Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9 | 0 |
1 | 0.764713 | 6.8824 | 0 |
2 | 0.677923 | 6.1013 | 0 |
3 | 0.758403 | 6.8256 | 0 |
4 | 0.630903 | 5.6781 | 0 |
5 | 0.66084 | 5.9476 | 0 |
6 | 0.769728 | 6.9276 | 0 |
7 | 0.594332 | 5.349 | 0 |
8 | 0.515501 | 4.6395 | 7e-06 |
9 | 0.564841 | 5.0836 | 1e-06 |
10 | 0.438093 | 3.9428 | 8.5e-05 |
11 | 0.485857 | 4.3727 | 1.8e-05 |
12 | 0.601212 | 5.4109 | 0 |
13 | 0.410587 | 3.6953 | 0.000199 |
14 | 0.327377 | 2.9464 | 0.002099 |
15 | 0.390468 | 3.5142 | 0.000362 |
16 | 0.261863 | 2.3568 | 0.010425 |
17 | 0.278545 | 2.5069 | 0.00709 |
18 | 0.374086 | 3.3668 | 0.000583 |
19 | 0.197304 | 1.7757 | 0.039766 |
20 | 0.139267 | 1.2534 | 0.106832 |
21 | 0.169149 | 1.5223 | 0.06591 |
22 | 0.055492 | 0.4994 | 0.309415 |
23 | 0.108277 | 0.9745 | 0.166357 |
24 | 0.208067 | 1.8726 | 0.032366 |
25 | 0.048667 | 0.438 | 0.331275 |
26 | -0.009165 | -0.0825 | 0.532769 |
27 | 0.037089 | 0.3338 | 0.369696 |
28 | -0.066216 | -0.5959 | 0.723564 |
29 | -0.028517 | -0.2567 | 0.60095 |
30 | 0.023846 | 0.2146 | 0.415305 |
31 | -0.097515 | -0.8776 | 0.808631 |
32 | -0.145946 | -1.3135 | 0.903641 |
33 | -0.122669 | -1.104 | 0.863574 |
34 | -0.219172 | -1.9726 | 0.974021 |
35 | -0.17677 | -1.5909 | 0.94224 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.764713 | 6.8824 | 0 |
1 | 0.224312 | 2.0188 | 0.023408 |
2 | 0.468497 | 4.2165 | 3.2e-05 |
3 | -0.19885 | -1.7897 | 0.961376 |
4 | 0.377244 | 3.3952 | 0.000532 |
5 | 0.23213 | 2.0892 | 0.019916 |
6 | -0.298373 | -2.6854 | 0.995607 |
7 | -0.191949 | -1.7275 | 0.956059 |
8 | -0.026411 | -0.2377 | 0.593641 |
9 | -0.127111 | -1.144 | 0.872004 |
10 | 0.241802 | 2.1762 | 0.016226 |
11 | 0.19548 | 1.7593 | 0.04115 |
12 | -0.249141 | -2.2423 | 0.986161 |
13 | -0.207159 | -1.8644 | 0.967058 |
14 | 0.064562 | 0.5811 | 0.281406 |
15 | -0.078922 | -0.7103 | 0.760221 |
16 | -0.035507 | -0.3196 | 0.624938 |
17 | 0.01173 | 0.1056 | 0.458093 |
18 | -0.084345 | -0.7591 | 0.775002 |
19 | 0.038904 | 0.3501 | 0.363574 |
20 | -0.093273 | -0.8395 | 0.798159 |
21 | 0.039885 | 0.359 | 0.360276 |
22 | 0.071526 | 0.6437 | 0.260782 |
23 | 0.107847 | 0.9706 | 0.167313 |
24 | -0.030068 | -0.2706 | 0.606312 |
25 | -0.103856 | -0.9347 | 0.823641 |
26 | -0.067996 | -0.612 | 0.728862 |
27 | 0.004405 | 0.0396 | 0.484236 |
28 | -0.009098 | -0.0819 | 0.532528 |
29 | -0.231747 | -2.0857 | 0.979924 |
30 | 0.130014 | 1.1701 | 0.122691 |
31 | -0.050029 | -0.4503 | 0.673137 |
32 | 0.061768 | 0.5559 | 0.289901 |
33 | -0.112567 | -1.0131 | 0.842987 |
34 | -0.02429 | -0.2186 | 0.586248 |
35 | -0.027618 | -0.2486 | 0.597837 |