Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.794844 | 9.1321 | 0 |
2 | 0.698478 | 8.0249 | 0 |
3 | 0.750541 | 8.6231 | 0 |
4 | 0.746736 | 8.5793 | 0 |
5 | 0.719335 | 8.2645 | 0 |
6 | 0.74308 | 8.5373 | 0 |
7 | 0.660969 | 7.594 | 0 |
8 | 0.646761 | 7.4307 | 0 |
9 | 0.583652 | 6.7056 | 0 |
10 | 0.509939 | 5.8588 | 0 |
11 | 0.576531 | 6.6238 | 0 |
12 | 0.684812 | 7.8679 | 0 |
13 | 0.510815 | 5.8688 | 0 |
14 | 0.421576 | 4.8435 | 2e-06 |
15 | 0.445051 | 5.1132 | 1e-06 |
16 | 0.453464 | 5.2099 | 0 |
17 | 0.432333 | 4.9671 | 1e-06 |
18 | 0.442057 | 5.0789 | 1e-06 |
19 | 0.379142 | 4.356 | 1.3e-05 |
20 | 0.366704 | 4.2131 | 2.3e-05 |
21 | 0.298552 | 3.4301 | 0.000403 |
22 | 0.253529 | 2.9128 | 0.002104 |
23 | 0.32529 | 3.7373 | 0.000138 |
24 | 0.399016 | 4.5843 | 5e-06 |
25 | 0.272863 | 3.135 | 0.001059 |
26 | 0.196777 | 2.2608 | 0.012704 |
27 | 0.210838 | 2.4223 | 0.008389 |
28 | 0.244099 | 2.8045 | 0.002901 |
29 | 0.225339 | 2.5889 | 0.005353 |
30 | 0.235244 | 2.7027 | 0.003891 |
31 | 0.203501 | 2.338 | 0.010444 |
32 | 0.176374 | 2.0264 | 0.02237 |
33 | 0.123726 | 1.4215 | 0.078765 |
34 | 0.104441 | 1.1999 | 0.116156 |
35 | 0.154393 | 1.7738 | 0.039198 |
36 | 0.229726 | 2.6394 | 0.004653 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.794844 | 9.1321 | 0 |
2 | 0.181144 | 2.0812 | 0.019675 |
3 | 0.426647 | 4.9018 | 1e-06 |
4 | 0.152957 | 1.7573 | 0.040589 |
5 | 0.150551 | 1.7297 | 0.043011 |
6 | 0.20321 | 2.3347 | 0.010534 |
7 | -0.204815 | -2.3532 | 0.010046 |
8 | 0.094329 | 1.0838 | 0.140224 |
9 | -0.369489 | -4.2451 | 2e-05 |
10 | -0.188913 | -2.1704 | 0.015881 |
11 | 0.217244 | 2.4959 | 0.006897 |
12 | 0.461332 | 5.3003 | 0 |
13 | -0.290797 | -3.341 | 0.000543 |
14 | -0.178488 | -2.0507 | 0.021139 |
15 | -0.150493 | -1.729 | 0.04307 |
16 | 0.101555 | 1.1668 | 0.122701 |
17 | 0.026874 | 0.3088 | 0.378998 |
18 | 0.036405 | 0.4183 | 0.338219 |
19 | 0.002814 | 0.0323 | 0.487129 |
20 | -0.004976 | -0.0572 | 0.477249 |
21 | -0.042024 | -0.4828 | 0.315013 |
22 | 0.002773 | 0.0319 | 0.487315 |
23 | 0.040868 | 0.4695 | 0.319732 |
24 | 0.033602 | 0.3861 | 0.350038 |
25 | 0.060503 | 0.6951 | 0.244099 |
26 | -0.085206 | -0.9789 | 0.164698 |
27 | -0.038414 | -0.4413 | 0.329845 |
28 | 0.01357 | 0.1559 | 0.438171 |
29 | -0.056905 | -0.6538 | 0.257193 |
30 | 0.05595 | 0.6428 | 0.260728 |
31 | 0.018476 | 0.2123 | 0.416112 |
32 | -0.056632 | -0.6506 | 0.258203 |
33 | 0.047234 | 0.5427 | 0.294134 |
34 | -0.037985 | -0.4364 | 0.331623 |
35 | -0.058894 | -0.6766 | 0.24991 |
36 | 0.102752 | 1.1805 | 0.119957 |