Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.975224 | 10.683 | 0 |
2 | 0.951225 | 10.4201 | 0 |
3 | 0.926795 | 10.1525 | 0 |
4 | 0.90217 | 9.8828 | 0 |
5 | 0.877638 | 9.614 | 0 |
6 | 0.85257 | 9.3394 | 0 |
7 | 0.827444 | 9.0642 | 0 |
8 | 0.802038 | 8.7859 | 0 |
9 | 0.776408 | 8.5051 | 0 |
10 | 0.750796 | 8.2246 | 0 |
11 | 0.725358 | 7.9459 | 0 |
12 | 0.700132 | 7.6696 | 0 |
13 | 0.674679 | 7.3907 | 0 |
14 | 0.649613 | 7.1162 | 0 |
15 | 0.625056 | 6.8471 | 0 |
16 | 0.600945 | 6.583 | 0 |
17 | 0.577061 | 6.3214 | 0 |
18 | 0.552861 | 6.0563 | 0 |
19 | 0.529176 | 5.7968 | 0 |
20 | 0.505128 | 5.5334 | 0 |
21 | 0.48085 | 5.2675 | 0 |
22 | 0.456339 | 4.9989 | 1e-06 |
23 | 0.43233 | 4.7359 | 3e-06 |
24 | 0.40951 | 4.486 | 8e-06 |
25 | 0.385792 | 4.2261 | 2.3e-05 |
26 | 0.361855 | 3.9639 | 6.3e-05 |
27 | 0.338819 | 3.7116 | 0.000157 |
28 | 0.316802 | 3.4704 | 0.000361 |
29 | 0.295617 | 3.2383 | 0.000778 |
30 | 0.274213 | 3.0039 | 0.001623 |
31 | 0.252758 | 2.7688 | 0.00326 |
32 | 0.230906 | 2.5294 | 0.00636 |
33 | 0.209427 | 2.2942 | 0.01176 |
34 | 0.188621 | 2.0662 | 0.020479 |
35 | 0.169316 | 1.8548 | 0.033042 |
36 | 0.150055 | 1.6438 | 0.051421 |
37 | 0.130666 | 1.4314 | 0.077462 |
38 | 0.111206 | 1.2182 | 0.112769 |
39 | 0.09214 | 1.0093 | 0.157419 |
40 | 0.073347 | 0.8035 | 0.211645 |
41 | 0.05446 | 0.5966 | 0.275956 |
42 | 0.036061 | 0.395 | 0.346762 |
43 | 0.017803 | 0.195 | 0.422854 |
44 | -0.000667 | -0.0073 | 0.497093 |
45 | -0.017606 | -0.1929 | 0.423694 |
46 | -0.034905 | -0.3824 | 0.351435 |
47 | -0.051838 | -0.5679 | 0.285598 |
48 | -0.06852 | -0.7506 | 0.227181 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.975224 | 10.683 | 0 |
2 | 0.003335 | 0.0365 | 0.485458 |
3 | -0.02086 | -0.2285 | 0.409819 |
4 | -0.016936 | -0.1855 | 0.426565 |
5 | -0.011107 | -0.1217 | 0.451684 |
6 | -0.023892 | -0.2617 | 0.396993 |
7 | -0.015075 | -0.1651 | 0.434555 |
8 | -0.019356 | -0.212 | 0.41622 |
9 | -0.018765 | -0.2056 | 0.41874 |
10 | -0.014141 | -0.1549 | 0.438579 |
11 | -0.010839 | -0.1187 | 0.45284 |
12 | -0.010255 | -0.1123 | 0.455373 |
13 | -0.0193 | -0.2114 | 0.416458 |
14 | -0.007404 | -0.0811 | 0.467748 |
15 | -0.004413 | -0.0483 | 0.480763 |
16 | -0.005749 | -0.063 | 0.474944 |
17 | -0.010435 | -0.1143 | 0.454593 |
18 | -0.02165 | -0.2372 | 0.406467 |
19 | -0.005566 | -0.061 | 0.475742 |
20 | -0.022753 | -0.2492 | 0.401799 |
21 | -0.021281 | -0.2331 | 0.408031 |
22 | -0.021653 | -0.2372 | 0.406454 |
23 | -0.00658 | -0.0721 | 0.471329 |
24 | 0.007713 | 0.0845 | 0.466404 |
25 | -0.033775 | -0.37 | 0.356022 |
26 | -0.022537 | -0.2469 | 0.40271 |
27 | 0.001093 | 0.012 | 0.495233 |
28 | 0.004615 | 0.0506 | 0.479881 |
29 | 0.000389 | 0.0043 | 0.498304 |
30 | -0.020477 | -0.2243 | 0.411447 |
31 | -0.018856 | -0.2066 | 0.418351 |
32 | -0.025792 | -0.2825 | 0.38901 |
33 | -0.010535 | -0.1154 | 0.454158 |
34 | -0.004112 | -0.045 | 0.482074 |
35 | 0.012894 | 0.1412 | 0.443956 |
36 | -0.016432 | -0.18 | 0.428728 |
37 | -0.019596 | -0.2147 | 0.415197 |
38 | -0.018871 | -0.2067 | 0.41829 |
39 | -0.009762 | -0.1069 | 0.457509 |
40 | -0.012949 | -0.1419 | 0.443718 |
41 | -0.020142 | -0.2206 | 0.412872 |
42 | -0.007621 | -0.0835 | 0.466803 |
43 | -0.015436 | -0.1691 | 0.433005 |
44 | -0.023156 | -0.2537 | 0.400096 |
45 | 0.012295 | 0.1347 | 0.446543 |
46 | -0.024074 | -0.2637 | 0.396225 |
47 | -0.012444 | -0.1363 | 0.445901 |
48 | -0.014952 | -0.1638 | 0.435084 |