Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.952277 | 18.0431 | 0 |
2 | 0.879128 | 16.6571 | 0 |
3 | 0.81734 | 15.4864 | 0 |
4 | 0.774599 | 14.6766 | 0 |
5 | 0.749046 | 14.1924 | 0 |
6 | 0.725363 | 13.7437 | 0 |
7 | 0.69978 | 13.2589 | 0 |
8 | 0.676879 | 12.825 | 0 |
9 | 0.671833 | 12.7294 | 0 |
10 | 0.686459 | 13.0065 | 0 |
11 | 0.713985 | 13.5281 | 0 |
12 | 0.719198 | 13.6269 | 0 |
13 | 0.654622 | 12.4033 | 0 |
14 | 0.56784 | 10.759 | 0 |
15 | 0.493047 | 9.3419 | 0 |
16 | 0.439056 | 8.3189 | 0 |
17 | 0.403659 | 7.6482 | 0 |
18 | 0.371497 | 7.0389 | 0 |
19 | 0.339054 | 6.4242 | 0 |
20 | 0.309983 | 5.8733 | 0 |
21 | 0.298815 | 5.6617 | 0 |
22 | 0.306824 | 5.8135 | 0 |
23 | 0.327656 | 6.2082 | 0 |
24 | 0.326956 | 6.1949 | 0 |
25 | 0.261454 | 4.9538 | 1e-06 |
26 | 0.175681 | 3.3287 | 0.000481 |
27 | 0.101685 | 1.9267 | 0.027405 |
28 | 0.048179 | 0.9129 | 0.180963 |
29 | 0.013388 | 0.2537 | 0.399949 |
30 | -0.017646 | -0.3343 | 0.36916 |
31 | -0.047792 | -0.9055 | 0.182898 |
32 | -0.073484 | -1.3923 | 0.082343 |
33 | -0.081133 | -1.5372 | 0.062557 |
34 | -0.069053 | -1.3084 | 0.095793 |
35 | -0.044568 | -0.8444 | 0.199491 |
36 | -0.039612 | -0.7505 | 0.22671 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.952277 | 18.0431 | 0 |
2 | -0.297339 | -5.6338 | 0 |
3 | 0.169452 | 3.2107 | 0.000722 |
4 | 0.093704 | 1.7754 | 0.038337 |
5 | 0.102791 | 1.9476 | 0.02612 |
6 | -0.039147 | -0.7417 | 0.229367 |
7 | 0.032102 | 0.6082 | 0.271705 |
8 | 0.05533 | 1.0484 | 0.147588 |
9 | 0.201412 | 3.8162 | 8e-05 |
10 | 0.140343 | 2.6591 | 0.004093 |
11 | 0.15382 | 2.9145 | 0.001893 |
12 | -0.220992 | -4.1872 | 1.8e-05 |
13 | -0.654637 | -12.4036 | 0 |
14 | 0.025433 | 0.4819 | 0.315088 |
15 | 0.030973 | 0.5869 | 0.278833 |
16 | 0.032313 | 0.6122 | 0.270384 |
17 | 0.044192 | 0.8373 | 0.201487 |
18 | 0.017242 | 0.3267 | 0.372043 |
19 | 0.037272 | 0.7062 | 0.240262 |
20 | -0.007315 | -0.1386 | 0.444922 |
21 | 0.022278 | 0.4221 | 0.336598 |
22 | -0.013473 | -0.2553 | 0.39933 |
23 | 0.015578 | 0.2952 | 0.384019 |
24 | -0.06605 | -1.2515 | 0.105789 |
25 | -0.288839 | -5.4727 | 0 |
26 | 0.029192 | 0.5531 | 0.290265 |
27 | -0.005881 | -0.1114 | 0.455671 |
28 | -0.018795 | -0.3561 | 0.360981 |
29 | 0.007635 | 0.1447 | 0.442527 |
30 | -0.002287 | -0.0433 | 0.482733 |
31 | 0.023449 | 0.4443 | 0.328551 |
32 | 0.000573 | 0.0109 | 0.495672 |
33 | 0.007373 | 0.1397 | 0.444487 |
34 | 0.009454 | 0.1791 | 0.428968 |
35 | -0.015422 | -0.2922 | 0.385151 |
36 | 0.002341 | 0.0444 | 0.482322 |