Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.884986 | 8.1592 | 0 |
2 | 0.708728 | 6.5342 | 0 |
3 | 0.582027 | 5.366 | 0 |
4 | 0.524011 | 4.8311 | 3e-06 |
5 | 0.520415 | 4.798 | 3e-06 |
6 | 0.498155 | 4.5928 | 8e-06 |
7 | 0.427267 | 3.9392 | 8.3e-05 |
8 | 0.335945 | 3.0973 | 0.001323 |
9 | 0.29756 | 2.7434 | 0.003708 |
10 | 0.340134 | 3.1359 | 0.001177 |
11 | 0.431613 | 3.9793 | 7.2e-05 |
12 | 0.469565 | 4.3292 | 2e-05 |
13 | 0.333716 | 3.0767 | 0.001408 |
14 | 0.153472 | 1.4149 | 0.08037 |
15 | 0.019352 | 0.1784 | 0.429409 |
16 | -0.051352 | -0.4734 | 0.318556 |
17 | -0.07057 | -0.6506 | 0.258521 |
18 | -0.099843 | -0.9205 | 0.179957 |
19 | -0.164 | -1.512 | 0.067121 |
20 | -0.242017 | -2.2313 | 0.014147 |
21 | -0.269298 | -2.4828 | 0.0075 |
22 | -0.227905 | -2.1012 | 0.019293 |
23 | -0.149892 | -1.3819 | 0.085307 |
24 | -0.117933 | -1.0873 | 0.139992 |
25 | -0.220545 | -2.0333 | 0.02257 |
26 | -0.350506 | -3.2315 | 0.000876 |
27 | -0.433358 | -3.9954 | 6.8e-05 |
28 | -0.455683 | -4.2012 | 3.3e-05 |
29 | -0.435828 | -4.0181 | 6.3e-05 |
30 | -0.425366 | -3.9217 | 8.9e-05 |
31 | -0.4437 | -4.0907 | 4.9e-05 |
32 | -0.470423 | -4.3371 | 2e-05 |
33 | -0.449214 | -4.1415 | 4.1e-05 |
34 | -0.372158 | -3.4311 | 0.000465 |
35 | -0.274308 | -2.529 | 0.006643 |
36 | -0.215052 | -1.9827 | 0.025317 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.884986 | 8.1592 | 0 |
2 | -0.343508 | -3.167 | 0.00107 |
3 | 0.226753 | 2.0906 | 0.019777 |
4 | 0.113084 | 1.0426 | 0.150048 |
5 | 0.15212 | 1.4025 | 0.082208 |
6 | -0.142553 | -1.3143 | 0.096145 |
7 | -0.073853 | -0.6809 | 0.248894 |
8 | -0.027718 | -0.2555 | 0.399458 |
9 | 0.220635 | 2.0342 | 0.022527 |
10 | 0.175916 | 1.6219 | 0.054268 |
11 | 0.180425 | 1.6634 | 0.049954 |
12 | -0.193959 | -1.7882 | 0.038652 |
13 | -0.665845 | -6.1388 | 0 |
14 | 0.114182 | 1.0527 | 0.14773 |
15 | -0.104612 | -0.9645 | 0.168773 |
16 | -0.009586 | -0.0884 | 0.464892 |
17 | -0.090324 | -0.8327 | 0.20366 |
18 | 0.061362 | 0.5657 | 0.286533 |
19 | 0.073926 | 0.6816 | 0.248684 |
20 | 0.019412 | 0.179 | 0.429195 |
21 | -0.01942 | -0.179 | 0.429163 |
22 | -0.178281 | -1.6437 | 0.05197 |
23 | -0.040343 | -0.3719 | 0.355428 |
24 | -0.047244 | -0.4356 | 0.332126 |
25 | -0.069926 | -0.6447 | 0.260432 |
26 | 0.01864 | 0.1719 | 0.431981 |
27 | 0.03339 | 0.3078 | 0.379478 |
28 | 0.082044 | 0.7564 | 0.225747 |
29 | -0.047443 | -0.4374 | 0.331465 |
30 | 0.002155 | 0.0199 | 0.492096 |
31 | -0.066082 | -0.6092 | 0.271993 |
32 | 0.008325 | 0.0768 | 0.469501 |
33 | -0.019452 | -0.1793 | 0.42905 |
34 | -0.03452 | -0.3183 | 0.375535 |
35 | -0.031865 | -0.2938 | 0.384821 |
36 | 0.103775 | 0.9568 | 0.1707 |