Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.1854 | 0 |
1 | 0.825781 | 6.7593 | 0 |
2 | 0.771304 | 6.3134 | 0 |
3 | 0.764849 | 6.2606 | 0 |
4 | 0.651148 | 5.3299 | 1e-06 |
5 | 0.619191 | 5.0683 | 2e-06 |
6 | 0.619082 | 5.0674 | 2e-06 |
7 | 0.541109 | 4.4292 | 1.8e-05 |
8 | 0.515403 | 4.2188 | 3.8e-05 |
9 | 0.546822 | 4.4759 | 1.5e-05 |
10 | 0.474758 | 3.8861 | 0.000118 |
11 | 0.47153 | 3.8596 | 0.000129 |
12 | 0.505822 | 4.1403 | 5e-05 |
13 | 0.408949 | 3.3474 | 0.000671 |
14 | 0.395181 | 3.2347 | 0.000946 |
15 | 0.393089 | 3.2176 | 0.000996 |
16 | 0.306949 | 2.5125 | 0.007201 |
17 | 0.258289 | 2.1142 | 0.019112 |
18 | 0.222804 | 1.8237 | 0.036327 |
19 | 0.119519 | 0.9783 | 0.165721 |
20 | 0.061794 | 0.5058 | 0.307326 |
21 | 0.040578 | 0.3321 | 0.370408 |
22 | -0.041977 | -0.3436 | 0.633886 |
23 | -0.053473 | -0.4377 | 0.668491 |
24 | -0.04917 | -0.4025 | 0.655691 |
25 | -0.114025 | -0.9333 | 0.823002 |
26 | -0.131149 | -1.0735 | 0.856551 |
27 | -0.141694 | -1.1598 | 0.87488 |
28 | -0.218649 | -1.7897 | 0.960991 |
29 | -0.231531 | -1.8952 | 0.968807 |
30 | -0.246303 | -2.0161 | 0.976098 |
31 | -0.297032 | -2.4313 | 0.991137 |
32 | -0.308596 | -2.526 | 0.993046 |
33 | -0.311497 | -2.5497 | 0.993462 |
34 | -0.336529 | -2.7546 | 0.996221 |
35 | -0.324951 | -2.6598 | 0.995114 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.825781 | 6.7593 | 0 |
1 | 0.281023 | 2.3003 | 0.012277 |
2 | 0.255486 | 2.0912 | 0.020151 |
3 | -0.214632 | -1.7568 | 0.958243 |
4 | 0.066084 | 0.5409 | 0.295179 |
5 | 0.130439 | 1.0677 | 0.144746 |
6 | -0.066183 | -0.5417 | 0.705099 |
7 | -0.003743 | -0.0306 | 0.512177 |
8 | 0.191054 | 1.5638 | 0.061282 |
9 | -0.101945 | -0.8345 | 0.796506 |
10 | 0.056209 | 0.4601 | 0.323471 |
11 | 0.10879 | 0.8905 | 0.188195 |
12 | -0.198461 | -1.6245 | 0.945515 |
13 | -0.010182 | -0.0833 | 0.533087 |
14 | -0.010172 | -0.0833 | 0.533052 |
15 | -0.065574 | -0.5367 | 0.703391 |
16 | -0.154667 | -1.266 | 0.895053 |
17 | -0.108932 | -0.8916 | 0.812113 |
18 | -0.115604 | -0.9463 | 0.826293 |
19 | -0.109489 | -0.8962 | 0.813323 |
20 | -0.047118 | -0.3857 | 0.649521 |
21 | -0.031971 | -0.2617 | 0.602821 |
22 | 0.029151 | 0.2386 | 0.406069 |
23 | 0.011449 | 0.0937 | 0.462807 |
24 | -0.035787 | -0.2929 | 0.614761 |
25 | -0.067685 | -0.554 | 0.709296 |
26 | -0.040128 | -0.3285 | 0.628207 |
27 | -0.100983 | -0.8266 | 0.794296 |
28 | 0.050611 | 0.4143 | 0.340001 |
29 | -0.013617 | -0.1115 | 0.544207 |
30 | 0.0622 | 0.5091 | 0.306168 |
31 | 0.002833 | 0.0232 | 0.490785 |
32 | 0.037076 | 0.3035 | 0.381232 |
33 | 0.103406 | 0.8464 | 0.200168 |
34 | 0.055005 | 0.4502 | 0.326998 |
35 | 0.06523 | 0.5339 | 0.297577 |