Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.842565 | 29.6937 | 0 |
2 | 0.624548 | 22.0103 | 0 |
3 | 0.498238 | 17.5589 | 0 |
4 | 0.475415 | 16.7546 | 0 |
5 | 0.552044 | 19.4551 | 0 |
6 | 0.710002 | 25.0219 | 0 |
7 | 0.791779 | 27.9039 | 0 |
8 | 0.65936 | 23.2372 | 0 |
9 | 0.456684 | 16.0945 | 0 |
10 | 0.340424 | 11.9972 | 0 |
11 | 0.329051 | 11.5964 | 0 |
12 | 0.409628 | 14.4361 | 0 |
13 | 0.569847 | 20.0826 | 0 |
14 | 0.659471 | 23.2411 | 0 |
15 | 0.536772 | 18.9169 | 0 |
16 | 0.35135 | 12.3823 | 0 |
17 | 0.25187 | 8.8764 | 0 |
18 | 0.243822 | 8.5928 | 0 |
19 | 0.324533 | 11.4372 | 0 |
20 | 0.48405 | 17.0589 | 0 |
21 | 0.568937 | 20.0505 | 0 |
22 | 0.460539 | 16.2303 | 0 |
23 | 0.287248 | 10.1232 | 0 |
24 | 0.196475 | 6.9242 | 0 |
25 | 0.195503 | 6.8899 | 0 |
26 | 0.283148 | 9.9787 | 0 |
27 | 0.451868 | 15.9247 | 0 |
28 | 0.547273 | 19.287 | 0 |
29 | 0.445936 | 15.7157 | 0 |
30 | 0.275127 | 9.696 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.842565 | 29.6937 | 0 |
2 | -0.294287 | -10.3713 | 0 |
3 | 0.245738 | 8.6603 | 0 |
4 | 0.161304 | 5.6847 | 0 |
5 | 0.333121 | 11.7399 | 0 |
6 | 0.454729 | 16.0256 | 0 |
7 | 0.053569 | 1.8879 | 0.029638 |
8 | -0.429451 | -15.1347 | 0 |
9 | -0.127721 | -4.5011 | 4e-06 |
10 | 0.047827 | 1.6855 | 0.046068 |
11 | 0.046797 | 1.6492 | 0.049679 |
12 | 0.039387 | 1.3881 | 0.082679 |
13 | 0.197782 | 6.9702 | 0 |
14 | 0.099383 | 3.5025 | 0.000239 |
15 | -0.23638 | -8.3305 | 0 |
16 | 0.01614 | 0.5688 | 0.284792 |
17 | 0.042627 | 1.5022 | 0.066644 |
18 | -0.045827 | -1.615 | 0.05328 |
19 | 0.015584 | 0.5492 | 0.291475 |
20 | 0.109981 | 3.8759 | 5.6e-05 |
21 | 0.023416 | 0.8252 | 0.204698 |
22 | -0.05914 | -2.0842 | 0.018672 |
23 | -0.003722 | -0.1312 | 0.44783 |
24 | 0.035364 | 1.2463 | 0.106446 |
25 | -0.006355 | -0.224 | 0.411407 |
26 | 0.055898 | 1.97 | 0.024532 |
27 | 0.132965 | 4.6859 | 2e-06 |
28 | 0.04155 | 1.4643 | 0.071681 |
29 | -0.081981 | -2.8892 | 0.001965 |
30 | -0.047922 | -1.6889 | 0.045748 |