Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.911314 | 9.4706 | 0 |
2 | 0.829571 | 8.6212 | 0 |
3 | 0.740332 | 7.6938 | 0 |
4 | 0.639703 | 6.648 | 0 |
5 | 0.540622 | 5.6183 | 0 |
6 | 0.445492 | 4.6297 | 5e-06 |
7 | 0.348306 | 3.6197 | 0.000225 |
8 | 0.272642 | 2.8334 | 0.002749 |
9 | 0.198892 | 2.0669 | 0.020565 |
10 | 0.150397 | 1.563 | 0.060492 |
11 | 0.110611 | 1.1495 | 0.126444 |
12 | 0.070708 | 0.7348 | 0.23202 |
13 | 0.051561 | 0.5358 | 0.296588 |
14 | 0.033652 | 0.3497 | 0.363615 |
15 | 0.025983 | 0.27 | 0.393829 |
16 | 0.010109 | 0.1051 | 0.458265 |
17 | -0.003245 | -0.0337 | 0.486579 |
18 | -0.031128 | -0.3235 | 0.373476 |
19 | -0.030046 | -0.3122 | 0.377727 |
20 | -0.035636 | -0.3703 | 0.355925 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.911314 | 9.4706 | 0 |
2 | -0.005435 | -0.0565 | 0.477532 |
3 | -0.087452 | -0.9088 | 0.182733 |
4 | -0.122201 | -1.2699 | 0.103416 |
5 | -0.056489 | -0.587 | 0.279198 |
6 | -0.034963 | -0.3633 | 0.35853 |
7 | -0.072257 | -0.7509 | 0.227166 |
8 | 0.055355 | 0.5753 | 0.283155 |
9 | -0.040535 | -0.4213 | 0.337205 |
10 | 0.084855 | 0.8818 | 0.18991 |
11 | -7.6e-05 | -8e-04 | 0.499684 |
12 | -0.054381 | -0.5651 | 0.286574 |
13 | 0.06161 | 0.6403 | 0.261678 |
14 | -0.028939 | -0.3007 | 0.382094 |
15 | 0.038745 | 0.4027 | 0.344001 |
16 | -0.091653 | -0.9525 | 0.171489 |
17 | -0.000303 | -0.0031 | 0.498747 |
18 | -0.110987 | -1.1534 | 0.125643 |
19 | 0.153301 | 1.5931 | 0.057025 |
20 | -0.016859 | -0.1752 | 0.430624 |