Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.1854 | 0 |
1 | 0.941593 | 7.7073 | 0 |
2 | 0.888364 | 7.2716 | 0 |
3 | 0.846644 | 6.9301 | 0 |
4 | 0.805104 | 6.5901 | 0 |
5 | 0.767613 | 6.2832 | 0 |
6 | 0.731486 | 5.9875 | 0 |
7 | 0.706919 | 5.7864 | 0 |
8 | 0.672033 | 5.5008 | 0 |
9 | 0.646872 | 5.2949 | 1e-06 |
10 | 0.625722 | 5.1218 | 1e-06 |
11 | 0.590729 | 4.8353 | 4e-06 |
12 | 0.537833 | 4.4024 | 2e-05 |
13 | 0.484294 | 3.9641 | 9.1e-05 |
14 | 0.440444 | 3.6052 | 0.000297 |
15 | 0.389351 | 3.187 | 0.001092 |
16 | 0.329789 | 2.6994 | 0.004392 |
17 | 0.2812 | 2.3017 | 0.012233 |
18 | 0.235763 | 1.9298 | 0.028933 |
19 | 0.188853 | 1.5458 | 0.063428 |
20 | 0.153689 | 1.258 | 0.106379 |
21 | 0.115299 | 0.9438 | 0.17434 |
22 | 0.072805 | 0.5959 | 0.276613 |
23 | 0.024708 | 0.2022 | 0.420168 |
24 | -0.021934 | -0.1795 | 0.570973 |
25 | -0.061115 | -0.5002 | 0.690729 |
26 | -0.103283 | -0.8454 | 0.799555 |
27 | -0.136649 | -1.1185 | 0.86633 |
28 | -0.17385 | -1.423 | 0.920315 |
29 | -0.208404 | -1.7059 | 0.953667 |
30 | -0.234919 | -1.9229 | 0.970627 |
31 | -0.261779 | -2.1428 | 0.982115 |
32 | -0.280864 | -2.299 | 0.987684 |
33 | -0.303059 | -2.4806 | 0.992184 |
34 | -0.324184 | -2.6536 | 0.995031 |
35 | -0.341543 | -2.7956 | 0.996624 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.941593 | 7.7073 | 0 |
1 | 0.015577 | 0.1275 | 0.449463 |
2 | 0.075229 | 0.6158 | 0.270065 |
3 | -0.012476 | -0.1021 | 0.540517 |
4 | 0.023131 | 0.1893 | 0.425201 |
5 | -0.004579 | -0.0375 | 0.514893 |
6 | 0.090791 | 0.7432 | 0.229992 |
7 | -0.095176 | -0.779 | 0.780652 |
8 | 0.083679 | 0.6849 | 0.247871 |
9 | 0.011246 | 0.0921 | 0.463466 |
10 | -0.109156 | -0.8935 | 0.8126 |
11 | -0.190174 | -1.5566 | 0.937867 |
12 | -0.056482 | -0.4623 | 0.677328 |
13 | 0.005316 | 0.0435 | 0.482712 |
14 | -0.082819 | -0.6779 | 0.749916 |
15 | -0.139901 | -1.1451 | 0.871887 |
16 | 0.014962 | 0.1225 | 0.451448 |
17 | -0.026187 | -0.2144 | 0.584537 |
18 | -0.041237 | -0.3375 | 0.631617 |
19 | 0.044263 | 0.3623 | 0.359132 |
20 | -0.068533 | -0.561 | 0.711654 |
21 | -0.020217 | -0.1655 | 0.565469 |
22 | -0.047363 | -0.3877 | 0.650261 |
23 | -0.057836 | -0.4734 | 0.681269 |
24 | 0.015609 | 0.1278 | 0.449359 |
25 | -0.005226 | -0.0428 | 0.516995 |
26 | 0.046261 | 0.3787 | 0.353069 |
27 | -0.080054 | -0.6553 | 0.742731 |
28 | -0.021593 | -0.1767 | 0.569879 |
29 | 0.036401 | 0.298 | 0.38333 |
30 | -0.036092 | -0.2954 | 0.61571 |
31 | 0.027632 | 0.2262 | 0.410876 |
32 | -0.003725 | -0.0305 | 0.512117 |
33 | -0.021009 | -0.172 | 0.56801 |
34 | 0.006133 | 0.0502 | 0.480057 |
35 | -0.099348 | -0.8132 | 0.790509 |