Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.949112 | 12.7337 | 0 |
2 | 0.865523 | 11.6122 | 0 |
3 | 0.797896 | 10.7049 | 0 |
4 | 0.767396 | 10.2957 | 0 |
5 | 0.766005 | 10.277 | 0 |
6 | 0.763983 | 10.2499 | 0 |
7 | 0.738006 | 9.9014 | 0 |
8 | 0.699272 | 9.3817 | 0 |
9 | 0.671977 | 9.0155 | 0 |
10 | 0.662749 | 8.8917 | 0 |
11 | 0.665777 | 8.9323 | 0 |
12 | 0.653667 | 8.7699 | 0 |
13 | 0.595934 | 7.9953 | 0 |
14 | 0.521538 | 6.9972 | 0 |
15 | 0.453226 | 6.0807 | 0 |
16 | 0.397982 | 5.3395 | 0 |
17 | 0.357123 | 4.7913 | 2e-06 |
18 | 0.321138 | 4.3085 | 1.3e-05 |
19 | 0.281415 | 3.7756 | 0.000108 |
20 | 0.246505 | 3.3072 | 0.000569 |
21 | 0.225183 | 3.0211 | 0.001442 |
22 | 0.21391 | 2.8699 | 0.002299 |
23 | 0.205427 | 2.7561 | 0.003226 |
24 | 0.185312 | 2.4862 | 0.006911 |
25 | 0.136246 | 1.8279 | 0.034608 |
26 | 0.084232 | 1.1301 | 0.129972 |
27 | 0.040351 | 0.5414 | 0.294463 |
28 | 0.007608 | 0.1021 | 0.459407 |
29 | -0.015204 | -0.204 | 0.419301 |
30 | -0.033241 | -0.446 | 0.328076 |
31 | -0.050559 | -0.6783 | 0.249221 |
32 | -0.064417 | -0.8642 | 0.194302 |
33 | -0.068197 | -0.915 | 0.180717 |
34 | -0.06643 | -0.8912 | 0.186993 |
35 | -0.065199 | -0.8747 | 0.191442 |
36 | -0.075177 | -1.0086 | 0.157259 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.949112 | 12.7337 | 0 |
2 | -0.355808 | -4.7737 | 2e-06 |
3 | 0.251996 | 3.3809 | 0.000443 |
4 | 0.228817 | 3.0699 | 0.001236 |
5 | 0.126762 | 1.7007 | 0.045364 |
6 | -0.054714 | -0.7341 | 0.231934 |
7 | -0.10592 | -1.4211 | 0.078513 |
8 | 0.080908 | 1.0855 | 0.139577 |
9 | 0.125159 | 1.6792 | 0.047426 |
10 | 0.008991 | 0.1206 | 0.452062 |
11 | 0.031459 | 0.4221 | 0.33674 |
12 | -0.156211 | -2.0958 | 0.01875 |
13 | -0.348925 | -4.6813 | 3e-06 |
14 | 0.077855 | 1.0445 | 0.148819 |
15 | -0.143204 | -1.9213 | 0.028138 |
16 | -0.21214 | -2.8462 | 0.002469 |
17 | -0.073383 | -0.9845 | 0.163087 |
18 | -0.022675 | -0.3042 | 0.380656 |
19 | 0.023861 | 0.3201 | 0.374621 |
20 | 0.069742 | 0.9357 | 0.175344 |
21 | 0.063763 | 0.8555 | 0.196715 |
22 | 0.079323 | 1.0642 | 0.144325 |
23 | 0.05547 | 0.7442 | 0.228861 |
24 | 0.042936 | 0.576 | 0.282652 |
25 | -0.086308 | -1.1579 | 0.124212 |
26 | 0.115472 | 1.5492 | 0.061543 |
27 | -0.040763 | -0.5469 | 0.292565 |
28 | 0.010786 | 0.1447 | 0.442553 |
29 | -0.003486 | -0.0468 | 0.481373 |
30 | 0.017925 | 0.2405 | 0.405114 |
31 | 0.030019 | 0.4027 | 0.343807 |
32 | -0.055921 | -0.7503 | 0.227038 |
33 | 0.010441 | 0.1401 | 0.444375 |
34 | -0.014219 | -0.1908 | 0.424459 |
35 | -0.061699 | -0.8278 | 0.204447 |
36 | -0.06317 | -0.8475 | 0.198917 |