Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.985309 | 10.2396 | 0 |
2 | 0.965788 | 10.0368 | 0 |
3 | 0.939809 | 9.7668 | 0 |
4 | 0.911137 | 9.4688 | 0 |
5 | 0.880097 | 9.1462 | 0 |
6 | 0.84911 | 8.8242 | 0 |
7 | 0.820085 | 8.5226 | 0 |
8 | 0.790491 | 8.215 | 0 |
9 | 0.759967 | 7.8978 | 0 |
10 | 0.726579 | 7.5508 | 0 |
11 | 0.693904 | 7.2113 | 0 |
12 | 0.655422 | 6.8113 | 0 |
13 | 0.614081 | 6.3817 | 0 |
14 | 0.572968 | 5.9545 | 0 |
15 | 0.530607 | 5.5142 | 0 |
16 | 0.490843 | 5.101 | 1e-06 |
17 | 0.44933 | 4.6696 | 4e-06 |
18 | 0.410039 | 4.2613 | 2.2e-05 |
19 | 0.368889 | 3.8336 | 0.000106 |
20 | 0.327782 | 3.4064 | 0.000463 |
21 | 0.287774 | 2.9906 | 0.001724 |
22 | 0.250322 | 2.6014 | 0.005293 |
23 | 0.213472 | 2.2185 | 0.014308 |
24 | 0.177341 | 1.843 | 0.034037 |
25 | 0.143279 | 1.489 | 0.069701 |
26 | 0.107644 | 1.1187 | 0.132883 |
27 | 0.073222 | 0.7609 | 0.224174 |
28 | 0.037475 | 0.3894 | 0.348856 |
29 | 0.000589 | 0.0061 | 0.497562 |
30 | -0.037021 | -0.3847 | 0.350597 |
31 | -0.07423 | -0.7714 | 0.22107 |
32 | -0.110059 | -1.1438 | 0.127624 |
33 | -0.144823 | -1.505 | 0.067616 |
34 | -0.177314 | -1.8427 | 0.034057 |
35 | -0.207853 | -2.1601 | 0.016489 |
36 | -0.234481 | -2.4368 | 0.008226 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.985309 | 10.2396 | 0 |
2 | -0.17296 | -1.7975 | 0.037529 |
3 | -0.210631 | -2.1889 | 0.015377 |
4 | -0.048562 | -0.5047 | 0.307409 |
5 | -0.040217 | -0.4179 | 0.338409 |
6 | 0.024719 | 0.2569 | 0.398877 |
7 | 0.075242 | 0.7819 | 0.217982 |
8 | -0.060717 | -0.631 | 0.26469 |
9 | -0.077918 | -0.8098 | 0.209932 |
10 | -0.11544 | -1.1997 | 0.116443 |
11 | 0.043553 | 0.4526 | 0.325866 |
12 | -0.196007 | -2.037 | 0.02205 |
13 | -0.081421 | -0.8461 | 0.199671 |
14 | 0.079061 | 0.8216 | 0.20655 |
15 | -0.054165 | -0.5629 | 0.287335 |
16 | 0.077022 | 0.8004 | 0.212608 |
17 | -0.103338 | -1.0739 | 0.142627 |
18 | -0.004543 | -0.0472 | 0.481217 |
19 | -0.10603 | -1.1019 | 0.136479 |
20 | -0.025839 | -0.2685 | 0.394403 |
21 | 0.08807 | 0.9153 | 0.181049 |
22 | 0.050229 | 0.522 | 0.301371 |
23 | -0.035213 | -0.3659 | 0.357561 |
24 | -0.00795 | -0.0826 | 0.467155 |
25 | -0.0268 | -0.2785 | 0.390575 |
26 | -0.105293 | -1.0942 | 0.138142 |
27 | -0.018486 | -0.1921 | 0.424008 |
28 | -0.03106 | -0.3228 | 0.373739 |
29 | -0.091883 | -0.9549 | 0.170888 |
30 | -0.039979 | -0.4155 | 0.339308 |
31 | 0.044128 | 0.4586 | 0.323724 |
32 | -0.033398 | -0.3471 | 0.364604 |
33 | -0.051032 | -0.5303 | 0.298483 |
34 | -0.011435 | -0.1188 | 0.452812 |
35 | 0.018195 | 0.1891 | 0.425189 |
36 | 0.046133 | 0.4794 | 0.316302 |