Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.957111 | 18.1347 | 0 |
2 | 0.906587 | 17.1774 | 0 |
3 | 0.856674 | 16.2317 | 0 |
4 | 0.800019 | 15.1582 | 0 |
5 | 0.762396 | 14.4453 | 0 |
6 | 0.738119 | 13.9854 | 0 |
7 | 0.708861 | 13.431 | 0 |
8 | 0.672536 | 12.7427 | 0 |
9 | 0.634914 | 12.0299 | 0 |
10 | 0.59308 | 11.2373 | 0 |
11 | 0.545527 | 10.3363 | 0 |
12 | 0.497962 | 9.435 | 0 |
13 | 0.457537 | 8.6691 | 0 |
14 | 0.418231 | 7.9243 | 0 |
15 | 0.385017 | 7.295 | 0 |
16 | 0.358036 | 6.7838 | 0 |
17 | 0.333509 | 6.3191 | 0 |
18 | 0.308226 | 5.84 | 0 |
19 | 0.285737 | 5.4139 | 0 |
20 | 0.273065 | 5.1739 | 0 |
21 | 0.259634 | 4.9194 | 1e-06 |
22 | 0.248255 | 4.7038 | 2e-06 |
23 | 0.23463 | 4.4456 | 6e-06 |
24 | 0.217089 | 4.1132 | 2.4e-05 |
25 | 0.194753 | 3.69 | 0.000129 |
26 | 0.175057 | 3.3169 | 0.000502 |
27 | 0.15891 | 3.0109 | 0.001395 |
28 | 0.146826 | 2.782 | 0.002844 |
29 | 0.140408 | 2.6603 | 0.004078 |
30 | 0.130829 | 2.4789 | 0.006819 |
31 | 0.10972 | 2.0789 | 0.019168 |
32 | 0.081882 | 1.5514 | 0.060839 |
33 | 0.0531 | 1.0061 | 0.157521 |
34 | 0.012367 | 0.2343 | 0.407436 |
35 | -0.022593 | -0.4281 | 0.334423 |
36 | -0.052042 | -0.986 | 0.162387 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.957111 | 18.1347 | 0 |
2 | -0.112876 | -2.1387 | 0.016567 |
3 | -0.011324 | -0.2146 | 0.41512 |
4 | -0.110231 | -2.0886 | 0.018725 |
5 | 0.215249 | 4.0784 | 2.8e-05 |
6 | 0.096822 | 1.8345 | 0.033703 |
7 | -0.092136 | -1.7457 | 0.040857 |
8 | -0.140257 | -2.6575 | 0.004112 |
9 | 0.005734 | 0.1086 | 0.456771 |
10 | 0.005156 | 0.0977 | 0.461115 |
11 | -0.086599 | -1.6408 | 0.050856 |
12 | -0.089272 | -1.6915 | 0.045809 |
13 | 0.051048 | 0.9672 | 0.167041 |
14 | 0.001051 | 0.0199 | 0.492061 |
15 | 0.028113 | 0.5327 | 0.297298 |
16 | -0.00788 | -0.1493 | 0.440698 |
17 | 0.038985 | 0.7387 | 0.230298 |
18 | -0.007162 | -0.1357 | 0.446068 |
19 | 0.029234 | 0.5539 | 0.289992 |
20 | 0.117752 | 2.2311 | 0.013147 |
21 | -0.017723 | -0.3358 | 0.36861 |
22 | -0.0084 | -0.1592 | 0.436816 |
23 | -0.083622 | -1.5844 | 0.056989 |
24 | 0.003605 | 0.0683 | 0.472788 |
25 | -0.055437 | -1.0504 | 0.147123 |
26 | 0.000994 | 0.0188 | 0.492493 |
27 | -0.015256 | -0.2891 | 0.386349 |
28 | 0.030278 | 0.5737 | 0.283271 |
29 | 0.025146 | 0.4765 | 0.317021 |
30 | -0.072173 | -1.3675 | 0.086165 |
31 | -0.143175 | -2.7128 | 0.003497 |
32 | -0.041775 | -0.7915 | 0.214581 |
33 | 0.03123 | 0.5917 | 0.277201 |
34 | -0.153589 | -2.9101 | 0.001919 |
35 | -0.002734 | -0.0518 | 0.479355 |
36 | -0.016198 | -0.3069 | 0.379542 |