Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.84266 | 6.5814 | 0 |
2 | 0.636226 | 4.9691 | 3e-06 |
3 | 0.529187 | 4.1331 | 5.5e-05 |
4 | 0.548333 | 4.2826 | 3.3e-05 |
5 | 0.638853 | 4.9896 | 3e-06 |
6 | 0.683904 | 5.3415 | 1e-06 |
7 | 0.604917 | 4.7245 | 7e-06 |
8 | 0.459583 | 3.5895 | 0.000331 |
9 | 0.338687 | 2.6452 | 0.005184 |
10 | 0.317357 | 2.4786 | 0.007985 |
11 | 0.336308 | 2.6267 | 0.005444 |
12 | 0.346642 | 2.7074 | 0.004393 |
13 | 0.262432 | 2.0497 | 0.022352 |
14 | 0.164205 | 1.2825 | 0.102262 |
15 | 0.092037 | 0.7188 | 0.237494 |
16 | 0.048062 | 0.3754 | 0.354343 |
17 | 0.017024 | 0.133 | 0.447331 |
18 | -0.019578 | -0.1529 | 0.439486 |
19 | -0.080082 | -0.6255 | 0.267002 |
20 | -0.146691 | -1.1457 | 0.128198 |
21 | -0.193526 | -1.5115 | 0.067914 |
22 | -0.209451 | -1.6359 | 0.053509 |
23 | -0.220702 | -1.7237 | 0.044911 |
24 | -0.237888 | -1.858 | 0.034001 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.84266 | 6.5814 | 0 |
2 | -0.254719 | -1.9894 | 0.025572 |
3 | 0.262423 | 2.0496 | 0.022356 |
4 | 0.280867 | 2.1936 | 0.016041 |
5 | 0.269342 | 2.1036 | 0.019771 |
6 | 0.051683 | 0.4037 | 0.343939 |
7 | -0.161316 | -1.2599 | 0.106249 |
8 | -0.116504 | -0.9099 | 0.183222 |
9 | -0.127042 | -0.9922 | 0.162503 |
10 | 0.018476 | 0.1443 | 0.44287 |
11 | -0.146335 | -1.1429 | 0.12877 |
12 | 0.015751 | 0.123 | 0.451247 |
13 | -0.232271 | -1.8141 | 0.037291 |
14 | 0.135396 | 1.0575 | 0.147232 |
15 | -0.069247 | -0.5408 | 0.295294 |
16 | -0.084446 | -0.6595 | 0.256015 |
17 | -0.10991 | -0.8584 | 0.197009 |
18 | -0.054208 | -0.4234 | 0.336754 |
19 | -0.028882 | -0.2256 | 0.411142 |
20 | -0.088359 | -0.6901 | 0.246371 |
21 | 0.027134 | 0.2119 | 0.416438 |
22 | -0.032114 | -0.2508 | 0.401399 |
23 | 0.086306 | 0.6741 | 0.251407 |
24 | -0.010248 | -0.08 | 0.468235 |