Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.880723 | 9.4857 | 0 |
2 | 0.832677 | 8.9682 | 0 |
3 | 0.788415 | 8.4915 | 0 |
4 | 0.697042 | 7.5074 | 0 |
5 | 0.67718 | 7.2935 | 0 |
6 | 0.635984 | 6.8498 | 0 |
7 | 0.589615 | 6.3503 | 0 |
8 | 0.548012 | 5.9023 | 0 |
9 | 0.537812 | 5.7924 | 0 |
10 | 0.482211 | 5.1936 | 0 |
11 | 0.44079 | 4.7475 | 3e-06 |
12 | 0.409847 | 4.4142 | 1.1e-05 |
13 | 0.337315 | 3.633 | 0.000209 |
14 | 0.315942 | 3.4028 | 0.000458 |
15 | 0.28874 | 3.1098 | 0.001178 |
16 | 0.238546 | 2.5692 | 0.00573 |
17 | 0.225963 | 2.4337 | 0.008235 |
18 | 0.199474 | 2.1484 | 0.016881 |
19 | 0.180649 | 1.9456 | 0.027058 |
20 | 0.173736 | 1.8712 | 0.031919 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.880723 | 9.4857 | 0 |
2 | 0.25411 | 2.7368 | 0.00359 |
3 | 0.083918 | 0.9038 | 0.183982 |
4 | -0.209586 | -2.2573 | 0.01293 |
5 | 0.180258 | 1.9414 | 0.027315 |
6 | 0.022868 | 0.2463 | 0.402945 |
7 | -0.01284 | -0.1383 | 0.445125 |
8 | -0.10642 | -1.1462 | 0.12704 |
9 | 0.199891 | 2.1529 | 0.016699 |
10 | -0.158023 | -1.702 | 0.045721 |
11 | -0.043024 | -0.4634 | 0.321978 |
12 | -0.047182 | -0.5082 | 0.306151 |
13 | -0.05791 | -0.6237 | 0.267023 |
14 | 0.03596 | 0.3873 | 0.34962 |
15 | 0.039009 | 0.4201 | 0.33758 |
16 | -0.088366 | -0.9517 | 0.171606 |
17 | 0.053198 | 0.573 | 0.283889 |
18 | -0.008324 | -0.0897 | 0.464357 |
19 | 0.07718 | 0.8313 | 0.203768 |
20 | -0.013765 | -0.1483 | 0.441199 |