Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.809501 | 11.7865 | 0 |
2 | 0.742182 | 10.8063 | 0 |
3 | 0.813647 | 11.8469 | 0 |
4 | 0.743185 | 10.8209 | 0 |
5 | 0.766736 | 11.1638 | 0 |
6 | 0.812171 | 11.8254 | 0 |
7 | 0.709738 | 10.3339 | 0 |
8 | 0.684183 | 9.9619 | 0 |
9 | 0.701122 | 10.2085 | 0 |
10 | 0.607301 | 8.8424 | 0 |
11 | 0.668915 | 9.7395 | 0 |
12 | 0.770662 | 11.221 | 0 |
13 | 0.625612 | 9.109 | 0 |
14 | 0.573819 | 8.3549 | 0 |
15 | 0.617067 | 8.9846 | 0 |
16 | 0.572154 | 8.3307 | 0 |
17 | 0.597303 | 8.6969 | 0 |
18 | 0.631336 | 9.1924 | 0 |
19 | 0.547494 | 7.9716 | 0 |
20 | 0.536636 | 7.8135 | 0 |
21 | 0.540541 | 7.8704 | 0 |
22 | 0.464956 | 6.7699 | 0 |
23 | 0.532609 | 7.7549 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.809501 | 11.7865 | 0 |
2 | 0.252069 | 3.6702 | 0.000153 |
3 | 0.496402 | 7.2277 | 0 |
4 | -0.055444 | -0.8073 | 0.210204 |
5 | 0.361379 | 5.2618 | 0 |
6 | 0.142928 | 2.0811 | 0.019315 |
7 | -0.123052 | -1.7917 | 0.037307 |
8 | -0.080821 | -1.1768 | 0.120304 |
9 | -0.085211 | -1.2407 | 0.108045 |
10 | -0.268446 | -3.9086 | 6.2e-05 |
11 | 0.269931 | 3.9303 | 5.7e-05 |
12 | 0.418349 | 6.0913 | 0 |
13 | -0.188647 | -2.7467 | 0.003268 |
14 | -0.206703 | -3.0096 | 0.001466 |
15 | -0.081361 | -1.1846 | 0.118744 |
16 | 0.090347 | 1.3155 | 0.094886 |
17 | -0.055473 | -0.8077 | 0.210083 |
18 | 0.054666 | 0.7959 | 0.213477 |
19 | 0.045688 | 0.6652 | 0.253312 |
20 | 0.037498 | 0.546 | 0.292826 |
21 | -0.049524 | -0.7211 | 0.235827 |
22 | -0.027974 | -0.4073 | 0.342097 |
23 | 0.059429 | 0.8653 | 0.193928 |