Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.6437 | 0 |
1 | 0.910752 | 8.783 | 0 |
2 | 0.803237 | 7.7461 | 0 |
3 | 0.68268 | 6.5835 | 0 |
4 | 0.562466 | 5.4242 | 0 |
5 | 0.454413 | 4.3822 | 1.5e-05 |
6 | 0.367352 | 3.5426 | 0.000311 |
7 | 0.28131 | 2.7129 | 0.003974 |
8 | 0.211073 | 2.0355 | 0.022322 |
9 | 0.164889 | 1.5901 | 0.057599 |
10 | 0.14567 | 1.4048 | 0.081708 |
11 | 0.139993 | 1.35 | 0.09014 |
12 | 0.149801 | 1.4446 | 0.075962 |
13 | 0.157006 | 1.5141 | 0.066694 |
14 | 0.15431 | 1.4881 | 0.070053 |
15 | 0.13433 | 1.2954 | 0.099189 |
16 | 0.110124 | 1.062 | 0.145493 |
17 | 0.084416 | 0.8141 | 0.20884 |
18 | 0.067179 | 0.6479 | 0.259339 |
19 | 0.053158 | 0.5126 | 0.304711 |
20 | 0.032324 | 0.3117 | 0.377974 |
21 | -0.00234 | -0.0226 | 0.508978 |
22 | -0.040927 | -0.3947 | 0.653012 |
23 | -0.073224 | -0.7062 | 0.75907 |
24 | -0.102606 | -0.9895 | 0.837507 |
25 | -0.126223 | -1.2173 | 0.886706 |
26 | -0.146329 | -1.4111 | 0.919231 |
27 | -0.175782 | -1.6952 | 0.953306 |
28 | -0.199706 | -1.9259 | 0.971414 |
29 | -0.204606 | -1.9732 | 0.974276 |
30 | -0.186755 | -1.801 | 0.962528 |
31 | -0.162207 | -1.5643 | 0.939425 |
32 | -0.116781 | -1.1262 | 0.868509 |
33 | -0.07699 | -0.7425 | 0.770162 |
34 | -0.039181 | -0.3778 | 0.646798 |
35 | -0.000184 | -0.0018 | 0.500707 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.910752 | 8.783 | 0 |
1 | -0.15382 | -1.4834 | 0.929324 |
2 | -0.127956 | -1.234 | 0.889837 |
3 | -0.057409 | -0.5536 | 0.709421 |
4 | 0.00025 | 0.0024 | 0.499043 |
5 | 0.040687 | 0.3924 | 0.347841 |
6 | -0.088762 | -0.856 | 0.802898 |
7 | 0.012984 | 0.1252 | 0.450314 |
8 | 0.075704 | 0.7301 | 0.233593 |
9 | 0.094808 | 0.9143 | 0.181462 |
10 | 0.013546 | 0.1306 | 0.448173 |
11 | 0.040919 | 0.3946 | 0.347018 |
12 | -0.024301 | -0.2344 | 0.592388 |
13 | -0.047547 | -0.4585 | 0.676177 |
14 | -0.086436 | -0.8336 | 0.796668 |
15 | -0.007891 | -0.0761 | 0.530246 |
16 | 0.015565 | 0.1501 | 0.440504 |
17 | 0.050543 | 0.4874 | 0.313555 |
18 | 0.00922 | 0.0889 | 0.46467 |
19 | -0.057604 | -0.5555 | 0.71006 |
20 | -0.087031 | -0.8393 | 0.798271 |
21 | -0.044647 | -0.4306 | 0.666106 |
22 | 0.007333 | 0.0707 | 0.471888 |
23 | -0.045441 | -0.4382 | 0.668877 |
24 | -0.026109 | -0.2518 | 0.59912 |
25 | -0.02141 | -0.2065 | 0.581564 |
26 | -0.073459 | -0.7084 | 0.759769 |
27 | 0.009587 | 0.0925 | 0.463267 |
28 | 0.074415 | 0.7176 | 0.237392 |
29 | 0.086363 | 0.8329 | 0.203529 |
30 | -0.024838 | -0.2395 | 0.594388 |
31 | 0.081068 | 0.7818 | 0.218163 |
32 | -0.026626 | -0.2568 | 0.60104 |
33 | 0.030083 | 0.2901 | 0.386191 |
34 | 0.049841 | 0.4807 | 0.315946 |
35 | 0.050766 | 0.4896 | 0.312794 |