Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.974718 | 10.6775 | 0 |
2 | 0.949131 | 10.3972 | 0 |
3 | 0.923376 | 10.1151 | 0 |
4 | 0.899546 | 9.854 | 0 |
5 | 0.876018 | 9.5963 | 0 |
6 | 0.852384 | 9.3374 | 0 |
7 | 0.827973 | 9.07 | 0 |
8 | 0.802955 | 8.7959 | 0 |
9 | 0.779322 | 8.537 | 0 |
10 | 0.752717 | 8.2456 | 0 |
11 | 0.725757 | 7.9503 | 0 |
12 | 0.700861 | 7.6775 | 0 |
13 | 0.674486 | 7.3886 | 0 |
14 | 0.647268 | 7.0905 | 0 |
15 | 0.619832 | 6.7899 | 0 |
16 | 0.595869 | 6.5274 | 0 |
17 | 0.572306 | 6.2693 | 0 |
18 | 0.547531 | 5.9979 | 0 |
19 | 0.52134 | 5.711 | 0 |
20 | 0.494726 | 5.4195 | 0 |
21 | 0.470383 | 5.1528 | 1e-06 |
22 | 0.447054 | 4.8972 | 2e-06 |
23 | 0.424332 | 4.6483 | 4e-06 |
24 | 0.401398 | 4.3971 | 1.2e-05 |
25 | 0.377821 | 4.1388 | 3.3e-05 |
26 | 0.353759 | 3.8752 | 8.7e-05 |
27 | 0.32716 | 3.5839 | 0.000245 |
28 | 0.302162 | 3.31 | 0.000616 |
29 | 0.276679 | 3.0309 | 0.001494 |
30 | 0.251198 | 2.7517 | 0.003424 |
31 | 0.224331 | 2.4574 | 0.007712 |
32 | 0.196213 | 2.1494 | 0.016805 |
33 | 0.169484 | 1.8566 | 0.03291 |
34 | 0.148462 | 1.6263 | 0.053252 |
35 | 0.127871 | 1.4008 | 0.081933 |
36 | 0.110898 | 1.2148 | 0.113409 |
37 | 0.093548 | 1.0248 | 0.153768 |
38 | 0.075474 | 0.8268 | 0.205003 |
39 | 0.057797 | 0.6331 | 0.263925 |
40 | 0.041766 | 0.4575 | 0.324063 |
41 | 0.025759 | 0.2822 | 0.389146 |
42 | 0.009866 | 0.1081 | 0.457057 |
43 | -0.00653 | -0.0715 | 0.471545 |
44 | -0.023746 | -0.2601 | 0.397606 |
45 | -0.040635 | -0.4451 | 0.328511 |
46 | -0.051855 | -0.568 | 0.285532 |
47 | -0.064104 | -0.7022 | 0.241949 |
48 | -0.076643 | -0.8396 | 0.201407 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.974718 | 10.6775 | 0 |
2 | -0.018922 | -0.2073 | 0.418072 |
3 | -0.016454 | -0.1802 | 0.428632 |
4 | 0.025235 | 0.2764 | 0.391346 |
5 | -0.006964 | -0.0763 | 0.46966 |
6 | -0.015036 | -0.1647 | 0.434723 |
7 | -0.026952 | -0.2952 | 0.384161 |
8 | -0.02488 | -0.2725 | 0.392837 |
9 | 0.014081 | 0.1542 | 0.438838 |
10 | -0.07437 | -0.8147 | 0.208433 |
11 | -0.022836 | -0.2502 | 0.401448 |
12 | 0.028661 | 0.314 | 0.377045 |
13 | -0.04912 | -0.5381 | 0.295758 |
14 | -0.033811 | -0.3704 | 0.355877 |
15 | -0.017667 | -0.1935 | 0.423434 |
16 | 0.052942 | 0.5799 | 0.281519 |
17 | -0.007529 | -0.0825 | 0.467201 |
18 | -0.045858 | -0.5024 | 0.30817 |
19 | -0.035761 | -0.3917 | 0.34797 |
20 | -0.018533 | -0.203 | 0.419731 |
21 | 0.020476 | 0.2243 | 0.41145 |
22 | 0.00092 | 0.0101 | 0.495987 |
23 | -0.003129 | -0.0343 | 0.486355 |
24 | -0.014797 | -0.1621 | 0.435751 |
25 | -0.034669 | -0.3798 | 0.352388 |
26 | -0.027881 | -0.3054 | 0.380287 |
27 | -0.062487 | -0.6845 | 0.247486 |
28 | 0.010794 | 0.1182 | 0.453036 |
29 | -0.0322 | -0.3527 | 0.362454 |
30 | -0.029534 | -0.3235 | 0.373429 |
31 | -0.042336 | -0.4638 | 0.321827 |
32 | -0.043082 | -0.4719 | 0.318915 |
33 | 0.002536 | 0.0278 | 0.488944 |
34 | 0.088931 | 0.9742 | 0.165962 |
35 | -0.017594 | -0.1927 | 0.423747 |
36 | 0.069205 | 0.7581 | 0.224939 |
37 | -0.015162 | -0.1661 | 0.434181 |
38 | -0.031711 | -0.3474 | 0.364457 |
39 | -0.001252 | -0.0137 | 0.494541 |
40 | 0.009824 | 0.1076 | 0.457242 |
41 | -0.01613 | -0.1767 | 0.430023 |
42 | -0.019648 | -0.2152 | 0.414978 |
43 | -0.036764 | -0.4027 | 0.343931 |
44 | -0.02588 | -0.2835 | 0.388639 |
45 | -0.015079 | -0.1652 | 0.434541 |
46 | 0.084164 | 0.922 | 0.179198 |
47 | -0.043008 | -0.4711 | 0.319204 |
48 | -0.022978 | -0.2517 | 0.400848 |