Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.984886 | 14.7404 | 0 |
2 | 0.970081 | 14.5188 | 0 |
3 | 0.955306 | 14.2977 | 0 |
4 | 0.941097 | 14.0851 | 0 |
5 | 0.926963 | 13.8735 | 0 |
6 | 0.91281 | 13.6617 | 0 |
7 | 0.898473 | 13.4471 | 0 |
8 | 0.884053 | 13.2313 | 0 |
9 | 0.869678 | 13.0161 | 0 |
10 | 0.85532 | 12.8013 | 0 |
11 | 0.841177 | 12.5896 | 0 |
12 | 0.826935 | 12.3764 | 0 |
13 | 0.812855 | 12.1657 | 0 |
14 | 0.799008 | 11.9585 | 0 |
15 | 0.785405 | 11.7549 | 0 |
16 | 0.771846 | 11.5519 | 0 |
17 | 0.758429 | 11.3511 | 0 |
18 | 0.745096 | 11.1516 | 0 |
19 | 0.732272 | 10.9596 | 0 |
20 | 0.719623 | 10.7703 | 0 |
21 | 0.70717 | 10.5839 | 0 |
22 | 0.694994 | 10.4017 | 0 |
23 | 0.682691 | 10.2176 | 0 |
24 | 0.670379 | 10.0333 | 0 |
25 | 0.657874 | 9.8462 | 0 |
26 | 0.645415 | 9.6597 | 0 |
27 | 0.63292 | 9.4727 | 0 |
28 | 0.620681 | 9.2895 | 0 |
29 | 0.60849 | 9.107 | 0 |
30 | 0.596318 | 8.9249 | 0 |
31 | 0.58411 | 8.7422 | 0 |
32 | 0.571897 | 8.5594 | 0 |
33 | 0.559601 | 8.3753 | 0 |
34 | 0.547357 | 8.1921 | 0 |
35 | 0.535024 | 8.0075 | 0 |
36 | 0.522666 | 7.8226 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.984886 | 14.7404 | 0 |
2 | 0.002685 | 0.0402 | 0.483991 |
3 | -0.0064 | -0.0958 | 0.461891 |
4 | 0.01132 | 0.1694 | 0.432811 |
5 | -0.004443 | -0.0665 | 0.473523 |
6 | -0.007869 | -0.1178 | 0.453174 |
7 | -0.0132 | -0.1976 | 0.421786 |
8 | -0.010363 | -0.1551 | 0.438444 |
9 | -0.006193 | -0.0927 | 0.463117 |
10 | -0.007327 | -0.1097 | 0.456388 |
11 | -0.000704 | -0.0105 | 0.495798 |
12 | -0.010813 | -0.1618 | 0.435793 |
13 | -0.002341 | -0.035 | 0.486043 |
14 | 0.000369 | 0.0055 | 0.497797 |
15 | 0.000545 | 0.0082 | 0.496747 |
16 | -0.005857 | -0.0877 | 0.465113 |
17 | -0.002615 | -0.0391 | 0.484407 |
18 | -0.004418 | -0.0661 | 0.473669 |
19 | 0.009466 | 0.1417 | 0.443734 |
20 | -0.001191 | -0.0178 | 0.492896 |
21 | -0.000667 | -0.01 | 0.496024 |
22 | 0.002608 | 0.039 | 0.484452 |
23 | -0.010939 | -0.1637 | 0.435047 |
24 | -0.007437 | -0.1113 | 0.455734 |
25 | -0.013623 | -0.2039 | 0.419313 |
26 | -0.006408 | -0.0959 | 0.46184 |
27 | -0.008701 | -0.1302 | 0.448252 |
28 | 0.000635 | 0.0095 | 0.496215 |
29 | -0.005436 | -0.0814 | 0.467613 |
30 | -0.006854 | -0.1026 | 0.459197 |
31 | -0.00811 | -0.1214 | 0.45175 |
32 | -0.007328 | -0.1097 | 0.45638 |
33 | -0.010208 | -0.1528 | 0.439352 |
34 | -0.005986 | -0.0896 | 0.464345 |
35 | -0.010623 | -0.159 | 0.436909 |
36 | -0.008726 | -0.1306 | 0.448105 |