Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.524437 | 7.4167 | 0 |
2 | 0.530031 | 7.4958 | 0 |
3 | 0.619105 | 8.7555 | 0 |
4 | 0.374317 | 5.2936 | 0 |
5 | 0.423664 | 5.9915 | 0 |
6 | 0.349223 | 4.9388 | 1e-06 |
7 | 0.128294 | 1.8144 | 0.035561 |
8 | 0.131238 | 1.856 | 0.032463 |
9 | 0.059818 | 0.846 | 0.199296 |
10 | -0.059098 | -0.8358 | 0.202139 |
11 | -0.081615 | -1.1542 | 0.124895 |
12 | -0.261471 | -3.6978 | 0.00014 |
13 | -0.252927 | -3.5769 | 0.000218 |
14 | -0.23726 | -3.3554 | 0.000474 |
15 | -0.298356 | -4.2194 | 1.9e-05 |
16 | -0.339111 | -4.7958 | 2e-06 |
17 | -0.300921 | -4.2557 | 1.6e-05 |
18 | -0.314691 | -4.4504 | 7e-06 |
19 | -0.377929 | -5.3447 | 0 |
20 | -0.272098 | -3.8481 | 8e-05 |
21 | -0.283815 | -4.0137 | 4.2e-05 |
22 | -0.339184 | -4.7968 | 2e-06 |
23 | -0.142645 | -2.0173 | 0.0225 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.524437 | 7.4167 | 0 |
2 | 0.351736 | 4.9743 | 1e-06 |
3 | 0.400529 | 5.6643 | 0 |
4 | -0.137339 | -1.9423 | 0.026754 |
5 | 0.042046 | 0.5946 | 0.276386 |
6 | -0.091936 | -1.3002 | 0.097519 |
7 | -0.256753 | -3.631 | 0.000179 |
8 | -0.171392 | -2.4238 | 0.008123 |
9 | -0.048329 | -0.6835 | 0.247551 |
10 | -0.026522 | -0.3751 | 0.354 |
11 | -0.041831 | -0.5916 | 0.277401 |
12 | -0.24247 | -3.429 | 0.000368 |
13 | -0.001826 | -0.0258 | 0.489713 |
14 | 0.065274 | 0.9231 | 0.178529 |
15 | 0.116784 | 1.6516 | 0.050095 |
16 | -0.105061 | -1.4858 | 0.069455 |
17 | 0.051315 | 0.7257 | 0.234435 |
18 | 0.02151 | 0.3042 | 0.380646 |
19 | -0.230556 | -3.2606 | 0.000654 |
20 | -0.058079 | -0.8214 | 0.206208 |
21 | 0.035541 | 0.5026 | 0.307891 |
22 | -0.081042 | -1.1461 | 0.12656 |
23 | 0.149631 | 2.1161 | 0.017786 |