Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.977558 | 10.7086 | 0 |
2 | 0.956356 | 10.4764 | 0 |
3 | 0.938926 | 10.2854 | 0 |
4 | 0.922221 | 10.1024 | 0 |
5 | 0.902238 | 9.8835 | 0 |
6 | 0.881726 | 9.6588 | 0 |
7 | 0.864736 | 9.4727 | 0 |
8 | 0.849654 | 9.3075 | 0 |
9 | 0.831755 | 9.1114 | 0 |
10 | 0.81611 | 8.94 | 0 |
11 | 0.801825 | 8.7836 | 0 |
12 | 0.782382 | 8.5706 | 0 |
13 | 0.75241 | 8.2422 | 0 |
14 | 0.722632 | 7.916 | 0 |
15 | 0.696374 | 7.6284 | 0 |
16 | 0.669556 | 7.3346 | 0 |
17 | 0.640497 | 7.0163 | 0 |
18 | 0.61027 | 6.6852 | 0 |
19 | 0.584333 | 6.401 | 0 |
20 | 0.56048 | 6.1398 | 0 |
21 | 0.534341 | 5.8534 | 0 |
22 | 0.510138 | 5.5883 | 0 |
23 | 0.488866 | 5.3553 | 0 |
24 | 0.462512 | 5.0666 | 1e-06 |
25 | 0.429527 | 4.7052 | 3e-06 |
26 | 0.397718 | 4.3568 | 1.4e-05 |
27 | 0.369059 | 4.0428 | 4.7e-05 |
28 | 0.339647 | 3.7206 | 0.000152 |
29 | 0.307989 | 3.3739 | 0.000499 |
30 | 0.274758 | 3.0098 | 0.001593 |
31 | 0.245793 | 2.6925 | 0.004053 |
32 | 0.218906 | 2.398 | 0.009013 |
33 | 0.191995 | 2.1032 | 0.018769 |
34 | 0.166347 | 1.8222 | 0.035454 |
35 | 0.144367 | 1.5815 | 0.058203 |
36 | 0.120542 | 1.3205 | 0.094595 |
37 | 0.091943 | 1.0072 | 0.157936 |
38 | 0.06391 | 0.7001 | 0.242609 |
39 | 0.03891 | 0.4262 | 0.335349 |
40 | 0.013207 | 0.1447 | 0.442606 |
41 | -0.015332 | -0.168 | 0.43345 |
42 | -0.045933 | -0.5032 | 0.307883 |
43 | -0.070215 | -0.7692 | 0.221652 |
44 | -0.092142 | -1.0094 | 0.157415 |
45 | -0.114844 | -1.2581 | 0.105407 |
46 | -0.135949 | -1.4893 | 0.069522 |
47 | -0.153201 | -1.6782 | 0.047952 |
48 | -0.170516 | -1.8679 | 0.032107 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.977558 | 10.7086 | 0 |
2 | 0.016592 | 0.1818 | 0.428042 |
3 | 0.074923 | 0.8207 | 0.206712 |
4 | 0.01215 | 0.1331 | 0.447171 |
5 | -0.074812 | -0.8195 | 0.207056 |
6 | -0.023522 | -0.2577 | 0.398553 |
7 | 0.057624 | 0.6312 | 0.264541 |
8 | 0.034283 | 0.3756 | 0.353957 |
9 | -0.054419 | -0.5961 | 0.276106 |
10 | 0.049417 | 0.5413 | 0.294642 |
11 | 0.009415 | 0.1031 | 0.459012 |
12 | -0.126698 | -1.3879 | 0.083868 |
13 | -0.246913 | -2.7048 | 0.003914 |
14 | -0.05006 | -0.5484 | 0.292224 |
15 | 0.016773 | 0.1837 | 0.427264 |
16 | -0.017788 | -0.1949 | 0.422919 |
17 | -0.020279 | -0.2221 | 0.412288 |
18 | -0.058051 | -0.6359 | 0.26302 |
19 | 0.026763 | 0.2932 | 0.384946 |
20 | 0.020574 | 0.2254 | 0.411036 |
21 | -0.041031 | -0.4495 | 0.326951 |
22 | 0.015411 | 0.1688 | 0.433112 |
23 | 0.048924 | 0.5359 | 0.296498 |
24 | -0.078675 | -0.8618 | 0.195247 |
25 | -0.116574 | -1.277 | 0.102033 |
26 | -0.017612 | -0.1929 | 0.423672 |
27 | -0.001899 | -0.0208 | 0.49172 |
28 | -0.0181 | -0.1983 | 0.421582 |
29 | -0.015032 | -0.1647 | 0.434741 |
30 | -0.07461 | -0.8173 | 0.207686 |
31 | -0.004405 | -0.0483 | 0.480797 |
32 | 0.011736 | 0.1286 | 0.44896 |
33 | 0.009031 | 0.0989 | 0.46068 |
34 | -0.013164 | -0.1442 | 0.442791 |
35 | 0.057005 | 0.6245 | 0.266754 |
36 | 0.006234 | 0.0683 | 0.472834 |
37 | -0.076341 | -0.8363 | 0.202331 |
38 | -0.030975 | -0.3393 | 0.367482 |
39 | -0.002742 | -0.03 | 0.488042 |
40 | -0.020652 | -0.2262 | 0.410701 |
41 | -0.024774 | -0.2714 | 0.393279 |
42 | -0.07178 | -0.7863 | 0.216616 |
43 | 0.036621 | 0.4012 | 0.344506 |
44 | 0.011988 | 0.1313 | 0.447868 |
45 | -0.014051 | -0.1539 | 0.438965 |
46 | -0.015053 | -0.1649 | 0.43465 |
47 | 0.032013 | 0.3507 | 0.363222 |
48 | 0.018676 | 0.2046 | 0.419121 |