Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.438818 | 5.0033 | 1e-06 |
2 | 0.38697 | 4.4121 | 1.1e-05 |
3 | 0.288822 | 3.2931 | 0.000638 |
4 | 0.266826 | 3.0423 | 0.001421 |
5 | 0.220628 | 2.5155 | 0.006551 |
6 | 0.190041 | 2.1668 | 0.016037 |
7 | 0.163992 | 1.8698 | 0.031881 |
8 | 0.147076 | 1.6769 | 0.047981 |
9 | 0.163711 | 1.8666 | 0.032105 |
10 | 0.328598 | 3.7466 | 0.000134 |
11 | 0.367037 | 4.1849 | 2.6e-05 |
12 | 0.337916 | 3.8528 | 9.1e-05 |
13 | 0.286801 | 3.27 | 0.000688 |
14 | 0.17134 | 1.9536 | 0.026449 |
15 | 0.267932 | 3.0549 | 0.001366 |
16 | 0.134786 | 1.5368 | 0.063387 |
17 | 0.105626 | 1.2043 | 0.115327 |
18 | 0.120606 | 1.3751 | 0.08573 |
19 | 0.055943 | 0.6379 | 0.262346 |
20 | 0.114911 | 1.3102 | 0.096221 |
21 | 0.245389 | 2.7979 | 0.002964 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.438818 | 5.0033 | 1e-06 |
2 | 0.240772 | 2.7452 | 0.003452 |
3 | 0.071313 | 0.8131 | 0.208826 |
4 | 0.079667 | 0.9083 | 0.18269 |
5 | 0.036346 | 0.4144 | 0.33963 |
6 | 0.020946 | 0.2388 | 0.405812 |
7 | 0.017133 | 0.1953 | 0.422713 |
8 | 0.017591 | 0.2006 | 0.420675 |
9 | 0.057542 | 0.6561 | 0.256466 |
10 | 0.266821 | 3.0422 | 0.001421 |
11 | 0.19146 | 2.183 | 0.015417 |
12 | 0.058853 | 0.671 | 0.251696 |
13 | -0.005855 | -0.0668 | 0.473437 |
14 | -0.142173 | -1.621 | 0.053718 |
15 | 0.107494 | 1.2256 | 0.111278 |
16 | -0.093163 | -1.0622 | 0.145051 |
17 | -0.066559 | -0.7589 | 0.224646 |
18 | 0.071827 | 0.8189 | 0.207157 |
19 | -0.040469 | -0.4614 | 0.322635 |
20 | 0.040366 | 0.4602 | 0.323056 |
21 | 0.1634 | 1.8631 | 0.032356 |