Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.884578 | 6.1285 | 0 |
2 | 0.663691 | 4.5982 | 1.6e-05 |
3 | 0.452038 | 3.1318 | 0.001479 |
4 | 0.331307 | 2.2954 | 0.013062 |
5 | 0.311858 | 2.1606 | 0.017873 |
6 | 0.324216 | 2.2462 | 0.014663 |
7 | 0.298114 | 2.0654 | 0.022154 |
8 | 0.204562 | 1.4172 | 0.081435 |
9 | 0.071096 | 0.4926 | 0.312283 |
10 | -0.054144 | -0.3751 | 0.354611 |
11 | -0.157255 | -1.0895 | 0.140687 |
12 | -0.230786 | -1.5989 | 0.058199 |
13 | -0.257611 | -1.7848 | 0.040309 |
14 | -0.258213 | -1.789 | 0.039967 |
15 | -0.257159 | -1.7816 | 0.040567 |
16 | -0.260755 | -1.8066 | 0.038551 |
17 | -0.273747 | -1.8966 | 0.031955 |
18 | -0.291441 | -2.0192 | 0.024537 |
19 | -0.297634 | -2.0621 | 0.022318 |
20 | -0.286839 | -1.9873 | 0.026307 |
21 | -0.281603 | -1.951 | 0.028453 |
22 | -0.297275 | -2.0596 | 0.022442 |
23 | -0.309414 | -2.1437 | 0.018576 |
24 | -0.294153 | -2.038 | 0.023543 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.884578 | 6.1285 | 0 |
2 | -0.546092 | -3.7834 | 0.000215 |
3 | 0.179552 | 1.244 | 0.109776 |
4 | 0.239252 | 1.6576 | 0.051962 |
5 | 0.105318 | 0.7297 | 0.23457 |
6 | -0.158877 | -1.1007 | 0.138252 |
7 | -0.12278 | -0.8506 | 0.199595 |
8 | -0.088733 | -0.6148 | 0.270807 |
9 | -0.030859 | -0.2138 | 0.415805 |
10 | -0.071398 | -0.4947 | 0.311549 |
11 | -0.224442 | -1.555 | 0.06326 |
12 | -0.059528 | -0.4124 | 0.340932 |
13 | 0.176795 | 1.2249 | 0.113301 |
14 | -0.067269 | -0.4661 | 0.321644 |
15 | -0.125213 | -0.8675 | 0.194991 |
16 | 0.050564 | 0.3503 | 0.363817 |
17 | 0.042595 | 0.2951 | 0.384592 |
18 | -0.041187 | -0.2853 | 0.388302 |
19 | -0.028938 | -0.2005 | 0.420972 |
20 | -0.071444 | -0.495 | 0.311437 |
21 | -0.172402 | -1.1944 | 0.119088 |
22 | -0.077878 | -0.5396 | 0.295999 |
23 | 0.081055 | 0.5616 | 0.288512 |
24 | -0.005846 | -0.0405 | 0.483929 |