Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.813831 | 8.9151 | 0 |
2 | 0.480261 | 5.261 | 0 |
3 | 0.018067 | 0.1979 | 0.421724 |
4 | -0.418669 | -4.5863 | 6e-06 |
5 | -0.707115 | -7.7461 | 0 |
6 | -0.816313 | -8.9423 | 0 |
7 | -0.670003 | -7.3395 | 0 |
8 | -0.366876 | -4.0189 | 5.1e-05 |
9 | 0.069699 | 0.7635 | 0.223327 |
10 | 0.48383 | 5.3001 | 0 |
11 | 0.755689 | 8.2782 | 0 |
12 | 0.852383 | 9.3374 | 0 |
13 | 0.689361 | 7.5516 | 0 |
14 | 0.389533 | 4.2671 | 2e-05 |
15 | -0.025969 | -0.2845 | 0.388268 |
16 | -0.402845 | -4.4129 | 1.1e-05 |
17 | -0.646967 | -7.0872 | 0 |
18 | -0.730378 | -8.0009 | 0 |
19 | -0.586189 | -6.4214 | 0 |
20 | -0.305141 | -3.3427 | 0.000554 |
21 | 0.077325 | 0.8471 | 0.199324 |
22 | 0.419181 | 4.5919 | 5e-06 |
23 | 0.644136 | 7.0562 | 0 |
24 | 0.718863 | 7.8747 | 0 |
25 | 0.568815 | 6.2311 | 0 |
26 | 0.314386 | 3.4439 | 0.000395 |
27 | -0.034566 | -0.3786 | 0.352808 |
28 | -0.364922 | -3.9975 | 5.5e-05 |
29 | -0.576562 | -6.3159 | 0 |
30 | -0.646917 | -7.0866 | 0 |
31 | -0.513585 | -5.626 | 0 |
32 | -0.272524 | -2.9854 | 0.001717 |
33 | 0.057369 | 0.6284 | 0.265453 |
34 | 0.349983 | 3.8339 | 0.000101 |
35 | 0.536367 | 5.8756 | 0 |
36 | 0.595898 | 6.5277 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.813831 | 8.9151 | 0 |
2 | -0.539151 | -5.9061 | 0 |
3 | -0.604265 | -6.6194 | 0 |
4 | -0.31713 | -3.474 | 0.000357 |
5 | 0.019297 | 0.2114 | 0.41647 |
6 | -0.149321 | -1.6357 | 0.052258 |
7 | 0.163417 | 1.7901 | 0.037976 |
8 | 0.044736 | 0.4901 | 0.312493 |
9 | 0.314441 | 3.4445 | 0.000394 |
10 | 0.223237 | 2.4454 | 0.00796 |
11 | -0.006382 | -0.0699 | 0.472192 |
12 | 0.190327 | 2.0849 | 0.019598 |
13 | -0.045884 | -0.5026 | 0.308073 |
14 | 0.162542 | 1.7806 | 0.038758 |
15 | 0.004145 | 0.0454 | 0.48193 |
16 | 0.056043 | 0.6139 | 0.270214 |
17 | 0.133146 | 1.4585 | 0.073652 |
18 | -0.081778 | -0.8958 | 0.186068 |
19 | -0.035019 | -0.3836 | 0.35097 |
20 | 0.007642 | 0.0837 | 0.46671 |
21 | -0.009641 | -0.1056 | 0.458034 |
22 | -0.093796 | -1.0275 | 0.153131 |
23 | -0.059742 | -0.6544 | 0.25704 |
24 | 0.117214 | 1.284 | 0.100806 |
25 | -0.107875 | -1.1817 | 0.119829 |
26 | 0.044562 | 0.4881 | 0.313167 |
27 | 0.047623 | 0.5217 | 0.301427 |
28 | -0.158477 | -1.736 | 0.042562 |
29 | 0.042153 | 0.4618 | 0.322543 |
30 | -0.037474 | -0.4105 | 0.341084 |
31 | 0.02487 | 0.2724 | 0.392876 |
32 | -0.011358 | -0.1244 | 0.450595 |
33 | -0.046581 | -0.5103 | 0.3054 |
34 | -0.029799 | -0.3264 | 0.372333 |
35 | -0.071853 | -0.7871 | 0.216383 |
36 | 0.003367 | 0.0369 | 0.485317 |