Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.9852 | 13.2178 | 0 |
2 | 0.970811 | 13.0248 | 0 |
3 | 0.958164 | 12.8551 | 0 |
4 | 0.944452 | 12.6712 | 0 |
5 | 0.929115 | 12.4654 | 0 |
6 | 0.914526 | 12.2697 | 0 |
7 | 0.898481 | 12.0544 | 0 |
8 | 0.883005 | 11.8468 | 0 |
9 | 0.868776 | 11.6559 | 0 |
10 | 0.853958 | 11.457 | 0 |
11 | 0.83867 | 11.2519 | 0 |
12 | 0.824769 | 11.0654 | 0 |
13 | 0.809675 | 10.8629 | 0 |
14 | 0.794078 | 10.6537 | 0 |
15 | 0.779182 | 10.4538 | 0 |
16 | 0.764604 | 10.2582 | 0 |
17 | 0.747916 | 10.0344 | 0 |
18 | 0.731891 | 9.8193 | 0 |
19 | 0.714659 | 9.5882 | 0 |
20 | 0.697521 | 9.3582 | 0 |
21 | 0.681655 | 9.1454 | 0 |
22 | 0.664946 | 8.9212 | 0 |
23 | 0.6481 | 8.6952 | 0 |
24 | 0.631682 | 8.4749 | 0 |
25 | 0.614982 | 8.2508 | 0 |
26 | 0.596664 | 8.0051 | 0 |
27 | 0.580014 | 7.7817 | 0 |
28 | 0.562435 | 7.5459 | 0 |
29 | 0.543761 | 7.2953 | 0 |
30 | 0.525332 | 7.0481 | 0 |
31 | 0.505423 | 6.781 | 0 |
32 | 0.486491 | 6.527 | 0 |
33 | 0.468792 | 6.2895 | 0 |
34 | 0.449929 | 6.0364 | 0 |
35 | 0.431525 | 5.7895 | 0 |
36 | 0.412956 | 5.5404 | 0 |
37 | 0.393972 | 5.2857 | 0 |
38 | 0.375962 | 5.0441 | 1e-06 |
39 | 0.35858 | 4.8109 | 2e-06 |
40 | 0.341562 | 4.5825 | 4e-06 |
41 | 0.323509 | 4.3403 | 1.2e-05 |
42 | 0.306301 | 4.1095 | 3e-05 |
43 | 0.290179 | 3.8932 | 7e-05 |
44 | 0.273531 | 3.6698 | 0.00016 |
45 | 0.256992 | 3.4479 | 0.000352 |
46 | 0.240317 | 3.2242 | 0.00075 |
47 | 0.222818 | 2.9894 | 0.001593 |
48 | 0.206219 | 2.7667 | 0.003127 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.9852 | 13.2178 | 0 |
2 | 0.006516 | 0.0874 | 0.465219 |
3 | 0.052201 | 0.7004 | 0.242306 |
4 | -0.041156 | -0.5522 | 0.290759 |
5 | -0.060084 | -0.8061 | 0.21062 |
6 | 0.012096 | 0.1623 | 0.43563 |
7 | -0.061928 | -0.8309 | 0.203579 |
8 | 0.016102 | 0.216 | 0.414605 |
9 | 0.030673 | 0.4115 | 0.340589 |
10 | -0.023389 | -0.3138 | 0.377019 |
11 | -0.015142 | -0.2032 | 0.419623 |
12 | 0.029729 | 0.3989 | 0.345236 |
13 | -0.049066 | -0.6583 | 0.255596 |
14 | -0.019427 | -0.2606 | 0.397333 |
15 | 0.004977 | 0.0668 | 0.47342 |
16 | 0.001999 | 0.0268 | 0.489317 |
17 | -0.069529 | -0.9328 | 0.176079 |
18 | 0.006077 | 0.0815 | 0.467556 |
19 | -0.056602 | -0.7594 | 0.224304 |
20 | 0.00127 | 0.017 | 0.493214 |
21 | 0.029589 | 0.397 | 0.345926 |
22 | -0.040473 | -0.543 | 0.293899 |
23 | 0.00584 | 0.0784 | 0.468817 |
24 | -0.010573 | -0.1419 | 0.443678 |
25 | -0.023007 | -0.3087 | 0.378963 |
26 | -0.058326 | -0.7825 | 0.217469 |
27 | 0.036606 | 0.4911 | 0.311968 |
28 | -0.049558 | -0.6649 | 0.253485 |
29 | -0.030854 | -0.414 | 0.339701 |
30 | -0.011938 | -0.1602 | 0.436466 |
31 | -0.071514 | -0.9595 | 0.169308 |
32 | 0.036599 | 0.491 | 0.312005 |
33 | 0.017015 | 0.2283 | 0.409843 |
34 | -0.047965 | -0.6435 | 0.260352 |
35 | 0.027007 | 0.3623 | 0.358765 |
36 | -0.039877 | -0.535 | 0.296655 |
37 | -0.032437 | -0.4352 | 0.331975 |
38 | 0.033885 | 0.4546 | 0.324969 |
39 | -0.012455 | -0.1671 | 0.433739 |
40 | 0.015693 | 0.2105 | 0.416742 |
41 | -0.042223 | -0.5665 | 0.285885 |
42 | 0.009891 | 0.1327 | 0.447287 |
43 | 0.020758 | 0.2785 | 0.390478 |
44 | -0.020077 | -0.2694 | 0.393979 |
45 | -0.014461 | -0.194 | 0.423192 |
46 | -0.021967 | -0.2947 | 0.384276 |
47 | -0.02335 | -0.3133 | 0.37722 |
48 | 2.4e-05 | 3e-04 | 0.499874 |