Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.956557 | 10.4786 | 0 |
2 | 0.912629 | 9.9973 | 0 |
3 | 0.892926 | 9.7815 | 0 |
4 | 0.877514 | 9.6127 | 0 |
5 | 0.879689 | 9.6365 | 0 |
6 | 0.87821 | 9.6203 | 0 |
7 | 0.846124 | 9.2688 | 0 |
8 | 0.806754 | 8.8375 | 0 |
9 | 0.781339 | 8.5591 | 0 |
10 | 0.758031 | 8.3038 | 0 |
11 | 0.754203 | 8.2619 | 0 |
12 | 0.753305 | 8.252 | 0 |
13 | 0.699476 | 7.6624 | 0 |
14 | 0.650011 | 7.1205 | 0 |
15 | 0.625884 | 6.8562 | 0 |
16 | 0.606606 | 6.645 | 0 |
17 | 0.597949 | 6.5502 | 0 |
18 | 0.585587 | 6.4148 | 0 |
19 | 0.548002 | 6.0031 | 0 |
20 | 0.506426 | 5.5476 | 0 |
21 | 0.48213 | 5.2815 | 0 |
22 | 0.458091 | 5.0181 | 1e-06 |
23 | 0.448054 | 4.9082 | 1e-06 |
24 | 0.439895 | 4.8188 | 2e-06 |
25 | 0.389553 | 4.2673 | 2e-05 |
26 | 0.346331 | 3.7939 | 0.000117 |
27 | 0.326123 | 3.5725 | 0.000255 |
28 | 0.310864 | 3.4053 | 0.00045 |
29 | 0.300364 | 3.2903 | 0.000657 |
30 | 0.284552 | 3.1171 | 0.001143 |
31 | 0.246099 | 2.6959 | 0.004015 |
32 | 0.206139 | 2.2581 | 0.012872 |
33 | 0.186911 | 2.0475 | 0.021395 |
34 | 0.17066 | 1.8695 | 0.031996 |
35 | 0.163518 | 1.7912 | 0.037887 |
36 | 0.154351 | 1.6908 | 0.046732 |
37 | 0.110178 | 1.2069 | 0.114914 |
38 | 0.072848 | 0.798 | 0.213221 |
39 | 0.056193 | 0.6156 | 0.269674 |
40 | 0.043475 | 0.4762 | 0.317382 |
41 | 0.032648 | 0.3576 | 0.360619 |
42 | 0.015328 | 0.1679 | 0.433468 |
43 | -0.021528 | -0.2358 | 0.406986 |
44 | -0.058859 | -0.6448 | 0.260152 |
45 | -0.077116 | -0.8448 | 0.199961 |
46 | -0.092896 | -1.0176 | 0.155453 |
47 | -0.102863 | -1.1268 | 0.131035 |
48 | -0.11747 | -1.2868 | 0.100316 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.956557 | 10.4786 | 0 |
2 | -0.02792 | -0.3058 | 0.380127 |
3 | 0.262306 | 2.8734 | 0.002402 |
4 | 0.037223 | 0.4078 | 0.34209 |
5 | 0.29614 | 3.2441 | 0.000763 |
6 | -0.014838 | -0.1625 | 0.435578 |
7 | -0.238582 | -2.6135 | 0.005054 |
8 | -0.122465 | -1.3415 | 0.091139 |
9 | 0.025233 | 0.2764 | 0.391352 |
10 | -0.086513 | -0.9477 | 0.172593 |
11 | 0.18273 | 2.0017 | 0.023786 |
12 | 0.023598 | 0.2585 | 0.398231 |
13 | -0.50654 | -5.5489 | 0 |
14 | 0.132625 | 1.4528 | 0.07444 |
15 | 0.092941 | 1.0181 | 0.155336 |
16 | 0.063361 | 0.6941 | 0.244484 |
17 | -0.059809 | -0.6552 | 0.256804 |
18 | -0.016421 | -0.1799 | 0.428774 |
19 | 0.002217 | 0.0243 | 0.490334 |
20 | 0.006802 | 0.0745 | 0.470365 |
21 | 0.035708 | 0.3912 | 0.348184 |
22 | -0.08187 | -0.8968 | 0.1858 |
23 | 0.002782 | 0.0305 | 0.487868 |
24 | -0.029405 | -0.3221 | 0.373964 |
25 | -0.13334 | -1.4607 | 0.07336 |
26 | 0.066977 | 0.7337 | 0.232282 |
27 | -0.021432 | -0.2348 | 0.407391 |
28 | 0.055055 | 0.6031 | 0.273791 |
29 | -0.055659 | -0.6097 | 0.271602 |
30 | -0.012771 | -0.1399 | 0.444488 |
31 | -0.039593 | -0.4337 | 0.332635 |
32 | -0.000367 | -0.004 | 0.498398 |
33 | 0.037747 | 0.4135 | 0.339988 |
34 | 0.02669 | 0.2924 | 0.385252 |
35 | -0.02098 | -0.2298 | 0.409309 |
36 | -0.053241 | -0.5832 | 0.280417 |
37 | -0.04575 | -0.5012 | 0.308586 |
38 | 0.00996 | 0.1091 | 0.456649 |
39 | -0.036773 | -0.4028 | 0.343895 |
40 | -0.036124 | -0.3957 | 0.346506 |
41 | -0.034405 | -0.3769 | 0.353461 |
42 | -0.04243 | -0.4648 | 0.321461 |
43 | -0.01477 | -0.1618 | 0.435871 |
44 | -0.028394 | -0.311 | 0.378156 |
45 | -0.037031 | -0.4057 | 0.342859 |
46 | -0.013306 | -0.1458 | 0.442178 |
47 | -0.011623 | -0.1273 | 0.44945 |
48 | -0.038985 | -0.4271 | 0.335052 |