Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.953934 | 10.4933 | 0 |
2 | 0.909594 | 10.0055 | 0 |
3 | 0.87189 | 9.5908 | 0 |
4 | 0.836269 | 9.199 | 0 |
5 | 0.809444 | 8.9039 | 0 |
6 | 0.773832 | 8.5121 | 0 |
7 | 0.742297 | 8.1653 | 0 |
8 | 0.712901 | 7.8419 | 0 |
9 | 0.682573 | 7.5083 | 0 |
10 | 0.655587 | 7.2115 | 0 |
11 | 0.627132 | 6.8984 | 0 |
12 | 0.597001 | 6.567 | 0 |
13 | 0.562939 | 6.1923 | 0 |
14 | 0.529869 | 5.8286 | 0 |
15 | 0.501541 | 5.517 | 0 |
16 | 0.482334 | 5.3057 | 0 |
17 | 0.461363 | 5.075 | 1e-06 |
18 | 0.434861 | 4.7835 | 2e-06 |
19 | 0.406735 | 4.4741 | 9e-06 |
20 | 0.375379 | 4.1292 | 3.4e-05 |
21 | 0.345871 | 3.8046 | 0.000112 |
22 | 0.315353 | 3.4689 | 0.000362 |
23 | 0.287571 | 3.1633 | 0.000986 |
24 | 0.264255 | 2.9068 | 0.002172 |
25 | 0.242607 | 2.6687 | 0.00433 |
26 | 0.216628 | 2.3829 | 0.009367 |
27 | 0.189229 | 2.0815 | 0.019748 |
28 | 0.163942 | 1.8034 | 0.03691 |
29 | 0.138412 | 1.5225 | 0.065243 |
30 | 0.11169 | 1.2286 | 0.110804 |
31 | 0.084955 | 0.9345 | 0.175951 |
32 | 0.058697 | 0.6457 | 0.259859 |
33 | 0.033612 | 0.3697 | 0.356114 |
34 | 0.017185 | 0.189 | 0.425192 |
35 | -0.002721 | -0.0299 | 0.488084 |
36 | -0.026915 | -0.2961 | 0.383845 |
37 | -0.050574 | -0.5563 | 0.289512 |
38 | -0.069229 | -0.7615 | 0.223916 |
39 | -0.07662 | -0.8428 | 0.200496 |
40 | -0.089168 | -0.9809 | 0.164312 |
41 | -0.102661 | -1.1293 | 0.13051 |
42 | -0.117954 | -1.2975 | 0.098465 |
43 | -0.133117 | -1.4643 | 0.072855 |
44 | -0.14474 | -1.5921 | 0.056981 |
45 | -0.152749 | -1.6802 | 0.047746 |
46 | -0.164495 | -1.8094 | 0.036432 |
47 | -0.175606 | -1.9317 | 0.02787 |
48 | -0.180567 | -1.9862 | 0.024634 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.953934 | 10.4933 | 0 |
2 | -0.004391 | -0.0483 | 0.480777 |
3 | 0.050842 | 0.5593 | 0.288508 |
4 | 0.005567 | 0.0612 | 0.475638 |
5 | 0.084503 | 0.9295 | 0.177232 |
6 | -0.106692 | -1.1736 | 0.121427 |
7 | 0.038753 | 0.4263 | 0.335328 |
8 | -0.002605 | -0.0287 | 0.488592 |
9 | -0.013691 | -0.1506 | 0.440272 |
10 | 0.006248 | 0.0687 | 0.47266 |
11 | -0.013867 | -0.1525 | 0.439507 |
12 | -0.037686 | -0.4145 | 0.339606 |
13 | -0.065312 | -0.7184 | 0.236937 |
14 | -0.005325 | -0.0586 | 0.476693 |
15 | 0.018253 | 0.2008 | 0.420604 |
16 | 0.086318 | 0.9495 | 0.172131 |
17 | -0.030618 | -0.3368 | 0.368426 |
18 | -0.05344 | -0.5878 | 0.278868 |
19 | -0.035388 | -0.3893 | 0.348882 |
20 | -0.054303 | -0.5973 | 0.275701 |
21 | -0.023014 | -0.2532 | 0.400288 |
22 | -0.035848 | -0.3943 | 0.347017 |
23 | 0.019034 | 0.2094 | 0.417255 |
24 | 0.022189 | 0.2441 | 0.403793 |
25 | 0.017317 | 0.1905 | 0.424623 |
26 | -0.074748 | -0.8222 | 0.206281 |
27 | -0.035107 | -0.3862 | 0.350022 |
28 | -0.011502 | -0.1265 | 0.449765 |
29 | -0.022512 | -0.2476 | 0.402421 |
30 | -0.027545 | -0.303 | 0.381206 |
31 | -0.003824 | -0.0421 | 0.483258 |
32 | -0.02028 | -0.2231 | 0.411923 |
33 | -0.029272 | -0.322 | 0.374007 |
34 | 0.073186 | 0.8051 | 0.211185 |
35 | -0.066738 | -0.7341 | 0.232149 |
36 | -0.060535 | -0.6659 | 0.253375 |
37 | -0.017453 | -0.192 | 0.42404 |
38 | 0.062808 | 0.6909 | 0.245481 |
39 | 0.099995 | 1.0999 | 0.13677 |
40 | -0.060216 | -0.6624 | 0.254494 |
41 | -0.020267 | -0.2229 | 0.411981 |
42 | -0.049796 | -0.5478 | 0.292433 |
43 | 0.000355 | 0.0039 | 0.498447 |
44 | -0.013874 | -0.1526 | 0.439478 |
45 | 0.049265 | 0.5419 | 0.294435 |
46 | -0.06186 | -0.6805 | 0.248755 |
47 | 0.016034 | 0.1764 | 0.430147 |
48 | 0.069404 | 0.7634 | 0.223342 |