Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.964929 | 10.0742 | 0 |
2 | 0.941106 | 9.8254 | 0 |
3 | 0.911851 | 9.52 | 0 |
4 | 0.884866 | 9.2383 | 0 |
5 | 0.862395 | 9.0037 | 0 |
6 | 0.848637 | 8.86 | 0 |
7 | 0.812503 | 8.4828 | 0 |
8 | 0.787883 | 8.2257 | 0 |
9 | 0.760355 | 7.9383 | 0 |
10 | 0.733938 | 7.6625 | 0 |
11 | 0.713169 | 7.4457 | 0 |
12 | 0.695994 | 7.2664 | 0 |
13 | 0.656734 | 6.8565 | 0 |
14 | 0.62607 | 6.5364 | 0 |
15 | 0.5921 | 6.1817 | 0 |
16 | 0.560666 | 5.8535 | 0 |
17 | 0.531946 | 5.5537 | 0 |
18 | 0.510631 | 5.3311 | 0 |
19 | 0.470988 | 4.9173 | 2e-06 |
20 | 0.443058 | 4.6257 | 5e-06 |
21 | 0.412712 | 4.3088 | 1.8e-05 |
22 | 0.387136 | 4.0418 | 5e-05 |
23 | 0.366406 | 3.8254 | 0.000109 |
24 | 0.351199 | 3.6666 | 0.000191 |
25 | 0.316382 | 3.3031 | 0.000647 |
26 | 0.292848 | 3.0574 | 0.001404 |
27 | 0.266956 | 2.7871 | 0.003138 |
28 | 0.245087 | 2.5588 | 0.005938 |
29 | 0.226992 | 2.3699 | 0.009776 |
30 | 0.214357 | 2.238 | 0.013629 |
31 | 0.183056 | 1.9112 | 0.029305 |
32 | 0.161112 | 1.6821 | 0.04771 |
33 | 0.13673 | 1.4275 | 0.078147 |
34 | 0.115602 | 1.2069 | 0.115037 |
35 | 0.100298 | 1.0471 | 0.148674 |
36 | 0.08736 | 0.9121 | 0.181872 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.964929 | 10.0742 | 0 |
2 | 0.145383 | 1.5178 | 0.065975 |
3 | -0.066865 | -0.6981 | 0.243304 |
4 | -0.002149 | -0.0224 | 0.491069 |
5 | 0.063937 | 0.6675 | 0.252925 |
6 | 0.137071 | 1.4311 | 0.077636 |
7 | -0.314671 | -3.2853 | 0.000685 |
8 | 0.058366 | 0.6094 | 0.271779 |
9 | 0.038704 | 0.4041 | 0.343473 |
10 | -0.010803 | -0.1128 | 0.455205 |
11 | 0.03561 | 0.3718 | 0.355391 |
12 | 0.011892 | 0.1242 | 0.450709 |
13 | -0.251451 | -2.6252 | 0.004951 |
14 | -0.021861 | -0.2282 | 0.409943 |
15 | 0.030371 | 0.3171 | 0.375895 |
16 | 0.012131 | 0.1267 | 0.449725 |
17 | -0.064548 | -0.6739 | 0.250902 |
18 | 0.062792 | 0.6556 | 0.256743 |
19 | -0.131198 | -1.3697 | 0.08679 |
20 | 0.025306 | 0.2642 | 0.396062 |
21 | 0.041611 | 0.4344 | 0.332419 |
22 | 0.040575 | 0.4236 | 0.33634 |
23 | 0.003837 | 0.0401 | 0.484061 |
24 | 0.025013 | 0.2611 | 0.397237 |
25 | -0.138913 | -1.4503 | 0.074924 |
26 | 0.021827 | 0.2279 | 0.410081 |
27 | 0.05499 | 0.5741 | 0.283538 |
28 | 0.021508 | 0.2246 | 0.411373 |
29 | -0.035033 | -0.3658 | 0.357627 |
30 | 0.024586 | 0.2567 | 0.398951 |
31 | -0.110933 | -1.1582 | 0.124663 |
32 | -0.033086 | -0.3454 | 0.36522 |
33 | 0.039487 | 0.4123 | 0.340479 |
34 | -0.004518 | -0.0472 | 0.481234 |
35 | -0.009977 | -0.1042 | 0.458616 |
36 | -0.030678 | -0.3203 | 0.374681 |