Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.966416 | 10.5866 | 0 |
2 | 0.931665 | 10.2059 | 0 |
3 | 0.911828 | 9.9886 | 0 |
4 | 0.897321 | 9.8297 | 0 |
5 | 0.887643 | 9.7236 | 0 |
6 | 0.873801 | 9.572 | 0 |
7 | 0.84652 | 9.2732 | 0 |
8 | 0.815095 | 8.9289 | 0 |
9 | 0.787613 | 8.6279 | 0 |
10 | 0.770884 | 8.4446 | 0 |
11 | 0.765648 | 8.3873 | 0 |
12 | 0.754211 | 8.262 | 0 |
13 | 0.715801 | 7.8412 | 0 |
14 | 0.676717 | 7.4131 | 0 |
15 | 0.651221 | 7.1338 | 0 |
16 | 0.632169 | 6.9251 | 0 |
17 | 0.616302 | 6.7513 | 0 |
18 | 0.597814 | 6.5487 | 0 |
19 | 0.56695 | 6.2106 | 0 |
20 | 0.531612 | 5.8235 | 0 |
21 | 0.500931 | 5.4874 | 0 |
22 | 0.480797 | 5.2669 | 0 |
23 | 0.469309 | 5.141 | 1e-06 |
24 | 0.452553 | 4.9575 | 1e-06 |
25 | 0.415319 | 4.5496 | 6e-06 |
26 | 0.376306 | 4.1222 | 3.5e-05 |
27 | 0.349467 | 3.8282 | 0.000103 |
28 | 0.325372 | 3.5643 | 0.000262 |
29 | 0.305218 | 3.3435 | 0.000552 |
30 | 0.284925 | 3.1212 | 0.001128 |
31 | 0.250774 | 2.7471 | 0.00347 |
32 | 0.215135 | 2.3567 | 0.010029 |
33 | 0.1853 | 2.0299 | 0.022291 |
34 | 0.165621 | 1.8143 | 0.036065 |
35 | 0.151999 | 1.6651 | 0.049254 |
36 | 0.131166 | 1.4369 | 0.076681 |
37 | 0.095611 | 1.0474 | 0.148518 |
38 | 0.059586 | 0.6527 | 0.257588 |
39 | 0.031896 | 0.3494 | 0.3637 |
40 | 0.003852 | 0.0422 | 0.483204 |
41 | -0.01665 | -0.1824 | 0.427791 |
42 | -0.035911 | -0.3934 | 0.347368 |
43 | -0.06643 | -0.7277 | 0.234106 |
44 | -0.098184 | -1.0756 | 0.142142 |
45 | -0.123797 | -1.3561 | 0.088802 |
46 | -0.138451 | -1.5167 | 0.065992 |
47 | -0.14995 | -1.6426 | 0.05154 |
48 | -0.167093 | -1.8304 | 0.034835 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.966416 | 10.5866 | 0 |
2 | -0.03475 | -0.3807 | 0.352063 |
3 | 0.208404 | 2.283 | 0.012097 |
4 | 0.063768 | 0.6985 | 0.243096 |
5 | 0.1174 | 1.286 | 0.100451 |
6 | -0.037908 | -0.4153 | 0.339345 |
7 | -0.169759 | -1.8596 | 0.032695 |
8 | -0.089857 | -0.9843 | 0.163466 |
9 | -0.040229 | -0.4407 | 0.330115 |
10 | 0.096087 | 1.0526 | 0.147325 |
11 | 0.158377 | 1.7349 | 0.042661 |
12 | -0.025344 | -0.2776 | 0.390887 |
13 | -0.33446 | -3.6638 | 0.000186 |
14 | -0.030766 | -0.337 | 0.368343 |
15 | 0.064349 | 0.7049 | 0.241116 |
16 | 0.019987 | 0.2189 | 0.413533 |
17 | -0.002394 | -0.0262 | 0.489559 |
18 | 0.007752 | 0.0849 | 0.466234 |
19 | -0.062079 | -0.68 | 0.248896 |
20 | -0.03721 | -0.4076 | 0.342141 |
21 | -0.031924 | -0.3497 | 0.363585 |
22 | 0.010408 | 0.114 | 0.454709 |
23 | 0.031299 | 0.3429 | 0.366153 |
24 | 0.016618 | 0.182 | 0.427928 |
25 | -0.133463 | -1.462 | 0.073176 |
26 | -0.049402 | -0.5412 | 0.294695 |
27 | 0.018741 | 0.2053 | 0.418846 |
28 | -0.07422 | -0.813 | 0.208904 |
29 | 0.005432 | 0.0595 | 0.476326 |
30 | 0.017235 | 0.1888 | 0.425282 |
31 | -0.079195 | -0.8675 | 0.193691 |
32 | 0.027807 | 0.3046 | 0.380597 |
33 | -0.018735 | -0.2052 | 0.418871 |
34 | 0.02698 | 0.2955 | 0.384043 |
35 | -0.021639 | -0.237 | 0.406512 |
36 | -0.042846 | -0.4694 | 0.319835 |
37 | -0.054533 | -0.5974 | 0.275691 |
38 | -0.031965 | -0.3502 | 0.363417 |
39 | -0.030197 | -0.3308 | 0.370691 |
40 | -0.122967 | -1.347 | 0.090253 |
41 | 0.051244 | 0.5614 | 0.287802 |
42 | 0.020091 | 0.2201 | 0.413091 |
43 | -0.00254 | -0.0278 | 0.488926 |
44 | 0.005906 | 0.0647 | 0.474262 |
45 | -0.015474 | -0.1695 | 0.432839 |
46 | 0.058261 | 0.6382 | 0.262274 |
47 | -0.04055 | -0.4442 | 0.32885 |
48 | -0.009783 | -0.1072 | 0.457418 |