Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.757947 | 8.9681 | 0 |
2 | 0.62655 | 7.4134 | 0 |
3 | 0.650163 | 7.6928 | 0 |
4 | 0.577184 | 6.8293 | 0 |
5 | 0.522535 | 6.1827 | 0 |
6 | 0.481914 | 5.7021 | 0 |
7 | 0.434979 | 5.1467 | 0 |
8 | 0.373083 | 4.4144 | 1e-05 |
9 | 0.286187 | 3.3862 | 0.00046 |
10 | 0.191769 | 2.269 | 0.012397 |
11 | 0.106097 | 1.2554 | 0.10572 |
12 | 0.055462 | 0.6562 | 0.256374 |
13 | 0.0238 | 0.2816 | 0.389329 |
14 | -0.076582 | -0.9061 | 0.183211 |
15 | -0.145124 | -1.7171 | 0.044084 |
16 | -0.202086 | -2.3911 | 0.009063 |
17 | -0.260513 | -3.0824 | 0.001237 |
18 | -0.311756 | -3.6888 | 0.000161 |
19 | -0.357402 | -4.2288 | 2.1e-05 |
20 | -0.394787 | -4.6712 | 3e-06 |
21 | -0.452679 | -5.3562 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.757947 | 8.9681 | 0 |
2 | 0.122361 | 1.4478 | 0.074955 |
3 | 0.335533 | 3.9701 | 5.7e-05 |
4 | -0.053098 | -0.6283 | 0.265426 |
5 | 0.081686 | 0.9665 | 0.167725 |
6 | -0.049545 | -0.5862 | 0.279333 |
7 | 0.017007 | 0.2012 | 0.420405 |
8 | -0.083521 | -0.9882 | 0.162373 |
9 | -0.115615 | -1.368 | 0.086756 |
10 | -0.160743 | -1.9019 | 0.029617 |
11 | -0.1323 | -1.5654 | 0.059874 |
12 | -0.033886 | -0.4009 | 0.344537 |
13 | 0.021087 | 0.2495 | 0.401668 |
14 | -0.150548 | -1.7813 | 0.038516 |
15 | -0.034017 | -0.4025 | 0.343969 |
16 | -0.12012 | -1.4213 | 0.078729 |
17 | 6.7e-05 | 8e-04 | 0.499687 |
18 | -0.07047 | -0.8338 | 0.202902 |
19 | -0.021976 | -0.26 | 0.397613 |
20 | -0.073941 | -0.8749 | 0.19157 |
21 | -0.116363 | -1.3768 | 0.085381 |