Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.656308 | 9.2816 | 0 |
2 | 0.527482 | 7.4597 | 0 |
3 | 0.430269 | 6.0849 | 0 |
4 | 0.38463 | 5.4395 | 0 |
5 | 0.356144 | 5.0366 | 1e-06 |
6 | 0.240267 | 3.3979 | 0.00041 |
7 | 0.181511 | 2.567 | 0.005495 |
8 | 0.122564 | 1.7333 | 0.04229 |
9 | 0.084871 | 1.2003 | 0.11573 |
10 | -0.007026 | -0.0994 | 0.460476 |
11 | -0.079827 | -1.1289 | 0.130142 |
12 | -0.258756 | -3.6594 | 0.000162 |
13 | -0.180234 | -2.5489 | 0.005778 |
14 | -0.158397 | -2.2401 | 0.013093 |
15 | -0.171915 | -2.4312 | 0.007964 |
16 | -0.21489 | -3.039 | 0.001345 |
17 | -0.204755 | -2.8957 | 0.002102 |
18 | -0.155089 | -2.1933 | 0.01472 |
19 | -0.171324 | -2.4229 | 0.008144 |
20 | -0.139293 | -1.9699 | 0.025115 |
21 | -0.114304 | -1.6165 | 0.05378 |
22 | -0.060492 | -0.8555 | 0.196653 |
23 | -0.074947 | -1.0599 | 0.14523 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.656308 | 9.2816 | 0 |
2 | 0.169943 | 2.4034 | 0.008579 |
3 | 0.056757 | 0.8027 | 0.211559 |
4 | 0.079485 | 1.1241 | 0.131162 |
5 | 0.06816 | 0.9639 | 0.168122 |
6 | -0.120325 | -1.7016 | 0.045188 |
7 | -0.021663 | -0.3064 | 0.379825 |
8 | -0.032833 | -0.4643 | 0.321459 |
9 | -0.021364 | -0.3021 | 0.381433 |
10 | -0.125745 | -1.7783 | 0.038437 |
11 | -0.07382 | -1.044 | 0.14888 |
12 | -0.301925 | -4.2699 | 1.5e-05 |
13 | 0.192717 | 2.7254 | 0.003496 |
14 | 0.045753 | 0.647 | 0.259173 |
15 | -0.020057 | -0.2837 | 0.388486 |
16 | -0.075118 | -1.0623 | 0.144683 |
17 | 0.095696 | 1.3533 | 0.088736 |
18 | -0.008665 | -0.1225 | 0.451298 |
19 | -0.050554 | -0.7149 | 0.23774 |
20 | 0.039467 | 0.5581 | 0.288685 |
21 | 0.064534 | 0.9127 | 0.181261 |
22 | -0.010869 | -0.1537 | 0.438996 |
23 | -0.088566 | -1.2525 | 0.105923 |