Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.840257 | 6.5086 | 0 |
2 | 0.635155 | 4.9199 | 4e-06 |
3 | 0.536466 | 4.1555 | 5.2e-05 |
4 | 0.556973 | 4.3143 | 3e-05 |
5 | 0.642806 | 4.9792 | 3e-06 |
6 | 0.684094 | 5.299 | 1e-06 |
7 | 0.604583 | 4.6831 | 8e-06 |
8 | 0.462295 | 3.5809 | 0.000343 |
9 | 0.351059 | 2.7193 | 0.004272 |
10 | 0.333693 | 2.5848 | 0.006097 |
11 | 0.34899 | 2.7033 | 0.004459 |
12 | 0.351702 | 2.7243 | 0.004215 |
13 | 0.261906 | 2.0287 | 0.023466 |
14 | 0.165671 | 1.2833 | 0.102164 |
15 | 0.108441 | 0.84 | 0.202126 |
16 | 0.069541 | 0.5387 | 0.296056 |
17 | 0.034745 | 0.2691 | 0.394375 |
18 | -0.007022 | -0.0544 | 0.478402 |
19 | -0.071599 | -0.5546 | 0.290613 |
20 | -0.141024 | -1.0924 | 0.139519 |
21 | -0.186761 | -1.4466 | 0.076601 |
22 | -0.200105 | -1.55 | 0.0632 |
23 | -0.211276 | -1.6365 | 0.053481 |
24 | -0.228416 | -1.7693 | 0.040962 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.840257 | 6.5086 | 0 |
2 | -0.241102 | -1.8676 | 0.033354 |
3 | 0.276966 | 2.1454 | 0.01799 |
4 | 0.256478 | 1.9867 | 0.025766 |
5 | 0.272402 | 2.11 | 0.019518 |
6 | 0.063814 | 0.4943 | 0.311449 |
7 | -0.154231 | -1.1947 | 0.118459 |
8 | -0.120789 | -0.9356 | 0.176607 |
9 | -0.110024 | -0.8522 | 0.198734 |
10 | 0.004522 | 0.035 | 0.486087 |
11 | -0.14232 | -1.1024 | 0.137344 |
12 | 0.00717 | 0.0555 | 0.477948 |
13 | -0.239592 | -1.8559 | 0.034193 |
14 | 0.129902 | 1.0062 | 0.159176 |
15 | -0.038045 | -0.2947 | 0.384621 |
16 | -0.107499 | -0.8327 | 0.204163 |
17 | -0.090221 | -0.6988 | 0.243674 |
18 | -0.050275 | -0.3894 | 0.34917 |
19 | -0.032191 | -0.2493 | 0.401971 |
20 | -0.101823 | -0.7887 | 0.216691 |
21 | -0.000777 | -0.006 | 0.49761 |
22 | -0.021013 | -0.1628 | 0.435624 |
23 | 0.07355 | 0.5697 | 0.285498 |
24 | 0.018858 | 0.1461 | 0.442176 |