Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.876135 | 8.0299 | 0 |
2 | 0.684311 | 6.2718 | 0 |
3 | 0.556976 | 5.1048 | 1e-06 |
4 | 0.51798 | 4.7474 | 4e-06 |
5 | 0.539328 | 4.943 | 2e-06 |
6 | 0.535635 | 4.9092 | 2e-06 |
7 | 0.47219 | 4.3277 | 2.1e-05 |
8 | 0.381879 | 3.5 | 0.000374 |
9 | 0.34179 | 3.1326 | 0.001193 |
10 | 0.37537 | 3.4403 | 0.000454 |
11 | 0.467806 | 4.2875 | 2.4e-05 |
12 | 0.498172 | 4.5658 | 8e-06 |
13 | 0.337243 | 3.0909 | 0.001354 |
14 | 0.135902 | 1.2456 | 0.108194 |
15 | 0.001488 | 0.0136 | 0.494574 |
16 | -0.049241 | -0.4513 | 0.326467 |
17 | -0.048758 | -0.4469 | 0.328058 |
18 | -0.071441 | -0.6548 | 0.257203 |
19 | -0.140621 | -1.2888 | 0.100501 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.876135 | 8.0299 | 0 |
2 | -0.358454 | -3.2853 | 0.000744 |
3 | 0.279321 | 2.56 | 0.006128 |
4 | 0.146599 | 1.3436 | 0.091348 |
5 | 0.166622 | 1.5271 | 0.065244 |
6 | -0.11599 | -1.0631 | 0.145399 |
7 | -0.054266 | -0.4974 | 0.310119 |
8 | -0.0225 | -0.2062 | 0.41856 |
9 | 0.185364 | 1.6989 | 0.046521 |
10 | 0.108392 | 0.9934 | 0.161677 |
11 | 0.251501 | 2.305 | 0.011815 |
12 | -0.272157 | -2.4944 | 0.007289 |
13 | -0.66319 | -6.0782 | 0 |
14 | 0.195235 | 1.7894 | 0.03858 |
15 | -0.109531 | -1.0039 | 0.159163 |
16 | -0.137296 | -1.2583 | 0.105878 |
17 | -0.113223 | -1.0377 | 0.151192 |
18 | -0.00665 | -0.061 | 0.475772 |
19 | 0.031355 | 0.2874 | 0.387268 |