Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.950658 | 7.3638 | 0 |
2 | 0.900551 | 6.9756 | 0 |
3 | 0.852986 | 6.6072 | 0 |
4 | 0.806491 | 6.2471 | 0 |
5 | 0.759488 | 5.883 | 0 |
6 | 0.712051 | 5.5155 | 0 |
7 | 0.665761 | 5.157 | 1e-06 |
8 | 0.618201 | 4.7886 | 6e-06 |
9 | 0.571766 | 4.4289 | 2e-05 |
10 | 0.525106 | 4.0675 | 7e-05 |
11 | 0.478998 | 3.7103 | 0.000227 |
12 | 0.431407 | 3.3417 | 0.000719 |
13 | 0.384095 | 2.9752 | 0.002107 |
14 | 0.337079 | 2.611 | 0.005693 |
15 | 0.291979 | 2.2617 | 0.013677 |
16 | 0.247383 | 1.9162 | 0.030052 |
17 | 0.20534 | 1.5906 | 0.058482 |
18 | 0.163035 | 1.2629 | 0.105762 |
19 | 0.121533 | 0.9414 | 0.175139 |
20 | 0.080819 | 0.626 | 0.266838 |
21 | 0.038649 | 0.2994 | 0.382844 |
22 | -0.003732 | -0.0289 | 0.488516 |
23 | -0.043246 | -0.335 | 0.369403 |
24 | -0.082984 | -0.6428 | 0.261405 |
25 | -0.121041 | -0.9376 | 0.176111 |
26 | -0.159403 | -1.2347 | 0.110872 |
27 | -0.19637 | -1.5211 | 0.066747 |
28 | -0.22738 | -1.7613 | 0.041643 |
29 | -0.25259 | -1.9566 | 0.027529 |
30 | -0.27916 | -2.1624 | 0.017294 |
31 | -0.303642 | -2.352 | 0.010986 |
32 | -0.329905 | -2.5554 | 0.006579 |
33 | -0.350916 | -2.7182 | 0.004284 |
34 | -0.364681 | -2.8248 | 0.003207 |
35 | -0.375736 | -2.9104 | 0.002529 |
36 | -0.38656 | -2.9943 | 0.001996 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.950658 | 7.3638 | 0 |
2 | -0.033247 | -0.2575 | 0.398825 |
3 | 0.000135 | 0.001 | 0.499584 |
4 | -0.01497 | -0.116 | 0.454037 |
5 | -0.030572 | -0.2368 | 0.406807 |
6 | -0.030619 | -0.2372 | 0.406666 |
7 | -0.015813 | -0.1225 | 0.451462 |
8 | -0.041551 | -0.3219 | 0.374341 |
9 | -0.016891 | -0.1308 | 0.448172 |
10 | -0.032495 | -0.2517 | 0.401063 |
11 | -0.024562 | -0.1903 | 0.424874 |
12 | -0.046671 | -0.3615 | 0.359493 |
13 | -0.029657 | -0.2297 | 0.409545 |
14 | -0.032156 | -0.2491 | 0.402074 |
15 | -0.01481 | -0.1147 | 0.454525 |
16 | -0.03016 | -0.2336 | 0.408039 |
17 | -0.007596 | -0.0588 | 0.476639 |
18 | -0.038391 | -0.2974 | 0.383604 |
19 | -0.026239 | -0.2032 | 0.419814 |
20 | -0.029455 | -0.2282 | 0.410149 |
21 | -0.052889 | -0.4097 | 0.341752 |
22 | -0.043066 | -0.3336 | 0.369927 |
23 | -0.011775 | -0.0912 | 0.463814 |
24 | -0.0464 | -0.3594 | 0.360273 |
25 | -0.023597 | -0.1828 | 0.427792 |
26 | -0.048211 | -0.3734 | 0.355067 |
27 | -0.031241 | -0.242 | 0.404805 |
28 | 0.015327 | 0.1187 | 0.452946 |
29 | 0.018607 | 0.1441 | 0.442942 |
30 | -0.053115 | -0.4114 | 0.341112 |
31 | -0.014171 | -0.1098 | 0.456479 |
32 | -0.062364 | -0.4831 | 0.315402 |
33 | 0.012745 | 0.0987 | 0.460845 |
34 | 0.033161 | 0.2569 | 0.39908 |
35 | -0.006626 | -0.0513 | 0.479618 |
36 | -0.030578 | -0.2369 | 0.406789 |