Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.968515 | 10.0651 | 0 |
2 | 0.938648 | 9.7547 | 0 |
3 | 0.910072 | 9.4577 | 0 |
4 | 0.881837 | 9.1643 | 0 |
5 | 0.853089 | 8.8656 | 0 |
6 | 0.824237 | 8.5657 | 0 |
7 | 0.80201 | 8.3347 | 0 |
8 | 0.780411 | 8.1103 | 0 |
9 | 0.755023 | 7.8464 | 0 |
10 | 0.728769 | 7.5736 | 0 |
11 | 0.704207 | 7.3183 | 0 |
12 | 0.680236 | 7.0692 | 0 |
13 | 0.647325 | 6.7272 | 0 |
14 | 0.616863 | 6.4106 | 0 |
15 | 0.587006 | 6.1003 | 0 |
16 | 0.5588 | 5.8072 | 0 |
17 | 0.526642 | 5.473 | 0 |
18 | 0.494605 | 5.1401 | 1e-06 |
19 | 0.472529 | 4.9107 | 2e-06 |
20 | 0.449821 | 4.6747 | 4e-06 |
21 | 0.422669 | 4.3925 | 1.3e-05 |
22 | 0.39652 | 4.1208 | 3.7e-05 |
23 | 0.371784 | 3.8637 | 9.5e-05 |
24 | 0.349713 | 3.6343 | 0.000214 |
25 | 0.319238 | 3.3176 | 0.000619 |
26 | 0.291121 | 3.0254 | 0.001552 |
27 | 0.264501 | 2.7488 | 0.003507 |
28 | 0.238181 | 2.4752 | 0.007434 |
29 | 0.20878 | 2.1697 | 0.016111 |
30 | 0.180301 | 1.8737 | 0.031834 |
31 | 0.161428 | 1.6776 | 0.048158 |
32 | 0.14368 | 1.4932 | 0.069155 |
33 | 0.121809 | 1.2659 | 0.104141 |
34 | 0.10326 | 1.0731 | 0.142807 |
35 | 0.085548 | 0.889 | 0.187978 |
36 | 0.069964 | 0.7271 | 0.234371 |
37 | 0.046605 | 0.4843 | 0.314566 |
38 | 0.025974 | 0.2699 | 0.393864 |
39 | 0.005786 | 0.0601 | 0.476083 |
40 | -0.01259 | -0.1308 | 0.448075 |
41 | -0.034802 | -0.3617 | 0.359152 |
42 | -0.05783 | -0.601 | 0.274554 |
43 | -0.071042 | -0.7383 | 0.230968 |
44 | -0.083575 | -0.8685 | 0.193513 |
45 | -0.099692 | -1.036 | 0.15125 |
46 | -0.114924 | -1.1943 | 0.117483 |
47 | -0.128974 | -1.3403 | 0.091475 |
48 | -0.141338 | -1.4688 | 0.072394 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.968515 | 10.0651 | 0 |
2 | 0.0101 | 0.105 | 0.458299 |
3 | 0.006093 | 0.0633 | 0.474814 |
4 | -0.008413 | -0.0874 | 0.465247 |
5 | -0.02257 | -0.2346 | 0.4075 |
6 | -0.017322 | -0.18 | 0.428738 |
7 | 0.090797 | 0.9436 | 0.173742 |
8 | 0.002756 | 0.0286 | 0.488601 |
9 | -0.06929 | -0.7201 | 0.236514 |
10 | -0.029999 | -0.3118 | 0.377912 |
11 | 0.008437 | 0.0877 | 0.465146 |
12 | -0.004936 | -0.0513 | 0.479591 |
13 | -0.147905 | -1.5371 | 0.0636 |
14 | 0.017309 | 0.1799 | 0.428791 |
15 | -0.022312 | -0.2319 | 0.408539 |
16 | 0.003515 | 0.0365 | 0.485462 |
17 | -0.074351 | -0.7727 | 0.220699 |
18 | -0.01639 | -0.1703 | 0.432534 |
19 | 0.114907 | 1.1941 | 0.117518 |
20 | -0.018987 | -0.1973 | 0.421973 |
21 | -0.072632 | -0.7548 | 0.226001 |
22 | 0.001714 | 0.0178 | 0.492912 |
23 | -0.00984 | -0.1023 | 0.459369 |
24 | 0.022016 | 0.2288 | 0.409728 |
25 | -0.108984 | -1.1326 | 0.129945 |
26 | 0.010545 | 0.1096 | 0.456472 |
27 | -0.020692 | -0.215 | 0.415074 |
28 | -0.02605 | -0.2707 | 0.393564 |
29 | -0.044829 | -0.4659 | 0.321122 |
30 | -0.003702 | -0.0385 | 0.48469 |
31 | 0.086356 | 0.8974 | 0.185741 |
32 | 0.011458 | 0.1191 | 0.452717 |
33 | -0.058827 | -0.6113 | 0.271127 |
34 | 0.038789 | 0.4031 | 0.343834 |
35 | -0.025739 | -0.2675 | 0.394801 |
36 | 0.009415 | 0.0978 | 0.46112 |
37 | -0.072513 | -0.7536 | 0.226371 |
38 | 0.013859 | 0.144 | 0.442872 |
39 | -0.045158 | -0.4693 | 0.319904 |
40 | 0.004454 | 0.0463 | 0.481585 |
41 | -0.051929 | -0.5397 | 0.295272 |
42 | -0.03402 | -0.3535 | 0.362185 |
43 | 0.074161 | 0.7707 | 0.221284 |
44 | 0.00535 | 0.0556 | 0.47788 |
45 | -0.045726 | -0.4752 | 0.317801 |
46 | -0.018499 | -0.1922 | 0.423955 |
47 | -0.018861 | -0.196 | 0.422485 |
48 | -0.006472 | -0.0673 | 0.47325 |