Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.967851 | 8.2125 | 0 |
2 | 0.92758 | 7.8708 | 0 |
3 | 0.889449 | 7.5472 | 0 |
4 | 0.85093 | 7.2204 | 0 |
5 | 0.806744 | 6.8454 | 0 |
6 | 0.759799 | 6.4471 | 0 |
7 | 0.716457 | 6.0793 | 0 |
8 | 0.675823 | 5.7346 | 0 |
9 | 0.637576 | 5.41 | 0 |
10 | 0.596584 | 5.0622 | 2e-06 |
11 | 0.550127 | 4.668 | 7e-06 |
12 | 0.499738 | 4.2404 | 3.3e-05 |
13 | 0.450563 | 3.8232 | 0.000139 |
14 | 0.401212 | 3.4044 | 0.000544 |
15 | 0.351566 | 2.9831 | 0.001946 |
16 | 0.303214 | 2.5729 | 0.006074 |
17 | 0.260952 | 2.2143 | 0.014989 |
18 | 0.222269 | 1.886 | 0.031663 |
19 | 0.182946 | 1.5524 | 0.062482 |
20 | 0.134666 | 1.1427 | 0.128479 |
21 | 0.085431 | 0.7249 | 0.235429 |
22 | 0.033551 | 0.2847 | 0.388349 |
23 | -0.014446 | -0.1226 | 0.548609 |
24 | -0.058128 | -0.4932 | 0.688326 |
25 | -0.097243 | -0.8251 | 0.79399 |
26 | -0.128425 | -1.0897 | 0.860265 |
27 | -0.155064 | -1.3158 | 0.903786 |
28 | -0.181107 | -1.5367 | 0.935631 |
29 | -0.202141 | -1.7152 | 0.954698 |
30 | -0.225431 | -1.9128 | 0.970128 |
31 | -0.249761 | -2.1193 | 0.981242 |
32 | -0.274116 | -2.3259 | 0.988579 |
33 | -0.294273 | -2.497 | 0.992593 |
34 | -0.308719 | -2.6196 | 0.994635 |
35 | -0.325605 | -2.7629 | 0.996366 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.967851 | 8.2125 | 0 |
1 | -0.144719 | -1.228 | 0.888274 |
2 | 0.029581 | 0.251 | 0.401262 |
3 | -0.037246 | -0.316 | 0.623558 |
4 | -0.107801 | -0.9147 | 0.818305 |
5 | -0.047602 | -0.4039 | 0.656264 |
6 | 0.033235 | 0.282 | 0.389373 |
7 | 0.002095 | 0.0178 | 0.492934 |
8 | 0.018175 | 0.1542 | 0.438933 |
9 | -0.070324 | -0.5967 | 0.723717 |
10 | -0.110189 | -0.935 | 0.823538 |
11 | -0.088252 | -0.7488 | 0.771804 |
12 | -0.011646 | -0.0988 | 0.539221 |
13 | -0.037833 | -0.321 | 0.625438 |
14 | -0.013817 | -0.1172 | 0.546502 |
15 | -0.003385 | -0.0287 | 0.511417 |
16 | 0.049174 | 0.4173 | 0.338866 |
17 | -0.01047 | -0.0888 | 0.535272 |
18 | -0.054137 | -0.4594 | 0.676322 |
19 | -0.184251 | -1.5634 | 0.938831 |
20 | -0.034048 | -0.2889 | 0.613259 |
21 | -0.106073 | -0.9001 | 0.814456 |
22 | 0.046589 | 0.3953 | 0.346889 |
23 | 0.045601 | 0.3869 | 0.349971 |
24 | 0.048852 | 0.4145 | 0.339862 |
25 | 0.068181 | 0.5785 | 0.282353 |
26 | -0.020015 | -0.1698 | 0.567191 |
27 | -0.093893 | -0.7967 | 0.785879 |
28 | 0.039684 | 0.3367 | 0.36865 |
29 | -0.09864 | -0.837 | 0.797316 |
30 | -0.006829 | -0.0579 | 0.523025 |
31 | -0.008868 | -0.0752 | 0.529886 |
32 | 0.059452 | 0.5045 | 0.307738 |
33 | 0.050681 | 0.43 | 0.334225 |
34 | -0.100053 | -0.849 | 0.800646 |
35 | 0.000988 | 0.0084 | 0.496667 |