Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.979064 | 10.5902 | 0 |
2 | 0.952807 | 10.3062 | 0 |
3 | 0.926662 | 10.0234 | 0 |
4 | 0.895841 | 9.69 | 0 |
5 | 0.870159 | 9.4122 | 0 |
6 | 0.848023 | 9.1728 | 0 |
7 | 0.829634 | 8.9739 | 0 |
8 | 0.815559 | 8.8216 | 0 |
9 | 0.805075 | 8.7082 | 0 |
10 | 0.796779 | 8.6185 | 0 |
11 | 0.783506 | 8.4749 | 0 |
12 | 0.759885 | 8.2194 | 0 |
13 | 0.732404 | 7.9222 | 0 |
14 | 0.707496 | 7.6527 | 0 |
15 | 0.681269 | 7.3691 | 0 |
16 | 0.654835 | 7.0831 | 0 |
17 | 0.630924 | 6.8245 | 0 |
18 | 0.607177 | 6.5676 | 0 |
19 | 0.581361 | 6.2884 | 0 |
20 | 0.555695 | 6.0108 | 0 |
21 | 0.529112 | 5.7232 | 0 |
22 | 0.498389 | 5.3909 | 0 |
23 | 0.462989 | 5.008 | 1e-06 |
24 | 0.427829 | 4.6277 | 5e-06 |
25 | 0.394031 | 4.2621 | 2.1e-05 |
26 | 0.357824 | 3.8705 | 9e-05 |
27 | 0.323353 | 3.4976 | 0.000332 |
28 | 0.290412 | 3.1413 | 0.001065 |
29 | 0.25752 | 2.7855 | 0.003118 |
30 | 0.225493 | 2.4391 | 0.008113 |
31 | 0.194565 | 2.1045 | 0.018736 |
32 | 0.165577 | 1.791 | 0.03794 |
33 | 0.140319 | 1.5178 | 0.065884 |
34 | 0.114592 | 1.2395 | 0.10882 |
35 | 0.09032 | 0.977 | 0.165302 |
36 | 0.066692 | 0.7214 | 0.236055 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.979064 | 10.5902 | 0 |
2 | -0.138974 | -1.5032 | 0.067737 |
3 | 0.005516 | 0.0597 | 0.476262 |
4 | -0.131426 | -1.4216 | 0.078903 |
5 | 0.142334 | 1.5396 | 0.063181 |
6 | 0.031687 | 0.3428 | 0.3662 |
7 | 0.086043 | 0.9307 | 0.176962 |
8 | 0.040965 | 0.4431 | 0.329254 |
9 | 0.069543 | 0.7522 | 0.226715 |
10 | 0.025141 | 0.2719 | 0.393071 |
11 | -0.13312 | -1.4399 | 0.076281 |
12 | -0.233191 | -2.5224 | 0.0065 |
13 | -0.042278 | -0.4573 | 0.32415 |
14 | 0.126754 | 1.3711 | 0.086491 |
15 | -0.009853 | -0.1066 | 0.457654 |
16 | -0.050432 | -0.5455 | 0.293224 |
17 | -0.020225 | -0.2188 | 0.413605 |
18 | -0.035238 | -0.3812 | 0.351887 |
19 | -0.123224 | -1.3329 | 0.092581 |
20 | -0.069947 | -0.7566 | 0.225408 |
21 | -0.044774 | -0.4843 | 0.314537 |
22 | -0.034439 | -0.3725 | 0.355092 |
23 | -0.066849 | -0.7231 | 0.235537 |
24 | -0.004854 | -0.0525 | 0.479108 |
25 | -0.034684 | -0.3752 | 0.354107 |
26 | -0.112172 | -1.2133 | 0.113725 |
27 | -0.014376 | -0.1555 | 0.438346 |
28 | -0.047702 | -0.516 | 0.303421 |
29 | -0.015385 | -0.1664 | 0.434061 |
30 | -0.009359 | -0.1012 | 0.459768 |
31 | 0.003591 | 0.0388 | 0.48454 |
32 | 0.022891 | 0.2476 | 0.402436 |
33 | 0.120347 | 1.3018 | 0.097779 |
34 | -0.027667 | -0.2993 | 0.382634 |
35 | -0.007918 | -0.0856 | 0.465946 |
36 | -0.034322 | -0.3712 | 0.355562 |