Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.918932 | 7.118 | 0 |
2 | 0.81415 | 6.3064 | 0 |
3 | 0.698671 | 5.4119 | 1e-06 |
4 | 0.580859 | 4.4993 | 1.6e-05 |
5 | 0.486442 | 3.768 | 0.000189 |
6 | 0.399404 | 3.0938 | 0.0015 |
7 | 0.305263 | 2.3646 | 0.010652 |
8 | 0.220466 | 1.7077 | 0.046429 |
9 | 0.153275 | 1.1873 | 0.119901 |
10 | 0.088472 | 0.6853 | 0.247897 |
11 | 0.041856 | 0.3242 | 0.373452 |
12 | -0.004464 | -0.0346 | 0.513734 |
13 | -0.066273 | -0.5134 | 0.695204 |
14 | -0.128372 | -0.9944 | 0.837981 |
15 | -0.180076 | -1.3949 | 0.9159 |
16 | -0.219927 | -1.7035 | 0.953179 |
17 | -0.251017 | -1.9444 | 0.971728 |
18 | -0.258837 | -2.0049 | 0.975256 |
19 | -0.2549 | -1.9744 | 0.97353 |
20 | -0.227581 | -1.7628 | 0.95849 |
21 | -0.169751 | -1.3149 | 0.903224 |
22 | -0.107684 | -0.8341 | 0.796237 |
23 | -0.045484 | -0.3523 | 0.637084 |
24 | 0.003631 | 0.0281 | 0.488826 |
25 | 0.031421 | 0.2434 | 0.404269 |
26 | 0.043412 | 0.3363 | 0.368921 |
27 | 0.042508 | 0.3293 | 0.37155 |
28 | 0.032472 | 0.2515 | 0.401134 |
29 | 0.024064 | 0.1864 | 0.426381 |
30 | 0.030675 | 0.2376 | 0.406497 |
31 | 0.037588 | 0.2912 | 0.385968 |
32 | 0.057306 | 0.4439 | 0.329358 |
33 | 0.074139 | 0.5743 | 0.283964 |
34 | 0.085404 | 0.6615 | 0.2554 |
35 | 0.092782 | 0.7187 | 0.237563 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.918932 | 7.118 | 0 |
1 | -0.194685 | -1.508 | 0.931602 |
2 | -0.108431 | -0.8399 | 0.797852 |
3 | -0.068892 | -0.5336 | 0.702218 |
4 | 0.088603 | 0.6863 | 0.24758 |
5 | -0.053164 | -0.4118 | 0.659025 |
6 | -0.137833 | -1.0676 | 0.855022 |
7 | -0.002692 | -0.0209 | 0.508283 |
8 | 0.06453 | 0.4998 | 0.309505 |
9 | -0.076122 | -0.5896 | 0.721175 |
10 | 0.021035 | 0.1629 | 0.435558 |
11 | -0.073447 | -0.5689 | 0.714233 |
12 | -0.137604 | -1.0659 | 0.854625 |
13 | -0.057372 | -0.4444 | 0.670824 |
14 | 0.026657 | 0.2065 | 0.418556 |
15 | 0.006877 | 0.0533 | 0.478847 |
16 | -0.070994 | -0.5499 | 0.707791 |
17 | 0.083498 | 0.6468 | 0.260123 |
18 | 0.04801 | 0.3719 | 0.355643 |
19 | 0.094246 | 0.73 | 0.234108 |
20 | 0.132888 | 1.0293 | 0.153724 |
21 | 0.004092 | 0.0317 | 0.487409 |
22 | -0.001256 | -0.0097 | 0.503864 |
23 | -0.052005 | -0.4028 | 0.655746 |
24 | -0.044034 | -0.3411 | 0.632885 |
25 | -0.046277 | -0.3585 | 0.639372 |
26 | -0.089609 | -0.6941 | 0.754853 |
27 | -0.025753 | -0.1995 | 0.578719 |
28 | 0.029927 | 0.2318 | 0.408735 |
29 | 0.097029 | 0.7516 | 0.227621 |
30 | -0.011288 | -0.0874 | 0.534693 |
31 | 0.057534 | 0.4457 | 0.328724 |
32 | -0.040415 | -0.3131 | 0.622338 |
33 | -0.009721 | -0.0753 | 0.529885 |
34 | 0.003933 | 0.0305 | 0.487899 |
35 | -0.020776 | -0.1609 | 0.563656 |