Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.955299 | 10.3331 | 0 |
2 | 0.902648 | 9.7636 | 0 |
3 | 0.844238 | 9.1318 | 0 |
4 | 0.779934 | 8.4363 | 0 |
5 | 0.712595 | 7.7079 | 0 |
6 | 0.642014 | 6.9444 | 0 |
7 | 0.569749 | 6.1628 | 0 |
8 | 0.494061 | 5.3441 | 0 |
9 | 0.42095 | 4.5533 | 7e-06 |
10 | 0.35394 | 3.8284 | 0.000104 |
11 | 0.289617 | 3.1327 | 0.001095 |
12 | 0.227148 | 2.457 | 0.007739 |
13 | 0.168247 | 1.8199 | 0.035668 |
14 | 0.113763 | 1.2305 | 0.110482 |
15 | 0.060345 | 0.6527 | 0.257606 |
16 | 0.009299 | 0.1006 | 0.460027 |
17 | -0.039447 | -0.4267 | 0.335196 |
18 | -0.085677 | -0.9267 | 0.177985 |
19 | -0.127167 | -1.3755 | 0.085799 |
20 | -0.164064 | -1.7746 | 0.03928 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.955299 | 10.3331 | 0 |
2 | -0.113807 | -1.231 | 0.110393 |
3 | -0.086659 | -0.9374 | 0.175251 |
4 | -0.090415 | -0.978 | 0.16505 |
5 | -0.059086 | -0.6391 | 0.261999 |
6 | -0.067202 | -0.7269 | 0.234369 |
7 | -0.052783 | -0.5709 | 0.284569 |
8 | -0.079534 | -0.8603 | 0.195694 |
9 | -0.010998 | -0.119 | 0.452756 |
10 | 0.022287 | 0.2411 | 0.404963 |
11 | -0.024769 | -0.2679 | 0.394615 |
12 | -0.039024 | -0.4221 | 0.33686 |
13 | -0.019407 | -0.2099 | 0.41705 |
14 | -0.010582 | -0.1145 | 0.454533 |
15 | -0.052311 | -0.5658 | 0.286298 |
16 | -0.038156 | -0.4127 | 0.340282 |
17 | -0.040254 | -0.4354 | 0.332033 |
18 | -0.030333 | -0.3281 | 0.371709 |
19 | -0.002914 | -0.0315 | 0.487455 |
20 | -0.009183 | -0.0993 | 0.460525 |