Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.851343 | 8.8474 | 0 |
2 | 0.758794 | 7.8856 | 0 |
3 | 0.708596 | 7.3639 | 0 |
4 | 0.564708 | 5.8686 | 0 |
5 | 0.472632 | 4.9117 | 2e-06 |
6 | 0.472109 | 4.9063 | 2e-06 |
7 | 0.399185 | 4.1485 | 3.3e-05 |
8 | 0.356819 | 3.7082 | 0.000166 |
9 | 0.418232 | 4.3464 | 1.6e-05 |
10 | 0.419368 | 4.3582 | 1.5e-05 |
11 | 0.430798 | 4.477 | 9e-06 |
12 | 0.492643 | 5.1197 | 1e-06 |
13 | 0.467731 | 4.8608 | 2e-06 |
14 | 0.402572 | 4.1836 | 2.9e-05 |
15 | 0.377827 | 3.9265 | 7.6e-05 |
16 | 0.319768 | 3.3231 | 0.000608 |
17 | 0.263403 | 2.7374 | 0.003622 |
18 | 0.234385 | 2.4358 | 0.008247 |
19 | 0.19547 | 2.0314 | 0.022336 |
20 | 0.149785 | 1.5566 | 0.061244 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.851343 | 8.8474 | 0 |
2 | 0.123573 | 1.2842 | 0.100908 |
3 | 0.137362 | 1.4275 | 0.07816 |
4 | -0.319351 | -3.3188 | 0.000617 |
5 | 0.030741 | 0.3195 | 0.374995 |
6 | 0.273646 | 2.8438 | 0.002666 |
7 | -0.079329 | -0.8244 | 0.205761 |
8 | 0.006376 | 0.0663 | 0.473646 |
9 | 0.259134 | 2.693 | 0.004105 |
10 | 0.066201 | 0.688 | 0.246471 |
11 | 0.078476 | 0.8156 | 0.208276 |
12 | 0.016951 | 0.1762 | 0.430251 |
13 | -0.115057 | -1.1957 | 0.117215 |
14 | -0.12386 | -1.2872 | 0.10039 |
15 | -0.067815 | -0.7047 | 0.241242 |
16 | 0.042362 | 0.4402 | 0.330323 |
17 | 0.110687 | 1.1503 | 0.126281 |
18 | -0.114401 | -1.1889 | 0.118545 |
19 | -0.03222 | -0.3348 | 0.369199 |
20 | -0.017187 | -0.1786 | 0.429286 |