Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.975544 | 10.5521 | 0 |
2 | 0.931134 | 10.0718 | 0 |
3 | 0.874566 | 9.4599 | 0 |
4 | 0.812493 | 8.7885 | 0 |
5 | 0.754794 | 8.1643 | 0 |
6 | 0.707926 | 7.6574 | 0 |
7 | 0.672482 | 7.274 | 0 |
8 | 0.646751 | 6.9957 | 0 |
9 | 0.629652 | 6.8107 | 0 |
10 | 0.62033 | 6.7099 | 0 |
11 | 0.611654 | 6.6161 | 0 |
12 | 0.595977 | 6.4465 | 0 |
13 | 0.573914 | 6.2078 | 0 |
14 | 0.550167 | 5.951 | 0 |
15 | 0.520776 | 5.6331 | 0 |
16 | 0.489914 | 5.2992 | 0 |
17 | 0.463421 | 5.0127 | 1e-06 |
18 | 0.441974 | 4.7807 | 3e-06 |
19 | 0.422811 | 4.5734 | 6e-06 |
20 | 0.405843 | 4.3899 | 1.3e-05 |
21 | 0.391928 | 4.2394 | 2.2e-05 |
22 | 0.376064 | 4.0678 | 4.3e-05 |
23 | 0.357247 | 3.8642 | 9.2e-05 |
24 | 0.336409 | 3.6388 | 0.000204 |
25 | 0.314764 | 3.4047 | 0.000454 |
26 | 0.288096 | 3.1162 | 0.001152 |
27 | 0.257118 | 2.7812 | 0.003158 |
28 | 0.226646 | 2.4516 | 0.007851 |
29 | 0.197713 | 2.1386 | 0.017274 |
30 | 0.170705 | 1.8465 | 0.033677 |
31 | 0.146022 | 1.5795 | 0.058464 |
32 | 0.125933 | 1.3622 | 0.08788 |
33 | 0.109038 | 1.1794 | 0.120311 |
34 | 0.092029 | 0.9955 | 0.160786 |
35 | 0.075562 | 0.8173 | 0.207703 |
36 | 0.057673 | 0.6238 | 0.266977 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.975544 | 10.5521 | 0 |
2 | -0.425375 | -4.6011 | 5e-06 |
3 | -0.131878 | -1.4265 | 0.078196 |
4 | -0.014399 | -0.1558 | 0.438248 |
5 | 0.148482 | 1.6061 | 0.055476 |
6 | 0.153487 | 1.6602 | 0.049774 |
7 | 0.052446 | 0.5673 | 0.285804 |
8 | -0.003002 | -0.0325 | 0.487076 |
9 | 0.034614 | 0.3744 | 0.354391 |
10 | 0.083697 | 0.9053 | 0.183579 |
11 | -0.070739 | -0.7652 | 0.222858 |
12 | -0.170754 | -1.847 | 0.033638 |
13 | -0.014406 | -0.1558 | 0.438218 |
14 | 0.152151 | 1.6458 | 0.051249 |
15 | -0.073315 | -0.793 | 0.214683 |
16 | -0.012142 | -0.1313 | 0.447869 |
17 | 0.067937 | 0.7348 | 0.231951 |
18 | 0.046227 | 0.5 | 0.308998 |
19 | -0.06805 | -0.7361 | 0.231579 |
20 | -0.068484 | -0.7408 | 0.230158 |
21 | 0.013789 | 0.1491 | 0.440847 |
22 | -0.048604 | -0.5257 | 0.300033 |
23 | 0.010174 | 0.11 | 0.456281 |
24 | -0.015705 | -0.1699 | 0.432702 |
25 | 0.004035 | 0.0436 | 0.482632 |
26 | -0.097766 | -1.0575 | 0.146231 |
27 | -0.050243 | -0.5435 | 0.293922 |
28 | 0.00739 | 0.0799 | 0.468213 |
29 | 0.008049 | 0.0871 | 0.465385 |
30 | 0.004783 | 0.0517 | 0.479412 |
31 | -0.057463 | -0.6216 | 0.26772 |
32 | 0.017032 | 0.1842 | 0.427078 |
33 | 0.032255 | 0.3489 | 0.363901 |
34 | -0.043719 | -0.4729 | 0.318587 |
35 | -0.065272 | -0.706 | 0.240788 |
36 | -0.060128 | -0.6504 | 0.258359 |