Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.81622 | 8.7148 | 0 |
2 | 0.761121 | 8.1265 | 0 |
3 | 0.765853 | 8.1771 | 0 |
4 | 0.704939 | 7.5267 | 0 |
5 | 0.678401 | 7.2433 | 0 |
6 | 0.664336 | 7.0932 | 0 |
7 | 0.614704 | 6.5632 | 0 |
8 | 0.601635 | 6.4237 | 0 |
9 | 0.589829 | 6.2977 | 0 |
10 | 0.530272 | 5.6618 | 0 |
11 | 0.571348 | 6.1003 | 0 |
12 | 0.608431 | 6.4963 | 0 |
13 | 0.50141 | 5.3536 | 0 |
14 | 0.474668 | 5.0681 | 1e-06 |
15 | 0.47766 | 5.1 | 1e-06 |
16 | 0.428286 | 4.5728 | 6e-06 |
17 | 0.399453 | 4.265 | 2.1e-05 |
18 | 0.372691 | 3.9792 | 6.1e-05 |
19 | 0.352801 | 3.7669 | 0.000132 |
20 | 0.326957 | 3.4909 | 0.000343 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.81622 | 8.7148 | 0 |
2 | 0.284332 | 3.0358 | 0.001486 |
3 | 0.290653 | 3.1033 | 0.001207 |
4 | -0.012672 | -0.1353 | 0.446309 |
5 | 0.063103 | 0.6738 | 0.250915 |
6 | 0.046686 | 0.4985 | 0.309557 |
7 | -0.043391 | -0.4633 | 0.322022 |
8 | 0.050344 | 0.5375 | 0.295975 |
9 | 0.034343 | 0.3667 | 0.357269 |
10 | -0.096631 | -1.0317 | 0.15219 |
11 | 0.218686 | 2.3349 | 0.010648 |
12 | 0.196119 | 2.094 | 0.019239 |
13 | -0.281101 | -3.0013 | 0.001651 |
14 | -0.117757 | -1.2573 | 0.105607 |
15 | 0.019128 | 0.2042 | 0.419267 |
16 | -0.01244 | -0.1328 | 0.447285 |
17 | -0.073099 | -0.7805 | 0.218362 |
18 | -0.044025 | -0.4701 | 0.319604 |
19 | 0.091897 | 0.9812 | 0.164289 |
20 | -0.068564 | -0.7321 | 0.232817 |