Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.960651 | 12.8885 | 0 |
2 | 0.890796 | 11.9513 | 0 |
3 | 0.826001 | 11.082 | 0 |
4 | 0.784581 | 10.5263 | 0 |
5 | 0.760802 | 10.2072 | 0 |
6 | 0.737118 | 9.8895 | 0 |
7 | 0.704514 | 9.452 | 0 |
8 | 0.671031 | 9.0028 | 0 |
9 | 0.649015 | 8.7075 | 0 |
10 | 0.643722 | 8.6364 | 0 |
11 | 0.646861 | 8.6786 | 0 |
12 | 0.633949 | 8.5053 | 0 |
13 | 0.577998 | 7.7547 | 0 |
14 | 0.50224 | 6.7383 | 0 |
15 | 0.429951 | 5.7684 | 0 |
16 | 0.372745 | 5.0009 | 1e-06 |
17 | 0.329324 | 4.4183 | 9e-06 |
18 | 0.290144 | 3.8927 | 7e-05 |
19 | 0.250243 | 3.3574 | 0.00048 |
20 | 0.217994 | 2.9247 | 0.001946 |
21 | 0.19856 | 2.664 | 0.004212 |
22 | 0.194496 | 2.6094 | 0.004916 |
23 | 0.198045 | 2.6571 | 0.004296 |
24 | 0.188774 | 2.5327 | 0.006087 |
25 | 0.147213 | 1.9751 | 0.024894 |
26 | 0.09269 | 1.2436 | 0.107639 |
27 | 0.042161 | 0.5656 | 0.28617 |
28 | 0.00377 | 0.0506 | 0.479857 |
29 | -0.022715 | -0.3047 | 0.380455 |
30 | -0.043697 | -0.5863 | 0.279219 |
31 | -0.061918 | -0.8307 | 0.203619 |
32 | -0.072095 | -0.9673 | 0.167357 |
33 | -0.074035 | -0.9933 | 0.160953 |
34 | -0.068514 | -0.9192 | 0.179608 |
35 | -0.059575 | -0.7993 | 0.212591 |
36 | -0.061769 | -0.8287 | 0.20418 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.960651 | 12.8885 | 0 |
2 | -0.415488 | -5.5744 | 0 |
3 | 0.216897 | 2.91 | 0.002035 |
4 | 0.187978 | 2.522 | 0.006268 |
5 | 0.012229 | 0.1641 | 0.434931 |
6 | -0.082446 | -1.1061 | 0.135073 |
7 | -0.019025 | -0.2552 | 0.399414 |
8 | 0.102293 | 1.3724 | 0.085823 |
9 | 0.104749 | 1.4054 | 0.080819 |
10 | 0.086024 | 1.1541 | 0.124989 |
11 | 0.013243 | 0.1777 | 0.429589 |
12 | -0.218285 | -2.9286 | 0.001923 |
13 | -0.440172 | -5.9055 | 0 |
14 | 0.124684 | 1.6728 | 0.048051 |
15 | -0.058216 | -0.781 | 0.217901 |
16 | -0.142904 | -1.9173 | 0.028394 |
17 | -0.005903 | -0.0792 | 0.46848 |
18 | 0.058606 | 0.7863 | 0.216367 |
19 | 0.02523 | 0.3385 | 0.367694 |
20 | 0.097669 | 1.3104 | 0.095871 |
21 | 0.033157 | 0.4449 | 0.328481 |
22 | 0.069674 | 0.9348 | 0.175579 |
23 | 0.002726 | 0.0366 | 0.485433 |
24 | -0.069174 | -0.9281 | 0.177307 |
25 | -0.120875 | -1.6217 | 0.053308 |
26 | 0.089391 | 1.1993 | 0.115994 |
27 | -0.044462 | -0.5965 | 0.275789 |
28 | -0.049123 | -0.6591 | 0.25535 |
29 | 0.037655 | 0.5052 | 0.307022 |
30 | 0.051828 | 0.6954 | 0.243866 |
31 | 0.01181 | 0.1584 | 0.437141 |
32 | -0.003913 | -0.0525 | 0.479097 |
33 | -0.03247 | -0.4356 | 0.331812 |
34 | -0.053018 | -0.7113 | 0.238907 |
35 | -0.022592 | -0.3031 | 0.381079 |
36 | -0.047389 | -0.6358 | 0.26286 |