Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.949414 | 11.3533 | 0 |
2 | 0.885227 | 10.5858 | 0 |
3 | 0.812822 | 9.7199 | 0 |
4 | 0.74081 | 8.8588 | 0 |
5 | 0.67883 | 8.1176 | 0 |
6 | 0.632763 | 7.5667 | 0 |
7 | 0.61517 | 7.3564 | 0 |
8 | 0.618709 | 7.3987 | 0 |
9 | 0.631048 | 7.5462 | 0 |
10 | 0.649412 | 7.7658 | 0 |
11 | 0.660665 | 7.9004 | 0 |
12 | 0.655527 | 7.839 | 0 |
13 | 0.617468 | 7.3838 | 0 |
14 | 0.554096 | 6.626 | 0 |
15 | 0.49203 | 5.8838 | 0 |
16 | 0.426879 | 5.1047 | 1e-06 |
17 | 0.384633 | 4.5995 | 5e-06 |
18 | 0.357754 | 4.2781 | 1.7e-05 |
19 | 0.350685 | 4.1936 | 2.4e-05 |
20 | 0.363401 | 4.3456 | 1.3e-05 |
21 | 0.393662 | 4.7075 | 3e-06 |
22 | 0.420049 | 5.0231 | 1e-06 |
23 | 0.442697 | 5.2939 | 0 |
24 | 0.441488 | 5.2794 | 0 |
25 | 0.410343 | 4.907 | 1e-06 |
26 | 0.358759 | 4.2901 | 1.6e-05 |
27 | 0.289499 | 3.4619 | 0.000354 |
28 | 0.221842 | 2.6528 | 0.004442 |
29 | 0.167226 | 1.9997 | 0.023712 |
30 | 0.126202 | 1.5092 | 0.066732 |
31 | 0.100734 | 1.2046 | 0.115172 |
32 | 0.091604 | 1.0954 | 0.137586 |
33 | 0.096687 | 1.1562 | 0.124763 |
34 | 0.105711 | 1.2641 | 0.104121 |
35 | 0.11175 | 1.3363 | 0.091781 |
36 | 0.10995 | 1.3148 | 0.095339 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.949414 | 11.3533 | 0 |
2 | -0.163871 | -1.9596 | 0.025993 |
3 | -0.101796 | -1.2173 | 0.112747 |
4 | -0.017482 | -0.2091 | 0.417351 |
5 | 0.066158 | 0.7911 | 0.215088 |
6 | 0.104149 | 1.2454 | 0.107504 |
7 | 0.223336 | 2.6707 | 0.004223 |
8 | 0.139695 | 1.6705 | 0.048503 |
9 | 0.031517 | 0.3769 | 0.353406 |
10 | 0.057512 | 0.6877 | 0.246365 |
11 | -0.030495 | -0.3647 | 0.357947 |
12 | -0.087442 | -1.0456 | 0.148744 |
13 | -0.240084 | -2.871 | 0.002357 |
14 | -0.168422 | -2.014 | 0.022941 |
15 | 0.090801 | 1.0858 | 0.139693 |
16 | -0.026578 | -0.3178 | 0.375541 |
17 | 0.195698 | 2.3402 | 0.010328 |
18 | 0.02499 | 0.2988 | 0.382751 |
19 | 0.010338 | 0.1236 | 0.450891 |
20 | 0.022488 | 0.2689 | 0.394189 |
21 | 0.130934 | 1.5657 | 0.05981 |
22 | -0.072053 | -0.8616 | 0.195166 |
23 | 0.056049 | 0.6702 | 0.251892 |
24 | -0.106476 | -1.2733 | 0.102495 |
25 | -0.159014 | -1.9015 | 0.029622 |
26 | -0.035602 | -0.4257 | 0.335468 |
27 | -0.139882 | -1.6727 | 0.048282 |
28 | -0.020893 | -0.2498 | 0.401532 |
29 | 0.019031 | 0.2276 | 0.410149 |
30 | -0.072078 | -0.8619 | 0.195086 |
31 | -0.035848 | -0.4287 | 0.334402 |
32 | -0.0459 | -0.5489 | 0.29197 |
33 | -0.008976 | -0.1073 | 0.457335 |
34 | -0.009793 | -0.1171 | 0.453467 |
35 | 0.066569 | 0.796 | 0.213662 |
36 | 0.047035 | 0.5625 | 0.287344 |