Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.861382 | 9.8965 | 0 |
2 | 0.803519 | 9.2317 | 0 |
3 | 0.840711 | 9.659 | 0 |
4 | 0.772174 | 8.8716 | 0 |
5 | 0.747093 | 8.5834 | 0 |
6 | 0.773841 | 8.8908 | 0 |
7 | 0.680963 | 7.8237 | 0 |
8 | 0.655529 | 7.5315 | 0 |
9 | 0.657621 | 7.5555 | 0 |
10 | 0.572448 | 6.5769 | 0 |
11 | 0.602229 | 6.9191 | 0 |
12 | 0.653155 | 7.5042 | 0 |
13 | 0.53002 | 6.0895 | 0 |
14 | 0.473679 | 5.4422 | 0 |
15 | 0.493425 | 5.669 | 0 |
16 | 0.435876 | 5.0078 | 1e-06 |
17 | 0.423834 | 4.8695 | 2e-06 |
18 | 0.438926 | 5.0429 | 1e-06 |
19 | 0.36835 | 4.232 | 2.2e-05 |
20 | 0.347903 | 3.9971 | 5.3e-05 |
21 | 0.342425 | 3.9342 | 6.7e-05 |
22 | 0.288906 | 3.3193 | 0.000583 |
23 | 0.325884 | 3.7441 | 0.000135 |
24 | 0.361114 | 4.1489 | 3e-05 |
25 | 0.2869 | 3.2962 | 0.000629 |
26 | 0.240945 | 2.7682 | 0.003223 |
27 | 0.257608 | 2.9597 | 0.001826 |
28 | 0.224083 | 2.5745 | 0.00557 |
29 | 0.219342 | 2.52 | 0.006463 |
30 | 0.230419 | 2.6473 | 0.004551 |
31 | 0.19386 | 2.2273 | 0.013811 |
32 | 0.160803 | 1.8475 | 0.033458 |
33 | 0.160915 | 1.8488 | 0.033364 |
34 | 0.129495 | 1.4878 | 0.069597 |
35 | 0.152344 | 1.7503 | 0.041195 |
36 | 0.18859 | 2.1667 | 0.016025 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.861382 | 9.8965 | 0 |
2 | 0.238507 | 2.7402 | 0.003495 |
3 | 0.444673 | 5.1089 | 1e-06 |
4 | -0.155848 | -1.7906 | 0.037828 |
5 | 0.150814 | 1.7327 | 0.042741 |
6 | 0.105216 | 1.2088 | 0.114443 |
7 | -0.278798 | -3.2032 | 0.000852 |
8 | 0.101656 | 1.1679 | 0.122469 |
9 | -0.125183 | -1.4382 | 0.076366 |
10 | -0.100174 | -1.1509 | 0.125925 |
11 | 0.349154 | 4.0115 | 5e-05 |
12 | 0.159156 | 1.8286 | 0.034862 |
13 | -0.352573 | -4.0508 | 4.3e-05 |
14 | -0.267374 | -3.0719 | 0.001292 |
15 | 0.005869 | 0.0674 | 0.473171 |
16 | 0.154814 | 1.7787 | 0.038797 |
17 | 0.037869 | 0.4351 | 0.332108 |
18 | 0.040917 | 0.4701 | 0.31953 |
19 | 0.016896 | 0.1941 | 0.42319 |
20 | -0.045713 | -0.5252 | 0.300162 |
21 | -0.028617 | -0.3288 | 0.371422 |
22 | 0.056785 | 0.6524 | 0.257636 |
23 | 0.06366 | 0.7314 | 0.232915 |
24 | 0.013023 | 0.1496 | 0.440643 |
25 | 0.081674 | 0.9384 | 0.174886 |
26 | -0.193624 | -2.2246 | 0.013904 |
27 | -0.045929 | -0.5277 | 0.299303 |
28 | -0.042876 | -0.4926 | 0.311556 |
29 | 0.015467 | 0.1777 | 0.429616 |
30 | 0.059937 | 0.6886 | 0.246135 |
31 | 0.084165 | 0.967 | 0.167661 |
32 | -0.08808 | -1.012 | 0.156705 |
33 | 0.042261 | 0.4855 | 0.31405 |
34 | -0.084905 | -0.9755 | 0.165553 |
35 | 0.019794 | 0.2274 | 0.410225 |
36 | 0.057168 | 0.6568 | 0.256224 |