Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.972233 | 10.1037 | 0 |
2 | 0.944484 | 9.8154 | 0 |
3 | 0.916717 | 9.5268 | 0 |
4 | 0.888986 | 9.2386 | 0 |
5 | 0.861278 | 8.9507 | 0 |
6 | 0.833648 | 8.6635 | 0 |
7 | 0.806061 | 8.3768 | 0 |
8 | 0.778547 | 8.0909 | 0 |
9 | 0.751141 | 7.8061 | 0 |
10 | 0.723806 | 7.522 | 0 |
11 | 0.696528 | 7.2385 | 0 |
12 | 0.669364 | 6.9562 | 0 |
13 | 0.64232 | 6.6752 | 0 |
14 | 0.615409 | 6.3955 | 0 |
15 | 0.588615 | 6.1171 | 0 |
16 | 0.561973 | 5.8402 | 0 |
17 | 0.53549 | 5.565 | 0 |
18 | 0.509178 | 5.2915 | 0 |
19 | 0.483045 | 5.0199 | 1e-06 |
20 | 0.457101 | 4.7503 | 3e-06 |
21 | 0.431333 | 4.4825 | 9e-06 |
22 | 0.405796 | 4.2172 | 2.6e-05 |
23 | 0.380432 | 3.9536 | 6.9e-05 |
24 | 0.355272 | 3.6921 | 0.000175 |
25 | 0.330371 | 3.4333 | 0.000423 |
26 | 0.305717 | 3.1771 | 0.00097 |
27 | 0.281272 | 2.9231 | 0.002111 |
28 | 0.25707 | 2.6716 | 0.004359 |
29 | 0.233165 | 2.4231 | 0.008525 |
30 | 0.209545 | 2.1777 | 0.015804 |
31 | 0.186172 | 1.9348 | 0.027818 |
32 | 0.163148 | 1.6955 | 0.046432 |
33 | 0.140414 | 1.4592 | 0.073702 |
34 | 0.11798 | 1.2261 | 0.111416 |
35 | 0.095856 | 0.9962 | 0.1607 |
36 | 0.074072 | 0.7698 | 0.221556 |
37 | 0.052638 | 0.547 | 0.292742 |
38 | 0.031565 | 0.328 | 0.37176 |
39 | 0.01084 | 0.1126 | 0.455259 |
40 | -0.00953 | -0.099 | 0.460647 |
41 | -0.029533 | -0.3069 | 0.379749 |
42 | -0.049093 | -0.5102 | 0.305479 |
43 | -0.068291 | -0.7097 | 0.239711 |
44 | -0.087071 | -0.9049 | 0.183775 |
45 | -0.105402 | -1.0954 | 0.137897 |
46 | -0.123318 | -1.2816 | 0.101371 |
47 | -0.140811 | -1.4634 | 0.073137 |
48 | -0.157849 | -1.6404 | 0.051914 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.972233 | 10.1037 | 0 |
2 | -0.013747 | -0.1429 | 0.443333 |
3 | -0.014604 | -0.1518 | 0.439826 |
4 | -0.013829 | -0.1437 | 0.442995 |
5 | -0.014257 | -0.1482 | 0.441246 |
6 | -0.013468 | -0.14 | 0.444476 |
7 | -0.014287 | -0.1485 | 0.441124 |
8 | -0.01392 | -0.1447 | 0.442622 |
9 | -0.013513 | -0.1404 | 0.444292 |
10 | -0.014341 | -0.149 | 0.4409 |
11 | -0.014802 | -0.1538 | 0.439017 |
12 | -0.014014 | -0.1456 | 0.44224 |
13 | -0.014046 | -0.146 | 0.442107 |
14 | -0.01405 | -0.146 | 0.442091 |
15 | -0.014485 | -0.1505 | 0.440311 |
16 | -0.014103 | -0.1466 | 0.441873 |
17 | -0.014116 | -0.1467 | 0.441823 |
18 | -0.014134 | -0.1469 | 0.441748 |
19 | -0.014134 | -0.1469 | 0.441748 |
20 | -0.014152 | -0.1471 | 0.441674 |
21 | -0.014575 | -0.1515 | 0.439946 |
22 | -0.013768 | -0.1431 | 0.443248 |
23 | -0.015002 | -0.1559 | 0.4382 |
24 | -0.014632 | -0.1521 | 0.439711 |
25 | -0.013829 | -0.1437 | 0.442996 |
26 | -0.01421 | -0.1477 | 0.441439 |
27 | -0.015051 | -0.1564 | 0.438001 |
28 | -0.01467 | -0.1525 | 0.439555 |
29 | -0.013848 | -0.1439 | 0.442919 |
30 | -0.014235 | -0.1479 | 0.441334 |
31 | -0.01505 | -0.1564 | 0.438002 |
32 | -0.013416 | -0.1394 | 0.444687 |
33 | -0.014591 | -0.1516 | 0.43988 |
34 | -0.014596 | -0.1517 | 0.439859 |
35 | -0.014588 | -0.1516 | 0.43989 |
36 | -0.014156 | -0.1471 | 0.44166 |
37 | -0.014129 | -0.1468 | 0.44177 |
38 | -0.014071 | -0.1462 | 0.442008 |
39 | -0.014448 | -0.1502 | 0.440463 |
40 | -0.014415 | -0.1498 | 0.4406 |
41 | -0.014377 | -0.1494 | 0.440756 |
42 | -0.013085 | -0.136 | 0.446042 |
43 | -0.014624 | -0.152 | 0.439745 |
44 | -0.013768 | -0.1431 | 0.443247 |
45 | -0.01325 | -0.1377 | 0.445367 |
46 | -0.013966 | -0.1451 | 0.442438 |
47 | -0.01389 | -0.1444 | 0.442745 |
48 | -0.013375 | -0.139 | 0.444857 |