Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.759452 | 5.9315 | 0 |
2 | 0.701815 | 5.4813 | 0 |
3 | 0.596149 | 4.6561 | 9e-06 |
4 | 0.495381 | 3.869 | 0.000134 |
5 | 0.396868 | 3.0996 | 0.001465 |
6 | 0.307327 | 2.4003 | 0.009724 |
7 | 0.238255 | 1.8608 | 0.033795 |
8 | 0.217162 | 1.6961 | 0.047483 |
9 | 0.147305 | 1.1505 | 0.127216 |
10 | 0.104735 | 0.818 | 0.208269 |
11 | 0.031001 | 0.2421 | 0.404747 |
12 | -0.067723 | -0.5289 | 0.299386 |
13 | -1e-05 | -1e-04 | 0.499968 |
14 | -0.068253 | -0.5331 | 0.29796 |
15 | -0.021352 | -0.1668 | 0.434053 |
16 | 0.003989 | 0.0312 | 0.487624 |
17 | 0.05667 | 0.4426 | 0.329807 |
18 | 0.051812 | 0.4047 | 0.34357 |
19 | 0.077038 | 0.6017 | 0.274807 |
20 | 0.047004 | 0.3671 | 0.357404 |
21 | 0.040467 | 0.3161 | 0.37652 |
22 | 0.009413 | 0.0735 | 0.470817 |
23 | 0.056416 | 0.4406 | 0.330522 |
24 | 0.029572 | 0.231 | 0.409059 |
25 | 0.02867 | 0.2239 | 0.411785 |
26 | 0.046356 | 0.3621 | 0.359281 |
27 | 0.00543 | 0.0424 | 0.483155 |
28 | -0.024784 | -0.1936 | 0.423578 |
29 | -0.069016 | -0.539 | 0.295913 |
30 | -0.146474 | -1.144 | 0.128547 |
31 | -0.173783 | -1.3573 | 0.089845 |
32 | -0.178075 | -1.3908 | 0.084668 |
33 | -0.176942 | -1.382 | 0.086011 |
34 | -0.183454 | -1.4328 | 0.078507 |
35 | -0.22826 | -1.7828 | 0.0398 |
36 | -0.158893 | -1.241 | 0.109679 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.759452 | 5.9315 | 0 |
2 | 0.295456 | 2.3076 | 0.012215 |
3 | -0.009719 | -0.0759 | 0.469871 |
4 | -0.074912 | -0.5851 | 0.280324 |
5 | -0.068964 | -0.5386 | 0.296053 |
6 | -0.04587 | -0.3583 | 0.360695 |
7 | -0.000778 | -0.0061 | 0.497585 |
8 | 0.105 | 0.8201 | 0.207683 |
9 | -0.063907 | -0.4991 | 0.309742 |
10 | -0.054365 | -0.4246 | 0.33631 |
11 | -0.11456 | -0.8947 | 0.187221 |
12 | -0.182414 | -1.4247 | 0.07967 |
13 | 0.311882 | 2.4359 | 0.008896 |
14 | -0.050293 | -0.3928 | 0.347919 |
15 | 0.114899 | 0.8974 | 0.18652 |
16 | 0.050285 | 0.3927 | 0.347942 |
17 | 0.050163 | 0.3918 | 0.348291 |
18 | -0.122894 | -0.9598 | 0.170463 |
19 | 0.022937 | 0.1791 | 0.429209 |
20 | -0.037173 | -0.2903 | 0.386274 |
21 | -0.067071 | -0.5238 | 0.301143 |
22 | 0.011826 | 0.0924 | 0.463355 |
23 | 0.121196 | 0.9466 | 0.173797 |
24 | -0.100959 | -0.7885 | 0.216725 |
25 | 0.037633 | 0.2939 | 0.384906 |
26 | -0.046697 | -0.3647 | 0.358292 |
27 | -0.054978 | -0.4294 | 0.334576 |
28 | -0.053951 | -0.4214 | 0.337483 |
29 | 0.01788 | 0.1396 | 0.444699 |
30 | -0.213093 | -1.6643 | 0.05059 |
31 | 0.079792 | 0.6232 | 0.267739 |
32 | 0.032453 | 0.2535 | 0.40038 |
33 | 0.019279 | 0.1506 | 0.440406 |
34 | -0.080302 | -0.6272 | 0.266442 |
35 | -0.06995 | -0.5463 | 0.293416 |
36 | 0.06946 | 0.5425 | 0.294726 |