Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.970905 | 10.6357 | 0 |
2 | 0.936079 | 10.2542 | 0 |
3 | 0.901958 | 9.8805 | 0 |
4 | 0.873269 | 9.5662 | 0 |
5 | 0.845997 | 9.2674 | 0 |
6 | 0.821367 | 8.9976 | 0 |
7 | 0.801873 | 8.7841 | 0 |
8 | 0.783996 | 8.5882 | 0 |
9 | 0.765076 | 8.381 | 0 |
10 | 0.745514 | 8.1667 | 0 |
11 | 0.725792 | 7.9507 | 0 |
12 | 0.703607 | 7.7076 | 0 |
13 | 0.672668 | 7.3687 | 0 |
14 | 0.636777 | 6.9755 | 0 |
15 | 0.601132 | 6.5851 | 0 |
16 | 0.57003 | 6.2444 | 0 |
17 | 0.541358 | 5.9303 | 0 |
18 | 0.515357 | 5.6455 | 0 |
19 | 0.496283 | 5.4365 | 0 |
20 | 0.479717 | 5.255 | 0 |
21 | 0.463209 | 5.0742 | 1e-06 |
22 | 0.446554 | 4.8917 | 2e-06 |
23 | 0.430234 | 4.713 | 3e-06 |
24 | 0.411492 | 4.5077 | 8e-06 |
25 | 0.385218 | 4.2199 | 2.4e-05 |
26 | 0.353704 | 3.8746 | 8.7e-05 |
27 | 0.323297 | 3.5415 | 0.000284 |
28 | 0.296137 | 3.244 | 0.000763 |
29 | 0.271268 | 2.9716 | 0.00179 |
30 | 0.248287 | 2.7198 | 0.003751 |
31 | 0.231061 | 2.5311 | 0.006331 |
32 | 0.215368 | 2.3592 | 0.009964 |
33 | 0.199689 | 2.1875 | 0.015323 |
34 | 0.184341 | 2.0194 | 0.022839 |
35 | 0.169078 | 1.8522 | 0.03323 |
36 | 0.152297 | 1.6683 | 0.048929 |
37 | 0.130468 | 1.4292 | 0.077771 |
38 | 0.103762 | 1.1367 | 0.128973 |
39 | 0.076888 | 0.8423 | 0.200656 |
40 | 0.051856 | 0.5681 | 0.28553 |
41 | 0.030065 | 0.3293 | 0.371235 |
42 | 0.011845 | 0.1298 | 0.448488 |
43 | -0.000504 | -0.0055 | 0.4978 |
44 | -0.011506 | -0.126 | 0.449957 |
45 | -0.02153 | -0.2359 | 0.406974 |
46 | -0.031446 | -0.3445 | 0.365548 |
47 | -0.042088 | -0.4611 | 0.322797 |
48 | -0.053259 | -0.5834 | 0.280352 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.970905 | 10.6357 | 0 |
2 | -0.114681 | -1.2563 | 0.105729 |
3 | 0.004101 | 0.0449 | 0.482122 |
4 | 0.074655 | 0.8178 | 0.207546 |
5 | -0.008505 | -0.0932 | 0.462965 |
6 | 0.031057 | 0.3402 | 0.367147 |
7 | 0.077377 | 0.8476 | 0.199168 |
8 | 0.003404 | 0.0373 | 0.485158 |
9 | -0.023327 | -0.2555 | 0.399375 |
10 | -0.001094 | -0.012 | 0.495229 |
11 | -0.006365 | -0.0697 | 0.472265 |
12 | -0.051296 | -0.5619 | 0.287609 |
13 | -0.152897 | -1.6749 | 0.048278 |
14 | -0.078823 | -0.8635 | 0.194802 |
15 | -0.017262 | -0.1891 | 0.425168 |
16 | 0.028224 | 0.3092 | 0.37886 |
17 | -0.006932 | -0.0759 | 0.469797 |
18 | 0.009018 | 0.0988 | 0.460734 |
19 | 0.086071 | 0.9429 | 0.173824 |
20 | 0.005579 | 0.0611 | 0.475687 |
21 | 0.000647 | 0.0071 | 0.49718 |
22 | 0.022797 | 0.2497 | 0.401612 |
23 | 0.010019 | 0.1098 | 0.456393 |
24 | -0.037829 | -0.4144 | 0.339663 |
25 | -0.102882 | -1.127 | 0.130993 |
26 | -0.069699 | -0.7635 | 0.223328 |
27 | -0.000416 | -0.0046 | 0.498186 |
28 | -0.007965 | -0.0873 | 0.465308 |
29 | -0.017754 | -0.1945 | 0.423061 |
30 | -0.013452 | -0.1474 | 0.441546 |
31 | 0.043367 | 0.4751 | 0.317803 |
32 | -0.023565 | -0.2581 | 0.39837 |
33 | -0.004003 | -0.0439 | 0.482548 |
34 | 0.029266 | 0.3206 | 0.374539 |
35 | -0.001534 | -0.0168 | 0.493311 |
36 | -0.018685 | -0.2047 | 0.419081 |
37 | -0.044102 | -0.4831 | 0.314949 |
38 | -0.058006 | -0.6354 | 0.263179 |
39 | -0.019713 | -0.2159 | 0.414698 |
40 | -0.02455 | -0.2689 | 0.394222 |
41 | 0.000197 | 0.0022 | 0.499142 |
42 | 0.012768 | 0.1399 | 0.444499 |
43 | 0.03488 | 0.3821 | 0.351533 |
44 | -0.028257 | -0.3095 | 0.378723 |
45 | 0.01738 | 0.1904 | 0.424664 |
46 | 0.018593 | 0.2037 | 0.419475 |
47 | -0.0166 | -0.1818 | 0.428006 |
48 | 0.006562 | 0.0719 | 0.471408 |