Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.954837 | 9.923 | 0 |
2 | 0.917678 | 9.5368 | 0 |
3 | 0.870549 | 9.047 | 0 |
4 | 0.841225 | 8.7423 | 0 |
5 | 0.803166 | 8.3467 | 0 |
6 | 0.75925 | 7.8904 | 0 |
7 | 0.720098 | 7.4835 | 0 |
8 | 0.68308 | 7.0988 | 0 |
9 | 0.656832 | 6.826 | 0 |
10 | 0.633709 | 6.5857 | 0 |
11 | 0.621242 | 6.4561 | 0 |
12 | 0.600749 | 6.2432 | 0 |
13 | 0.580311 | 6.0308 | 0 |
14 | 0.564742 | 5.869 | 0 |
15 | 0.548937 | 5.7047 | 0 |
16 | 0.530069 | 5.5086 | 0 |
17 | 0.505221 | 5.2504 | 0 |
18 | 0.480652 | 4.9951 | 1e-06 |
19 | 0.464154 | 4.8236 | 2e-06 |
20 | 0.45399 | 4.718 | 4e-06 |
21 | 0.429947 | 4.4681 | 1e-05 |
22 | 0.396217 | 4.1176 | 3.8e-05 |
23 | 0.351209 | 3.6499 | 0.000203 |
24 | 0.312882 | 3.2516 | 0.000766 |
25 | 0.273144 | 2.8386 | 0.002707 |
26 | 0.236895 | 2.4619 | 0.007701 |
27 | 0.196425 | 2.0413 | 0.021829 |
28 | 0.156536 | 1.6268 | 0.05335 |
29 | 0.117666 | 1.2228 | 0.112029 |
30 | 0.076211 | 0.792 | 0.215046 |
31 | 0.047433 | 0.4929 | 0.311527 |
32 | 0.014874 | 0.1546 | 0.43872 |
33 | -0.013901 | -0.1445 | 0.4427 |
34 | -0.034811 | -0.3618 | 0.359117 |
35 | -0.052717 | -0.5478 | 0.292463 |
36 | -0.067504 | -0.7015 | 0.242245 |
37 | -0.090085 | -0.9362 | 0.175632 |
38 | -0.107221 | -1.1143 | 0.133819 |
39 | -0.121522 | -1.2629 | 0.104674 |
40 | -0.133656 | -1.389 | 0.083845 |
41 | -0.145006 | -1.5069 | 0.067372 |
42 | -0.15874 | -1.6497 | 0.050958 |
43 | -0.173695 | -1.8051 | 0.036923 |
44 | -0.188224 | -1.9561 | 0.026519 |
45 | -0.197612 | -2.0536 | 0.021213 |
46 | -0.212012 | -2.2033 | 0.014849 |
47 | -0.223453 | -2.3222 | 0.011049 |
48 | -0.23691 | -2.462 | 0.007698 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.954837 | 9.923 | 0 |
2 | 0.067558 | 0.7021 | 0.242069 |
3 | -0.125106 | -1.3001 | 0.09816 |
4 | 0.162231 | 1.686 | 0.047346 |
5 | -0.08052 | -0.8368 | 0.202281 |
6 | -0.140303 | -1.4581 | 0.073862 |
7 | 0.076568 | 0.7957 | 0.213972 |
8 | -0.000963 | -0.01 | 0.496018 |
9 | 0.062946 | 0.6542 | 0.257203 |
10 | 0.076598 | 0.796 | 0.213882 |
11 | 0.10232 | 1.0633 | 0.144999 |
12 | -0.084384 | -0.8769 | 0.191231 |
13 | -0.040119 | -0.4169 | 0.338778 |
14 | 0.084785 | 0.8811 | 0.190108 |
15 | -0.056558 | -0.5878 | 0.278959 |
16 | -0.069981 | -0.7273 | 0.23432 |
17 | -0.00174 | -0.0181 | 0.492803 |
18 | -0.020033 | -0.2082 | 0.417736 |
19 | 0.082627 | 0.8587 | 0.196209 |
20 | 0.093091 | 0.9674 | 0.167745 |
21 | -0.185054 | -1.9231 | 0.028548 |
22 | -0.154529 | -1.6059 | 0.055607 |
23 | -0.125556 | -1.3048 | 0.097365 |
24 | -0.027677 | -0.2876 | 0.38709 |
25 | -0.063231 | -0.6571 | 0.256253 |
26 | 0.021621 | 0.2247 | 0.411321 |
27 | -0.000509 | -0.0053 | 0.497893 |
28 | -0.032332 | -0.336 | 0.368761 |
29 | -0.016745 | -0.174 | 0.431087 |
30 | -0.129956 | -1.3505 | 0.089832 |
31 | 0.001602 | 0.0167 | 0.493372 |
32 | -0.047267 | -0.4912 | 0.312137 |
33 | -0.039753 | -0.4131 | 0.340169 |
34 | 0.154019 | 1.6006 | 0.056193 |
35 | 0.001509 | 0.0157 | 0.493759 |
36 | -0.019235 | -0.1999 | 0.42097 |
37 | -0.025792 | -0.268 | 0.394589 |
38 | 0.024878 | 0.2585 | 0.39824 |
39 | 0.000686 | 0.0071 | 0.497163 |
40 | -0.078432 | -0.8151 | 0.208407 |
41 | 0.054296 | 0.5643 | 0.286872 |
42 | 0.014191 | 0.1475 | 0.441515 |
43 | 0.00959 | 0.0997 | 0.460397 |
44 | 0.115667 | 1.202 | 0.115988 |
45 | 0.036126 | 0.3754 | 0.354037 |
46 | -0.131791 | -1.3696 | 0.086825 |
47 | 0.029359 | 0.3051 | 0.380435 |
48 | -0.016615 | -0.1727 | 0.431618 |