Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.961105 | 10.3959 | 0 |
2 | 0.935363 | 10.1175 | 0 |
3 | 0.91417 | 9.8883 | 0 |
4 | 0.88885 | 9.6144 | 0 |
5 | 0.862832 | 9.333 | 0 |
6 | 0.847126 | 9.1631 | 0 |
7 | 0.808934 | 8.75 | 0 |
8 | 0.782407 | 8.463 | 0 |
9 | 0.762191 | 8.2444 | 0 |
10 | 0.736762 | 7.9693 | 0 |
11 | 0.710929 | 7.6899 | 0 |
12 | 0.690952 | 7.4738 | 0 |
13 | 0.647136 | 6.9998 | 0 |
14 | 0.616347 | 6.6668 | 0 |
15 | 0.587577 | 6.3556 | 0 |
16 | 0.557826 | 6.0338 | 0 |
17 | 0.530595 | 5.7393 | 0 |
18 | 0.51476 | 5.568 | 0 |
19 | 0.477889 | 5.1692 | 0 |
20 | 0.454597 | 4.9172 | 1e-06 |
21 | 0.436942 | 4.7262 | 3e-06 |
22 | 0.415455 | 4.4938 | 8e-06 |
23 | 0.393648 | 4.258 | 2.1e-05 |
24 | 0.381473 | 4.1263 | 3.5e-05 |
25 | 0.350087 | 3.7868 | 0.000121 |
26 | 0.329989 | 3.5694 | 0.00026 |
27 | 0.312807 | 3.3835 | 0.000487 |
28 | 0.293217 | 3.1716 | 0.000968 |
29 | 0.273814 | 2.9617 | 0.001853 |
30 | 0.260957 | 2.8227 | 0.002799 |
31 | 0.230267 | 2.4907 | 0.007076 |
32 | 0.210967 | 2.282 | 0.01215 |
33 | 0.196514 | 2.1256 | 0.017819 |
34 | 0.177508 | 1.92 | 0.028644 |
35 | 0.157833 | 1.7072 | 0.045216 |
36 | 0.145568 | 1.5746 | 0.059029 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.961105 | 10.3959 | 0 |
2 | 0.152605 | 1.6507 | 0.050744 |
3 | 0.076624 | 0.8288 | 0.204449 |
4 | -0.040595 | -0.4391 | 0.330699 |
5 | -0.032345 | -0.3499 | 0.363534 |
6 | 0.114264 | 1.236 | 0.109476 |
7 | -0.270275 | -2.9235 | 0.002078 |
8 | 0.073586 | 0.796 | 0.213835 |
9 | 0.064772 | 0.7006 | 0.242468 |
10 | -0.030958 | -0.3349 | 0.369163 |
11 | -0.006956 | -0.0752 | 0.470074 |
12 | -0.008028 | -0.0868 | 0.465473 |
13 | -0.249956 | -2.7037 | 0.00394 |
14 | 0.052576 | 0.5687 | 0.285328 |
15 | -0.032788 | -0.3547 | 0.361741 |
16 | 0.037298 | 0.4034 | 0.343679 |
17 | 0.046617 | 0.5042 | 0.307521 |
18 | 0.087432 | 0.9457 | 0.17312 |
19 | -0.139023 | -1.5038 | 0.067669 |
20 | 0.040458 | 0.4376 | 0.331234 |
21 | 0.039159 | 0.4236 | 0.336328 |
22 | -0.00117 | -0.0127 | 0.494964 |
23 | -0.00099 | -0.0107 | 0.495736 |
24 | 0.045939 | 0.4969 | 0.310093 |
25 | -0.094651 | -1.0238 | 0.15402 |
26 | 0.011262 | 0.1218 | 0.451627 |
27 | -0.021167 | -0.229 | 0.40965 |
28 | -0.000945 | -0.0102 | 0.49593 |
29 | 0.001788 | 0.0193 | 0.492303 |
30 | -0.028195 | -0.305 | 0.380462 |
31 | -0.083505 | -0.9032 | 0.184126 |
32 | -0.002854 | -0.0309 | 0.487713 |
33 | 0.027566 | 0.2982 | 0.383052 |
34 | -0.016768 | -0.1814 | 0.428192 |
35 | -0.012047 | -0.1303 | 0.448272 |
36 | 0.001077 | 0.0117 | 0.495362 |