Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.978001 | 11.2364 | 0 |
2 | 0.955198 | 10.9744 | 0 |
3 | 0.931707 | 10.7045 | 0 |
4 | 0.908618 | 10.4392 | 0 |
5 | 0.884382 | 10.1608 | 0 |
6 | 0.85978 | 9.8781 | 0 |
7 | 0.834532 | 9.588 | 0 |
8 | 0.808949 | 9.2941 | 0 |
9 | 0.783128 | 8.9975 | 0 |
10 | 0.757064 | 8.698 | 0 |
11 | 0.731244 | 8.4014 | 0 |
12 | 0.704853 | 8.0981 | 0 |
13 | 0.679089 | 7.8021 | 0 |
14 | 0.653612 | 7.5094 | 0 |
15 | 0.630264 | 7.2412 | 0 |
16 | 0.6084 | 6.99 | 0 |
17 | 0.588241 | 6.7584 | 0 |
18 | 0.56799 | 6.5257 | 0 |
19 | 0.547715 | 6.2928 | 0 |
20 | 0.527109 | 6.056 | 0 |
21 | 0.506269 | 5.8166 | 0 |
22 | 0.485801 | 5.5814 | 0 |
23 | 0.465243 | 5.3452 | 0 |
24 | 0.44596 | 5.1237 | 1e-06 |
25 | 0.426684 | 4.9022 | 1e-06 |
26 | 0.407766 | 4.6849 | 3e-06 |
27 | 0.388021 | 4.458 | 9e-06 |
28 | 0.368853 | 4.2378 | 2.1e-05 |
29 | 0.34902 | 4.0099 | 5.1e-05 |
30 | 0.330087 | 3.7924 | 0.000113 |
31 | 0.31065 | 3.5691 | 0.00025 |
32 | 0.290708 | 3.34 | 0.000545 |
33 | 0.271261 | 3.1165 | 0.001123 |
34 | 0.25182 | 2.8932 | 0.002231 |
35 | 0.233377 | 2.6813 | 0.004135 |
36 | 0.214424 | 2.4635 | 0.007522 |
37 | 0.19615 | 2.2536 | 0.012936 |
38 | 0.178282 | 2.0483 | 0.021256 |
39 | 0.160179 | 1.8403 | 0.033984 |
40 | 0.142128 | 1.6329 | 0.052433 |
41 | 0.124376 | 1.429 | 0.077687 |
42 | 0.106746 | 1.2264 | 0.111112 |
43 | 0.089722 | 1.0308 | 0.152254 |
44 | 0.073389 | 0.8432 | 0.200329 |
45 | 0.05706 | 0.6556 | 0.256621 |
46 | 0.040745 | 0.4681 | 0.320233 |
47 | 0.024094 | 0.2768 | 0.391175 |
48 | 0.007276 | 0.0836 | 0.466752 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.978001 | 11.2364 | 0 |
2 | -0.029595 | -0.34 | 0.367191 |
3 | -0.027159 | -0.312 | 0.377754 |
4 | -0.002349 | -0.027 | 0.489257 |
5 | -0.03862 | -0.4437 | 0.32899 |
6 | -0.020654 | -0.2373 | 0.406398 |
7 | -0.026982 | -0.31 | 0.378526 |
8 | -0.021295 | -0.2447 | 0.403551 |
9 | -0.018496 | -0.2125 | 0.416021 |
10 | -0.019632 | -0.2256 | 0.410949 |
11 | -0.008318 | -0.0956 | 0.462004 |
12 | -0.02768 | -0.318 | 0.375487 |
13 | -0.000337 | -0.0039 | 0.498458 |
14 | -0.008176 | -0.0939 | 0.462652 |
15 | 0.032885 | 0.3778 | 0.353084 |
16 | 0.019308 | 0.2218 | 0.412396 |
17 | 0.023003 | 0.2643 | 0.395986 |
18 | -0.016228 | -0.1864 | 0.426191 |
19 | -0.01661 | -0.1908 | 0.424473 |
20 | -0.022792 | -0.2619 | 0.396918 |
21 | -0.022763 | -0.2615 | 0.397047 |
22 | -0.007601 | -0.0873 | 0.465271 |
23 | -0.018125 | -0.2082 | 0.417679 |
24 | 0.013677 | 0.1571 | 0.437688 |
25 | -0.013966 | -0.1605 | 0.436384 |
26 | -0.00759 | -0.0872 | 0.465323 |
27 | -0.031596 | -0.363 | 0.358589 |
28 | -0.00183 | -0.021 | 0.491627 |
29 | -0.026355 | -0.3028 | 0.381263 |
30 | 0.007971 | 0.0916 | 0.463585 |
31 | -0.021331 | -0.2451 | 0.40339 |
32 | -0.025977 | -0.2985 | 0.382914 |
33 | -0.002076 | -0.0239 | 0.490503 |
34 | -0.017505 | -0.2011 | 0.420458 |
35 | 0.005249 | 0.0603 | 0.476001 |
36 | -0.027085 | -0.3112 | 0.378076 |
37 | -0.001026 | -0.0118 | 0.495304 |
38 | -0.00206 | -0.0237 | 0.490576 |
39 | -0.022588 | -0.2595 | 0.39782 |
40 | -0.010758 | -0.1236 | 0.450911 |
41 | -0.012544 | -0.1441 | 0.442812 |
42 | -0.013842 | -0.159 | 0.436941 |
43 | -0.004718 | -0.0542 | 0.478426 |
44 | -0.00028 | -0.0032 | 0.498719 |
45 | -0.016956 | -0.1948 | 0.422921 |
46 | -0.017168 | -0.1972 | 0.421971 |
47 | -0.023677 | -0.272 | 0.393012 |
48 | -0.02271 | -0.2609 | 0.39728 |