Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.912257 | 11.3208 | 0 |
2 | 0.775876 | 9.6284 | 0 |
3 | 0.678677 | 8.4222 | 0 |
4 | 0.640049 | 7.9428 | 0 |
5 | 0.649166 | 8.0559 | 0 |
6 | 0.645613 | 8.0118 | 0 |
7 | 0.602421 | 7.4759 | 0 |
8 | 0.547564 | 6.7951 | 0 |
9 | 0.530247 | 6.5802 | 0 |
10 | 0.562976 | 6.9864 | 0 |
11 | 0.635186 | 7.8824 | 0 |
12 | 0.665387 | 8.2572 | 0 |
13 | 0.556056 | 6.9005 | 0 |
14 | 0.407718 | 5.0596 | 1e-06 |
15 | 0.295309 | 3.6647 | 0.00017 |
16 | 0.238012 | 2.9537 | 0.001817 |
17 | 0.226951 | 2.8164 | 0.002746 |
18 | 0.204993 | 2.5439 | 0.005974 |
19 | 0.153542 | 1.9054 | 0.029296 |
20 | 0.093493 | 1.1602 | 0.123879 |
21 | 0.074836 | 0.9287 | 0.177251 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.912257 | 11.3208 | 0 |
2 | -0.335764 | -4.1667 | 2.6e-05 |
3 | 0.265518 | 3.295 | 0.000611 |
4 | 0.157979 | 1.9605 | 0.025873 |
5 | 0.19232 | 2.3866 | 0.009109 |
6 | -0.118315 | -1.4682 | 0.072038 |
7 | -0.041722 | -0.5178 | 0.302686 |
8 | 0.062342 | 0.7736 | 0.220165 |
9 | 0.212806 | 2.6409 | 0.004561 |
10 | 0.136237 | 1.6907 | 0.046463 |
11 | 0.251853 | 3.1254 | 0.001061 |
12 | -0.21237 | -2.6354 | 0.004631 |
13 | -0.695365 | -8.6293 | 0 |
14 | 0.141091 | 1.7509 | 0.040978 |
15 | -0.072875 | -0.9044 | 0.183611 |
16 | -0.139229 | -1.7278 | 0.043016 |
17 | -0.080476 | -0.9987 | 0.159759 |
18 | 0.017708 | 0.2198 | 0.413178 |
19 | 0.078998 | 0.9803 | 0.164229 |
20 | -0.070015 | -0.8689 | 0.193137 |
21 | 0.228156 | 2.8313 | 0.002627 |