Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.976907 | 11.7635 | 0 |
2 | 0.955009 | 11.4998 | 0 |
3 | 0.93532 | 11.2627 | 0 |
4 | 0.913864 | 11.0044 | 0 |
5 | 0.89253 | 10.7475 | 0 |
6 | 0.872822 | 10.5102 | 0 |
7 | 0.851637 | 10.2551 | 0 |
8 | 0.831433 | 10.0118 | 0 |
9 | 0.812907 | 9.7887 | 0 |
10 | 0.792711 | 9.5455 | 0 |
11 | 0.773895 | 9.3189 | 0 |
12 | 0.756269 | 9.1067 | 0 |
13 | 0.736808 | 8.8723 | 0 |
14 | 0.718513 | 8.652 | 0 |
15 | 0.703319 | 8.4691 | 0 |
16 | 0.68681 | 8.2703 | 0 |
17 | 0.668775 | 8.0531 | 0 |
18 | 0.651366 | 7.8435 | 0 |
19 | 0.632817 | 7.6201 | 0 |
20 | 0.614054 | 7.3942 | 0 |
21 | 0.597301 | 7.1925 | 0 |
22 | 0.578448 | 6.9654 | 0 |
23 | 0.558534 | 6.7256 | 0 |
24 | 0.539546 | 6.497 | 0 |
25 | 0.519473 | 6.2553 | 0 |
26 | 0.498939 | 6.008 | 0 |
27 | 0.480607 | 5.7873 | 0 |
28 | 0.460451 | 5.5446 | 0 |
29 | 0.439961 | 5.2978 | 0 |
30 | 0.420352 | 5.0617 | 1e-06 |
31 | 0.400166 | 4.8186 | 2e-06 |
32 | 0.379616 | 4.5712 | 5e-06 |
33 | 0.360658 | 4.3429 | 1.3e-05 |
34 | 0.340609 | 4.1015 | 3.4e-05 |
35 | 0.31916 | 3.8432 | 9.1e-05 |
36 | 0.299977 | 3.6122 | 0.000209 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.976907 | 11.7635 | 0 |
2 | 0.014477 | 0.1743 | 0.430928 |
3 | 0.037874 | 0.4561 | 0.324511 |
4 | -0.046471 | -0.5596 | 0.288312 |
5 | -0.008098 | -0.0975 | 0.461225 |
6 | 0.02107 | 0.2537 | 0.400038 |
7 | -0.039735 | -0.4785 | 0.316515 |
8 | 0.011654 | 0.1403 | 0.444295 |
9 | 0.02173 | 0.2617 | 0.396978 |
10 | -0.041103 | -0.4949 | 0.310693 |
11 | 0.020303 | 0.2445 | 0.4036 |
12 | 0.009643 | 0.1161 | 0.453862 |
13 | -0.042193 | -0.5081 | 0.306087 |
14 | 0.014081 | 0.1696 | 0.432797 |
15 | 0.050603 | 0.6093 | 0.271625 |
16 | -0.025762 | -0.3102 | 0.378419 |
17 | -0.041071 | -0.4946 | 0.310828 |
18 | -0.008729 | -0.1051 | 0.458214 |
19 | -0.029503 | -0.3553 | 0.361455 |
20 | -0.013591 | -0.1637 | 0.435115 |
21 | 0.024166 | 0.291 | 0.385734 |
22 | -0.047779 | -0.5753 | 0.282976 |
23 | -0.031561 | -0.38 | 0.352234 |
24 | -0.006858 | -0.0826 | 0.467147 |
25 | -0.029092 | -0.3503 | 0.363304 |
26 | -0.01817 | -0.2188 | 0.413558 |
27 | 0.020534 | 0.2473 | 0.402528 |
28 | -0.044178 | -0.532 | 0.297779 |
29 | -0.012153 | -0.1463 | 0.441927 |
30 | -0.01266 | -0.1524 | 0.439524 |
31 | -0.02271 | -0.2735 | 0.392441 |
32 | -0.017484 | -0.2105 | 0.416773 |
33 | 0.006247 | 0.0752 | 0.470069 |
34 | -0.029574 | -0.3561 | 0.361133 |
35 | -0.037682 | -0.4537 | 0.325344 |
36 | 0.01583 | 0.1906 | 0.424544 |