Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.508807 | 9.5461 | 0 |
2 | 0.412072 | 7.7312 | 0 |
3 | 0.405474 | 7.6074 | 0 |
4 | 0.336241 | 6.3084 | 0 |
5 | 0.35884 | 6.7324 | 0 |
6 | 0.327088 | 6.1367 | 0 |
7 | 0.287409 | 5.3923 | 0 |
8 | 0.251502 | 4.7186 | 2e-06 |
9 | 0.223538 | 4.1939 | 1.7e-05 |
10 | 0.243978 | 4.5774 | 3e-06 |
11 | 0.209398 | 3.9287 | 5.1e-05 |
12 | 0.176693 | 3.3151 | 0.000506 |
13 | 0.223993 | 4.2025 | 1.7e-05 |
14 | 0.211979 | 3.9771 | 4.2e-05 |
15 | 0.083986 | 1.5757 | 0.057994 |
16 | 0.075178 | 1.4105 | 0.079642 |
17 | 0.094775 | 1.7781 | 0.038123 |
18 | 0.059991 | 1.1255 | 0.130566 |
19 | 0.079409 | 1.4898 | 0.068581 |
20 | 0.060523 | 1.1355 | 0.128467 |
21 | 0.074288 | 1.3938 | 0.082133 |
22 | 0.050717 | 0.9515 | 0.170991 |
23 | 0.06729 | 1.2625 | 0.103807 |
24 | 0.084587 | 1.587 | 0.056706 |
25 | 0.084675 | 1.5886 | 0.056519 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.508807 | 9.5461 | 0 |
2 | 0.206698 | 3.878 | 6.3e-05 |
3 | 0.188846 | 3.5431 | 0.000224 |
4 | 0.056353 | 1.0573 | 0.145557 |
5 | 0.134721 | 2.5276 | 0.005961 |
6 | 0.05285 | 0.9915 | 0.16105 |
7 | 0.023999 | 0.4503 | 0.326402 |
8 | -0.008686 | -0.163 | 0.435319 |
9 | -0.001102 | -0.0207 | 0.491762 |
10 | 0.057749 | 1.0835 | 0.139671 |
11 | -0.005606 | -0.1052 | 0.458147 |
12 | -0.017667 | -0.3315 | 0.370249 |
13 | 0.084371 | 1.5829 | 0.057166 |
14 | 0.038345 | 0.7194 | 0.236182 |
15 | -0.156246 | -2.9314 | 0.001797 |
16 | -0.053822 | -1.0098 | 0.156645 |
17 | 0.021948 | 0.4118 | 0.340372 |
18 | -0.027514 | -0.5162 | 0.303015 |
19 | 0.014605 | 0.274 | 0.392118 |
20 | -0.003812 | -0.0715 | 0.471512 |
21 | 0.058115 | 1.0903 | 0.138154 |
22 | -0.009373 | -0.1759 | 0.430252 |
23 | 0.027454 | 0.5151 | 0.30341 |
24 | 0.023755 | 0.4457 | 0.328053 |
25 | 0.049025 | 0.9198 | 0.179158 |