Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.426071 | 4.8952 | 1e-06 |
2 | 0.502397 | 5.7721 | 0 |
3 | 0.49896 | 5.7326 | 0 |
4 | 0.263079 | 3.0225 | 0.001506 |
5 | 0.330445 | 3.7965 | 0.000111 |
6 | 0.278938 | 3.2047 | 0.000848 |
7 | 0.263177 | 3.0237 | 0.001501 |
8 | 0.262196 | 3.0124 | 0.001554 |
9 | 0.428222 | 4.9199 | 1e-06 |
10 | 0.392143 | 4.5054 | 7e-06 |
11 | 0.34593 | 3.9744 | 5.8e-05 |
12 | 0.668004 | 7.6748 | 0 |
13 | 0.255093 | 2.9308 | 0.001993 |
14 | 0.378231 | 4.3455 | 1.4e-05 |
15 | 0.292332 | 3.3586 | 0.000512 |
16 | 0.155373 | 1.7851 | 0.038271 |
17 | 0.183501 | 2.1083 | 0.018449 |
18 | 0.122163 | 1.4035 | 0.081401 |
19 | 0.134502 | 1.5453 | 0.062332 |
20 | 0.10859 | 1.2476 | 0.107193 |
21 | 0.238852 | 2.7442 | 0.003455 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.426071 | 4.8952 | 1e-06 |
2 | 0.392028 | 4.5041 | 7e-06 |
3 | 0.291316 | 3.347 | 0.000532 |
4 | -0.145689 | -1.6738 | 0.048265 |
5 | 0.008586 | 0.0986 | 0.460785 |
6 | 0.061161 | 0.7027 | 0.241744 |
7 | 0.116985 | 1.3441 | 0.090618 |
8 | 0.026311 | 0.3023 | 0.381454 |
9 | 0.320445 | 3.6816 | 0.000168 |
10 | 0.184066 | 2.1148 | 0.018165 |
11 | -0.054994 | -0.6318 | 0.264296 |
12 | 0.438681 | 5.0401 | 1e-06 |
13 | -0.282981 | -3.2512 | 0.000729 |
14 | -0.088189 | -1.0132 | 0.156407 |
15 | -0.205961 | -2.3663 | 0.00971 |
16 | 0.079673 | 0.9154 | 0.180832 |
17 | -0.155973 | -1.792 | 0.037712 |
18 | -0.031635 | -0.3635 | 0.358422 |
19 | -0.012991 | -0.1493 | 0.440789 |
20 | -0.056763 | -0.6522 | 0.257716 |
21 | -0.037947 | -0.436 | 0.331782 |