Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.914349 | 7.0825 | 0 |
2 | 0.803889 | 6.2269 | 0 |
3 | 0.676826 | 5.2427 | 1e-06 |
4 | 0.508196 | 3.9365 | 0.000109 |
5 | 0.318936 | 2.4705 | 0.008177 |
6 | 0.150226 | 1.1636 | 0.124586 |
7 | -0.006226 | -0.0482 | 0.480848 |
8 | -0.177291 | -1.3733 | 0.087386 |
9 | -0.317273 | -2.4576 | 0.008447 |
10 | -0.431186 | -3.34 | 0.000722 |
11 | -0.515763 | -3.9951 | 9e-05 |
12 | -0.591311 | -4.5803 | 1.2e-05 |
13 | -0.5893 | -4.5647 | 1.3e-05 |
14 | -0.543979 | -4.2136 | 4.3e-05 |
15 | -0.485036 | -3.7571 | 0.000196 |
16 | -0.41657 | -3.2267 | 0.001015 |
17 | -0.325596 | -2.5221 | 0.007169 |
18 | -0.24407 | -1.8906 | 0.031758 |
19 | -0.181115 | -1.4029 | 0.082899 |
20 | -0.107326 | -0.8313 | 0.204538 |
21 | -0.037887 | -0.2935 | 0.385088 |
22 | 0.029418 | 0.2279 | 0.41026 |
23 | 0.074297 | 0.5755 | 0.283551 |
24 | 0.116903 | 0.9055 | 0.184404 |
25 | 0.150456 | 1.1654 | 0.124229 |
26 | 0.15587 | 1.2074 | 0.116016 |
27 | 0.149366 | 1.157 | 0.125933 |
28 | 0.148917 | 1.1535 | 0.126639 |
29 | 0.143616 | 1.1124 | 0.135193 |
30 | 0.12861 | 0.9962 | 0.161574 |
31 | 0.11992 | 0.9289 | 0.178333 |
32 | 0.116746 | 0.9043 | 0.184725 |
33 | 0.105795 | 0.8195 | 0.207877 |
34 | 0.080547 | 0.6239 | 0.267525 |
35 | 0.062896 | 0.4872 | 0.313949 |
36 | 0.051317 | 0.3975 | 0.346204 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.914349 | 7.0825 | 0 |
2 | -0.196049 | -1.5186 | 0.067059 |
3 | -0.146233 | -1.1327 | 0.130919 |
4 | -0.32296 | -2.5016 | 0.007554 |
5 | -0.213766 | -1.6558 | 0.05149 |
6 | 0.028616 | 0.2217 | 0.412667 |
7 | -0.020266 | -0.157 | 0.437894 |
8 | -0.250233 | -1.9383 | 0.028648 |
9 | -0.040338 | -0.3125 | 0.377888 |
10 | -0.099288 | -0.7691 | 0.222431 |
11 | 0.03755 | 0.2909 | 0.386079 |
12 | -0.191652 | -1.4845 | 0.071452 |
13 | 0.280386 | 2.1719 | 0.016915 |
14 | 0.063152 | 0.4892 | 0.31325 |
15 | -0.009286 | -0.0719 | 0.471448 |
16 | -0.249388 | -1.9318 | 0.029058 |
17 | -0.036859 | -0.2855 | 0.388119 |
18 | -0.138261 | -1.071 | 0.144238 |
19 | -0.000977 | -0.0076 | 0.496992 |
20 | -0.089068 | -0.6899 | 0.246454 |
21 | 0.046871 | 0.3631 | 0.358918 |
22 | 0.031863 | 0.2468 | 0.402948 |
23 | -0.059675 | -0.4622 | 0.32279 |
24 | -0.14506 | -1.1236 | 0.132823 |
25 | 0.138671 | 1.0741 | 0.143529 |
26 | -0.062666 | -0.4854 | 0.314578 |
27 | 0.051161 | 0.3963 | 0.346647 |
28 | -0.091934 | -0.7121 | 0.239577 |
29 | 0.058819 | 0.4556 | 0.325157 |
30 | -0.094003 | -0.7281 | 0.234678 |
31 | -0.029108 | -0.2255 | 0.411191 |
32 | -0.033069 | -0.2562 | 0.399354 |
33 | 0.088915 | 0.6887 | 0.246824 |
34 | -0.097104 | -0.7522 | 0.227447 |
35 | 0.028069 | 0.2174 | 0.414309 |
36 | -0.053976 | -0.4181 | 0.338683 |