Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.463298 | 5.0752 | 1e-06 |
2 | 0.561691 | 6.153 | 0 |
3 | 0.567698 | 6.2188 | 0 |
4 | 0.328956 | 3.6035 | 0.000229 |
5 | 0.407547 | 4.4644 | 9e-06 |
6 | 0.357372 | 3.9148 | 7.5e-05 |
7 | 0.323183 | 3.5403 | 0.000285 |
8 | 0.327554 | 3.5882 | 0.000242 |
9 | 0.498208 | 5.4576 | 0 |
10 | 0.428313 | 4.6919 | 4e-06 |
11 | 0.427211 | 4.6799 | 4e-06 |
12 | 0.737674 | 8.0808 | 0 |
13 | 0.339575 | 3.7199 | 0.000152 |
14 | 0.483632 | 5.2979 | 0 |
15 | 0.41227 | 4.5162 | 7e-06 |
16 | 0.225417 | 2.4693 | 0.007472 |
17 | 0.306617 | 3.3588 | 0.000525 |
18 | 0.212009 | 2.3224 | 0.010947 |
19 | 0.216101 | 2.3673 | 0.00976 |
20 | 0.221342 | 2.4247 | 0.008406 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.463298 | 5.0752 | 1e-06 |
2 | 0.441897 | 4.8407 | 2e-06 |
3 | 0.344515 | 3.774 | 0.000126 |
4 | -0.160137 | -1.7542 | 0.040974 |
5 | -0.012586 | -0.1379 | 0.445285 |
6 | 0.078689 | 0.862 | 0.195204 |
7 | 0.123997 | 1.3583 | 0.088455 |
8 | 0.015767 | 0.1727 | 0.43158 |
9 | 0.371197 | 4.0663 | 4.3e-05 |
10 | 0.195242 | 2.1388 | 0.01724 |
11 | -0.046336 | -0.5076 | 0.306337 |
12 | 0.49515 | 5.4241 | 0 |
13 | -0.244021 | -2.6731 | 0.004281 |
14 | -0.194301 | -2.1285 | 0.017672 |
15 | -0.180472 | -1.977 | 0.025169 |
16 | -0.006662 | -0.073 | 0.470971 |
17 | -0.107073 | -1.1729 | 0.121575 |
18 | -0.075046 | -0.8221 | 0.206327 |
19 | 0.118557 | 1.2987 | 0.098265 |
20 | -0.01443 | -0.1581 | 0.437331 |