Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.790815 | 10.7853 | 0 |
2 | 0.73473 | 10.0204 | 0 |
3 | 0.630802 | 8.603 | 0 |
4 | 0.660352 | 9.006 | 0 |
5 | 0.708903 | 9.6681 | 0 |
6 | 0.770381 | 10.5066 | 0 |
7 | 0.667755 | 9.107 | 0 |
8 | 0.588333 | 8.0238 | 0 |
9 | 0.517063 | 7.0518 | 0 |
10 | 0.589282 | 8.0367 | 0 |
11 | 0.621531 | 8.4766 | 0 |
12 | 0.781241 | 10.6547 | 0 |
13 | 0.599581 | 8.1772 | 0 |
14 | 0.555439 | 7.5752 | 0 |
15 | 0.460689 | 6.283 | 0 |
16 | 0.487267 | 6.6454 | 0 |
17 | 0.539841 | 7.3625 | 0 |
18 | 0.594738 | 8.1111 | 0 |
19 | 0.503799 | 6.8709 | 0 |
20 | 0.436481 | 5.9528 | 0 |
21 | 0.372258 | 5.0769 | 0 |
22 | 0.446361 | 6.0875 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.790815 | 10.7853 | 0 |
2 | 0.291878 | 3.9807 | 4.9e-05 |
3 | -0.033452 | -0.4562 | 0.32438 |
4 | 0.289755 | 3.9517 | 5.5e-05 |
5 | 0.331127 | 4.516 | 6e-06 |
6 | 0.272472 | 3.716 | 0.000134 |
7 | -0.245022 | -3.3417 | 0.000503 |
8 | -0.181978 | -2.4818 | 0.006979 |
9 | 0.004857 | 0.0662 | 0.47363 |
10 | 0.293502 | 4.0028 | 4.5e-05 |
11 | 0.025068 | 0.3419 | 0.366415 |
12 | 0.499778 | 6.8161 | 0 |
13 | -0.548296 | -7.4778 | 0 |
14 | -0.084489 | -1.1523 | 0.125343 |
15 | -0.005534 | -0.0755 | 0.469959 |
16 | -0.040389 | -0.5508 | 0.291206 |
17 | 0.014622 | 0.1994 | 0.421075 |
18 | -0.002844 | -0.0388 | 0.484551 |
19 | 0.097982 | 1.3363 | 0.091542 |
20 | 0.033847 | 0.4616 | 0.32245 |
21 | 0.086372 | 1.178 | 0.120159 |
22 | 0.045747 | 0.6239 | 0.266729 |