Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.964645 | 10.0249 | 0 |
2 | 0.940218 | 9.771 | 0 |
3 | 0.909164 | 9.4483 | 0 |
4 | 0.887341 | 9.2215 | 0 |
5 | 0.859837 | 8.9357 | 0 |
6 | 0.845422 | 8.7859 | 0 |
7 | 0.808103 | 8.3981 | 0 |
8 | 0.783684 | 8.1443 | 0 |
9 | 0.753938 | 7.8351 | 0 |
10 | 0.733193 | 7.6196 | 0 |
11 | 0.706676 | 7.344 | 0 |
12 | 0.688669 | 7.1569 | 0 |
13 | 0.646577 | 6.7194 | 0 |
14 | 0.614676 | 6.3879 | 0 |
15 | 0.579588 | 6.0233 | 0 |
16 | 0.55029 | 5.7188 | 0 |
17 | 0.518221 | 5.3855 | 0 |
18 | 0.498272 | 5.1782 | 1e-06 |
19 | 0.460048 | 4.781 | 3e-06 |
20 | 0.431987 | 4.4893 | 9e-06 |
21 | 0.402944 | 4.1875 | 2.9e-05 |
22 | 0.383365 | 3.984 | 6.2e-05 |
23 | 0.358659 | 3.7273 | 0.000155 |
24 | 0.344065 | 3.5756 | 0.000262 |
25 | 0.31076 | 3.2295 | 0.000822 |
26 | 0.287963 | 2.9926 | 0.001714 |
27 | 0.261016 | 2.7126 | 0.003886 |
28 | 0.242781 | 2.5231 | 0.006545 |
29 | 0.221454 | 2.3014 | 0.011643 |
30 | 0.208747 | 2.1694 | 0.016124 |
31 | 0.176441 | 1.8336 | 0.034731 |
32 | 0.155339 | 1.6143 | 0.054687 |
33 | 0.130421 | 1.3554 | 0.089063 |
34 | 0.114981 | 1.1949 | 0.117369 |
35 | 0.094922 | 0.9865 | 0.163057 |
36 | 0.082051 | 0.8527 | 0.197857 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.964645 | 10.0249 | 0 |
2 | 0.139328 | 1.4479 | 0.075265 |
3 | -0.085855 | -0.8922 | 0.187127 |
4 | 0.095248 | 0.9898 | 0.162232 |
5 | -0.055489 | -0.5767 | 0.282684 |
6 | 0.146197 | 1.5193 | 0.065802 |
7 | -0.290562 | -3.0196 | 0.001579 |
8 | 0.086737 | 0.9014 | 0.184692 |
9 | -0.003644 | -0.0379 | 0.484931 |
10 | 0.036541 | 0.3797 | 0.352441 |
11 | -0.014508 | -0.1508 | 0.440218 |
12 | -0.001533 | -0.0159 | 0.493659 |
13 | -0.243772 | -2.5334 | 0.006367 |
14 | -0.000789 | -0.0082 | 0.496738 |
15 | 0.026478 | 0.2752 | 0.391857 |
16 | -0.038908 | -0.4043 | 0.343382 |
17 | 0.018519 | 0.1925 | 0.423875 |
18 | 0.061254 | 0.6366 | 0.262875 |
19 | -0.112097 | -1.165 | 0.123303 |
20 | 0.005014 | 0.0521 | 0.479271 |
21 | 0.041757 | 0.434 | 0.332594 |
22 | 0.058976 | 0.6129 | 0.270618 |
23 | -0.024582 | -0.2555 | 0.399426 |
24 | 0.027002 | 0.2806 | 0.389771 |
25 | -0.10291 | -1.0695 | 0.143621 |
26 | 0.023616 | 0.2454 | 0.403295 |
27 | -0.019279 | -0.2004 | 0.420792 |
28 | 0.024975 | 0.2595 | 0.397855 |
29 | 0.020524 | 0.2133 | 0.41575 |
30 | -0.024885 | -0.2586 | 0.398212 |
31 | -0.119333 | -1.2402 | 0.108804 |
32 | 0.017259 | 0.1794 | 0.428993 |
33 | -0.017959 | -0.1866 | 0.426148 |
34 | 0.021761 | 0.2262 | 0.410755 |
35 | -0.004741 | -0.0493 | 0.480398 |
36 | -0.041304 | -0.4292 | 0.334302 |