Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.948897 | 6.5742 | 0 |
2 | 0.90003 | 6.2356 | 0 |
3 | 0.856981 | 5.9373 | 0 |
4 | 0.800223 | 5.5441 | 1e-06 |
5 | 0.732774 | 5.0768 | 3e-06 |
6 | 0.658663 | 4.5633 | 1.8e-05 |
7 | 0.594429 | 4.1183 | 7.5e-05 |
8 | 0.529068 | 3.6655 | 0.000308 |
9 | 0.464469 | 3.2179 | 0.001158 |
10 | 0.41758 | 2.8931 | 0.00286 |
11 | 0.355784 | 2.4649 | 0.008666 |
12 | 0.282571 | 1.9577 | 0.028046 |
13 | 0.213626 | 1.48 | 0.072698 |
14 | 0.150285 | 1.0412 | 0.151498 |
15 | 0.091426 | 0.6334 | 0.264734 |
16 | 0.024249 | 0.168 | 0.433642 |
17 | -0.035943 | -0.249 | 0.597797 |
18 | -0.093907 | -0.6506 | 0.740799 |
19 | -0.141875 | -0.9829 | 0.834716 |
20 | -0.17064 | -1.1822 | 0.878531 |
21 | -0.21001 | -1.455 | 0.92391 |
22 | -0.246375 | -1.7069 | 0.952852 |
23 | -0.284214 | -1.9691 | 0.972635 |
24 | -0.323315 | -2.24 | 0.985121 |
25 | -0.350022 | -2.425 | 0.99044 |
26 | -0.380995 | -2.6396 | 0.994419 |
27 | -0.407255 | -2.8215 | 0.996534 |
28 | -0.424572 | -2.9415 | 0.997493 |
29 | -0.442806 | -3.0678 | 0.998231 |
30 | -0.445025 | -3.0832 | 0.998305 |
31 | -0.442882 | -3.0684 | 0.998233 |
32 | -0.436685 | -3.0254 | 0.998009 |
33 | -0.424112 | -2.9383 | 0.997471 |
34 | -0.413824 | -2.8671 | 0.996932 |
35 | -0.403845 | -2.7979 | 0.996309 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.948897 | 6.5742 | 0 |
1 | -0.003778 | -0.0262 | 0.510387 |
2 | 0.03317 | 0.2298 | 0.40961 |
3 | -0.158655 | -1.0992 | 0.861417 |
4 | -0.143818 | -0.9964 | 0.837974 |
5 | -0.132189 | -0.9158 | 0.817834 |
6 | 0.056073 | 0.3885 | 0.349687 |
7 | -0.025774 | -0.1786 | 0.570485 |
8 | 0.011322 | 0.0784 | 0.468901 |
9 | 0.137688 | 0.9539 | 0.17245 |
10 | -0.19436 | -1.3466 | 0.907778 |
11 | -0.190785 | -1.3218 | 0.90375 |
12 | -0.093207 | -0.6458 | 0.739243 |
13 | -0.012767 | -0.0884 | 0.535056 |
14 | 0.056493 | 0.3914 | 0.348618 |
15 | -0.034271 | -0.2374 | 0.593337 |
16 | 0.004789 | 0.0332 | 0.486835 |
17 | -0.099803 | -0.6915 | 0.753696 |
18 | 0.048742 | 0.3377 | 0.368532 |
19 | 0.103588 | 0.7177 | 0.238217 |
20 | -0.147958 | -1.0251 | 0.844769 |
21 | -0.012677 | -0.0878 | 0.53481 |
22 | -0.123784 | -0.8576 | 0.802312 |
23 | -0.113418 | -0.7858 | 0.782073 |
24 | 0.044756 | 0.3101 | 0.378922 |
25 | -0.008488 | -0.0588 | 0.523325 |
26 | 0.02813 | 0.1949 | 0.423151 |
27 | 0.079223 | 0.5489 | 0.292817 |
28 | -0.06678 | -0.4627 | 0.677152 |
29 | -0.035717 | -0.2475 | 0.597194 |
30 | -0.016578 | -0.1149 | 0.545481 |
31 | 0.007792 | 0.054 | 0.478586 |
32 | 0.051675 | 0.358 | 0.360952 |
33 | -0.004697 | -0.0325 | 0.512913 |
34 | -0.122743 | -0.8504 | 0.800335 |
35 | -0.031184 | -0.2161 | 0.585069 |