Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.696456 | 7.5011 | 0 |
2 | 0.604544 | 6.5111 | 0 |
3 | 0.658224 | 7.0893 | 0 |
4 | 0.569366 | 6.1323 | 0 |
5 | 0.577092 | 6.2155 | 0 |
6 | 0.745406 | 8.0283 | 0 |
7 | 0.526301 | 5.6684 | 0 |
8 | 0.477608 | 5.144 | 1e-06 |
9 | 0.515165 | 5.5485 | 0 |
10 | 0.415283 | 4.4727 | 9e-06 |
11 | 0.461397 | 4.9694 | 1e-06 |
12 | 0.66442 | 7.156 | 0 |
13 | 0.405444 | 4.3668 | 1.4e-05 |
14 | 0.343988 | 3.7049 | 0.000163 |
15 | 0.402875 | 4.3391 | 1.5e-05 |
16 | 0.334732 | 3.6052 | 0.000231 |
17 | 0.359435 | 3.8712 | 9e-05 |
18 | 0.525714 | 5.6621 | 0 |
19 | 0.328838 | 3.5417 | 0.000287 |
20 | 0.302339 | 3.2563 | 0.00074 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.696456 | 7.5011 | 0 |
2 | 0.232048 | 2.4992 | 0.006923 |
3 | 0.355641 | 3.8304 | 0.000104 |
4 | -0.00315 | -0.0339 | 0.486497 |
5 | 0.182397 | 1.9645 | 0.025933 |
6 | 0.465364 | 5.0121 | 1e-06 |
7 | -0.378898 | -4.0809 | 4.1e-05 |
8 | 0.036418 | 0.3922 | 0.347802 |
9 | -0.094696 | -1.0199 | 0.154948 |
10 | -0.068754 | -0.7405 | 0.230246 |
11 | 0.206011 | 2.2188 | 0.014223 |
12 | 0.33637 | 3.6228 | 0.000217 |
13 | -0.418986 | -4.5126 | 8e-06 |
14 | -0.046976 | -0.5059 | 0.306928 |
15 | 0.007412 | 0.0798 | 0.468255 |
16 | 0.108758 | 1.1714 | 0.121928 |
17 | 0.016507 | 0.1778 | 0.429599 |
18 | 0.073952 | 0.7965 | 0.213688 |
19 | -0.017445 | -0.1879 | 0.425646 |
20 | 0.016364 | 0.1762 | 0.430203 |