Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.966424 | 10.5866 | 0 |
2 | 0.931699 | 10.2062 | 0 |
3 | 0.911869 | 9.989 | 0 |
4 | 0.897347 | 9.8299 | 0 |
5 | 0.887663 | 9.7239 | 0 |
6 | 0.873815 | 9.5722 | 0 |
7 | 0.846547 | 9.2735 | 0 |
8 | 0.815141 | 8.9294 | 0 |
9 | 0.787656 | 8.6283 | 0 |
10 | 0.770905 | 8.4448 | 0 |
11 | 0.765657 | 8.3874 | 0 |
12 | 0.754233 | 8.2622 | 0 |
13 | 0.715831 | 7.8415 | 0 |
14 | 0.676752 | 7.4134 | 0 |
15 | 0.651246 | 7.134 | 0 |
16 | 0.632169 | 6.9251 | 0 |
17 | 0.616269 | 6.7509 | 0 |
18 | 0.597784 | 6.5484 | 0 |
19 | 0.566937 | 6.2105 | 0 |
20 | 0.531614 | 5.8235 | 0 |
21 | 0.500935 | 5.4875 | 0 |
22 | 0.480792 | 5.2668 | 0 |
23 | 0.469303 | 5.141 | 1e-06 |
24 | 0.452536 | 4.9573 | 1e-06 |
25 | 0.415293 | 4.5493 | 6e-06 |
26 | 0.376303 | 4.1222 | 3.5e-05 |
27 | 0.349465 | 3.8282 | 0.000103 |
28 | 0.325352 | 3.5641 | 0.000263 |
29 | 0.305173 | 3.343 | 0.000553 |
30 | 0.284875 | 3.1206 | 0.00113 |
31 | 0.250746 | 2.7468 | 0.003473 |
32 | 0.215117 | 2.3565 | 0.010034 |
33 | 0.185283 | 2.0297 | 0.022301 |
34 | 0.165611 | 1.8142 | 0.036075 |
35 | 0.151973 | 1.6648 | 0.049283 |
36 | 0.13113 | 1.4365 | 0.076738 |
37 | 0.095589 | 1.0471 | 0.148573 |
38 | 0.059584 | 0.6527 | 0.257595 |
39 | 0.031905 | 0.3495 | 0.363664 |
40 | 0.003846 | 0.0421 | 0.483232 |
41 | -0.016687 | -0.1828 | 0.427634 |
42 | -0.035954 | -0.3939 | 0.347194 |
43 | -0.066453 | -0.728 | 0.234029 |
44 | -0.098188 | -1.0756 | 0.142134 |
45 | -0.123805 | -1.3562 | 0.088789 |
46 | -0.138466 | -1.5168 | 0.065971 |
47 | -0.149983 | -1.643 | 0.051502 |
48 | -0.167144 | -1.831 | 0.034793 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.966424 | 10.5866 | 0 |
2 | -0.034488 | -0.3778 | 0.353125 |
3 | 0.208196 | 2.2807 | 0.012166 |
4 | 0.063558 | 0.6962 | 0.243811 |
5 | 0.11748 | 1.2869 | 0.100298 |
6 | -0.038007 | -0.4163 | 0.33895 |
7 | -0.169558 | -1.8574 | 0.032851 |
8 | -0.089874 | -0.9845 | 0.163421 |
9 | -0.040388 | -0.4424 | 0.329489 |
10 | 0.095953 | 1.0511 | 0.147661 |
11 | 0.158493 | 1.7362 | 0.042547 |
12 | -0.025036 | -0.2743 | 0.392179 |
13 | -0.334767 | -3.6672 | 0.000183 |
14 | -0.030874 | -0.3382 | 0.367901 |
15 | 0.06436 | 0.705 | 0.241081 |
16 | 0.020046 | 0.2196 | 0.413282 |
17 | -0.002837 | -0.0311 | 0.487629 |
18 | 0.008192 | 0.0897 | 0.464321 |
19 | -0.062086 | -0.6801 | 0.24887 |
20 | -0.037076 | -0.4061 | 0.342679 |
21 | -0.031701 | -0.3473 | 0.364501 |
22 | 0.010543 | 0.1155 | 0.454123 |
23 | 0.031157 | 0.3413 | 0.366736 |
24 | 0.015981 | 0.1751 | 0.430663 |
25 | -0.133496 | -1.4624 | 0.073127 |
26 | -0.048908 | -0.5358 | 0.296557 |
27 | 0.018745 | 0.2053 | 0.418825 |
28 | -0.074139 | -0.8121 | 0.209158 |
29 | 0.005124 | 0.0561 | 0.477666 |
30 | 0.017195 | 0.1884 | 0.425457 |
31 | -0.078933 | -0.8647 | 0.194474 |
32 | 0.027594 | 0.3023 | 0.381484 |
33 | -0.01848 | -0.2024 | 0.419957 |
34 | 0.027217 | 0.2982 | 0.383051 |
35 | -0.022071 | -0.2418 | 0.404685 |
36 | -0.042698 | -0.4677 | 0.320411 |
37 | -0.054431 | -0.5963 | 0.276063 |
38 | -0.03214 | -0.3521 | 0.362699 |
39 | -0.03004 | -0.3291 | 0.371337 |
40 | -0.123065 | -1.3481 | 0.090081 |
41 | 0.051077 | 0.5595 | 0.288427 |
42 | 0.020083 | 0.22 | 0.413123 |
43 | -0.002323 | -0.0254 | 0.48987 |
44 | 0.005988 | 0.0656 | 0.473903 |
45 | -0.01566 | -0.1715 | 0.432042 |
46 | 0.05817 | 0.6372 | 0.262596 |
47 | -0.040502 | -0.4437 | 0.329039 |
48 | -0.009876 | -0.1082 | 0.457015 |