Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.941868 | 12.6365 | 0 |
2 | 0.859886 | 11.5366 | 0 |
3 | 0.755657 | 10.1382 | 0 |
4 | 0.652835 | 8.7587 | 0 |
5 | 0.546721 | 7.335 | 0 |
6 | 0.445576 | 5.978 | 0 |
7 | 0.345007 | 4.6288 | 4e-06 |
8 | 0.239836 | 3.2177 | 0.000766 |
9 | 0.136661 | 1.8335 | 0.03419 |
10 | 0.029079 | 0.3901 | 0.348446 |
11 | -0.071669 | -0.9615 | 0.168785 |
12 | -0.171304 | -2.2983 | 0.011348 |
13 | -0.218232 | -2.9279 | 0.001927 |
14 | -0.237625 | -3.1881 | 0.000845 |
15 | -0.225293 | -3.0226 | 0.001436 |
16 | -0.204488 | -2.7435 | 0.003347 |
17 | -0.181149 | -2.4304 | 0.008032 |
18 | -0.156952 | -2.1057 | 0.018307 |
19 | -0.131287 | -1.7614 | 0.039934 |
20 | -0.110079 | -1.4769 | 0.070729 |
21 | -0.091958 | -1.2337 | 0.109454 |
22 | -0.06944 | -0.9316 | 0.176386 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.941868 | 12.6365 | 0 |
2 | -0.241214 | -3.2362 | 0.000721 |
3 | -0.210775 | -2.8278 | 0.002609 |
4 | 0.018726 | 0.2512 | 0.400961 |
5 | -0.079847 | -1.0713 | 0.142743 |
6 | -0.031273 | -0.4196 | 0.33765 |
7 | -0.069385 | -0.9309 | 0.176577 |
8 | -0.139944 | -1.8775 | 0.031031 |
9 | -0.045306 | -0.6078 | 0.272027 |
10 | -0.129875 | -1.7425 | 0.041568 |
11 | -0.038098 | -0.5111 | 0.304942 |
12 | -0.100088 | -1.3428 | 0.090511 |
13 | 0.393359 | 5.2775 | 0 |
14 | 0.064418 | 0.8643 | 0.1943 |
15 | 0.060483 | 0.8115 | 0.209085 |
16 | -0.026416 | -0.3544 | 0.361726 |
17 | -0.094129 | -1.2629 | 0.104135 |
18 | 0.015484 | 0.2077 | 0.417835 |
19 | -0.002218 | -0.0298 | 0.488149 |
20 | -0.142641 | -1.9137 | 0.028621 |
21 | -0.046582 | -0.625 | 0.266392 |
22 | -0.016675 | -0.2237 | 0.411614 |