
14 | 0.011565 | 0.1383 | 0.445098 |
15 | 0.0188 | 0.2248 | 0.411221 |
16 | 0.002666 | 0.0319 | 0.487308 |
17 | -0.041293 | -0.4938 | 0.311107 |
18 | -0.072968 | -0.8726 | 0.192179 |
19 | -0.093894 | -1.1228 | 0.131701 |
20 | -0.126766 | -1.5159 | 0.065875 |
21 | -0.160141 | -1.915 | 0.028744 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.854329 | 10.2163 | 0 |
2 | 0.019031 | 0.2276 | 0.41015 |
3 | -0.025958 | -0.3104 | 0.378349 |
4 | -0.050762 | -0.607 | 0.2724 |
5 | 0.078781 | 0.9421 | 0.173869 |
6 | -0.049135 | -0.5876 | 0.278874 |
7 | -0.023059 | -0.2757 | 0.391571 |
8 | -0.140428 | -1.6793 | 0.047641 |
9 | -0.053173 | -0.6359 | 0.262941 |
10 | -0.016089 | -0.1924 | 0.423853 |
11 | 0.025125 | 0.3005 | 0.382135 |
12 | 0.012869 | 0.1539 | 0.438959 |
13 | 0.121641 | 1.4546 | 0.073984 |
14 | 0.057818 | 0.6914 | 0.245216 |
15 | -0.011424 | -0.1366 | 0.445766 |
16 | -0.090988 | -1.0881 | 0.1392 |
17 | -0.126184 | -1.5089 | 0.06676 |
18 | -0.028089 | -0.3359 | 0.36872 |
19 | -0.01389 | -0.1661 | 0.434156 |
20 | -0.111491 | -1.3332 | 0.092286 |
21 | -0.077922 | -0.9318 | 0.176503 |