Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.877431 | 6.142 | 0 |
2 | 0.665003 | 4.655 | 1.2e-05 |
3 | 0.481424 | 3.37 | 0.000736 |
4 | 0.378067 | 2.6465 | 0.005453 |
5 | 0.364749 | 2.5532 | 0.006918 |
6 | 0.374196 | 2.6194 | 0.005846 |
7 | 0.338593 | 2.3702 | 0.010881 |
8 | 0.230117 | 1.6108 | 0.056822 |
9 | 0.074784 | 0.5235 | 0.301497 |
10 | -0.049713 | -0.348 | 0.36467 |
11 | -0.137592 | -0.9631 | 0.170103 |
12 | -0.185059 | -1.2954 | 0.100624 |
13 | -0.206749 | -1.4472 | 0.077099 |
14 | -0.222657 | -1.5586 | 0.062764 |
15 | -0.256874 | -1.7981 | 0.03916 |
16 | -0.296392 | -2.0747 | 0.021642 |
17 | -0.310433 | -2.173 | 0.017321 |
18 | -0.309297 | -2.1651 | 0.01764 |
19 | -0.308463 | -2.1592 | 0.017877 |
20 | -0.291006 | -2.037 | 0.023533 |
21 | -0.286678 | -2.0067 | 0.025156 |
22 | -0.310476 | -2.1733 | 0.017309 |
23 | -0.327047 | -2.2893 | 0.013204 |
24 | -0.317359 | -2.2215 | 0.015484 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.877431 | 6.142 | 0 |
2 | -0.455776 | -3.1904 | 0.001239 |
3 | 0.17497 | 1.2248 | 0.113255 |
4 | 0.12972 | 0.908 | 0.184151 |
5 | 0.182717 | 1.279 | 0.103457 |
6 | -0.097559 | -0.6829 | 0.248939 |
7 | -0.129543 | -0.9068 | 0.184475 |
8 | -0.174718 | -1.223 | 0.113584 |
9 | -0.107156 | -0.7501 | 0.228392 |
10 | 0.065539 | 0.4588 | 0.324213 |
11 | -0.21921 | -1.5345 | 0.065673 |
12 | -0.008372 | -0.0586 | 0.476754 |
13 | -0.046844 | -0.3279 | 0.372188 |
14 | 0.061823 | 0.4328 | 0.333544 |
15 | -0.119429 | -0.836 | 0.203606 |
16 | 0.045906 | 0.3213 | 0.374659 |
17 | 0.065708 | 0.46 | 0.323792 |
18 | -0.091434 | -0.64 | 0.262566 |
19 | -0.046845 | -0.3279 | 0.372187 |
20 | 0.047431 | 0.332 | 0.370647 |
21 | -0.151605 | -1.0612 | 0.146892 |
22 | -0.159061 | -1.1134 | 0.135479 |
23 | 0.070545 | 0.4938 | 0.311822 |
24 | -0.050178 | -0.3512 | 0.363455 |