Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.599642 | 5.5609 | 0 |
2 | 0.536191 | 4.9724 | 2e-06 |
3 | 0.446659 | 4.1421 | 4e-05 |
4 | 0.335905 | 3.1151 | 0.00125 |
5 | 0.290126 | 2.6905 | 0.004285 |
6 | 0.234315 | 2.173 | 0.016267 |
7 | 0.21978 | 2.0382 | 0.022304 |
8 | 0.163971 | 1.5206 | 0.066014 |
9 | 0.140898 | 1.3066 | 0.097411 |
10 | 0.065113 | 0.6038 | 0.273771 |
11 | 0.018235 | 0.1691 | 0.433057 |
12 | 0.001289 | 0.012 | 0.495245 |
13 | -0.005366 | -0.0498 | 0.480213 |
14 | 0.014947 | 0.1386 | 0.445042 |
15 | -0.006736 | -0.0625 | 0.475167 |
16 | -0.033689 | -0.3124 | 0.377739 |
17 | -0.033283 | -0.3087 | 0.379164 |
18 | -0.044134 | -0.4093 | 0.341676 |
19 | -0.070269 | -0.6516 | 0.258183 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.599642 | 5.5609 | 0 |
2 | 0.275785 | 2.5575 | 0.006148 |
3 | 0.081855 | 0.7591 | 0.224936 |
4 | -0.044033 | -0.4083 | 0.342019 |
5 | 0.019416 | 0.1801 | 0.428766 |
6 | 0.006459 | 0.0599 | 0.47619 |
7 | 0.050134 | 0.4649 | 0.321581 |
8 | -0.031443 | -0.2916 | 0.385652 |
9 | -0.0032 | -0.0297 | 0.488199 |
10 | -0.08915 | -0.8267 | 0.205334 |
11 | -0.053582 | -0.4969 | 0.310263 |
12 | 0.002098 | 0.0195 | 0.492261 |
13 | 0.032745 | 0.3037 | 0.381057 |
14 | 0.050621 | 0.4694 | 0.319973 |
15 | -0.025071 | -0.2325 | 0.408352 |
16 | -0.062153 | -0.5764 | 0.282931 |
17 | 0.00087 | 0.0081 | 0.496791 |
18 | 0.005737 | 0.0532 | 0.478845 |
19 | -0.034125 | -0.3165 | 0.376208 |