Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.96042 | 10.5209 | 0 |
2 | 0.916721 | 10.0422 | 0 |
3 | 0.880868 | 9.6494 | 0 |
4 | 0.858135 | 9.4004 | 0 |
5 | 0.844679 | 9.253 | 0 |
6 | 0.823729 | 9.0235 | 0 |
7 | 0.792246 | 8.6786 | 0 |
8 | 0.759091 | 8.3154 | 0 |
9 | 0.743508 | 8.1447 | 0 |
10 | 0.73955 | 8.1014 | 0 |
11 | 0.740083 | 8.1072 | 0 |
12 | 0.739843 | 8.1046 | 0 |
13 | 0.701514 | 7.6847 | 0 |
14 | 0.66081 | 7.2388 | 0 |
15 | 0.626085 | 6.8584 | 0 |
16 | 0.605087 | 6.6284 | 0 |
17 | 0.593474 | 6.5012 | 0 |
18 | 0.573522 | 6.2826 | 0 |
19 | 0.543294 | 5.9515 | 0 |
20 | 0.510459 | 5.5918 | 0 |
21 | 0.493169 | 5.4024 | 0 |
22 | 0.485142 | 5.3145 | 0 |
23 | 0.48046 | 5.2632 | 0 |
24 | 0.475226 | 5.2058 | 0 |
25 | 0.436416 | 4.7807 | 3e-06 |
26 | 0.397164 | 4.3507 | 1.4e-05 |
27 | 0.36329 | 3.9796 | 5.9e-05 |
28 | 0.33912 | 3.7149 | 0.000155 |
29 | 0.322981 | 3.5381 | 0.000287 |
30 | 0.296813 | 3.2514 | 0.000745 |
31 | 0.264516 | 2.8976 | 0.002235 |
32 | 0.229393 | 2.5129 | 0.006651 |
33 | 0.206733 | 2.2646 | 0.012665 |
34 | 0.192598 | 2.1098 | 0.018476 |
35 | 0.182254 | 1.9965 | 0.024072 |
36 | 0.172838 | 1.8933 | 0.03036 |
37 | 0.136902 | 1.4997 | 0.068161 |
38 | 0.09995 | 1.0949 | 0.137877 |
39 | 0.067767 | 0.7423 | 0.229664 |
40 | 0.04531 | 0.4963 | 0.310281 |
41 | 0.030264 | 0.3315 | 0.370411 |
42 | 0.004204 | 0.046 | 0.481674 |
43 | -0.024653 | -0.2701 | 0.39379 |
44 | -0.054178 | -0.5935 | 0.276985 |
45 | -0.072692 | -0.7963 | 0.213714 |
46 | -0.083775 | -0.9177 | 0.180305 |
47 | -0.091546 | -1.0028 | 0.158979 |
48 | -0.098288 | -1.0767 | 0.141889 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.96042 | 10.5209 | 0 |
2 | -0.073275 | -0.8027 | 0.211872 |
3 | 0.081522 | 0.893 | 0.186816 |
4 | 0.140752 | 1.5419 | 0.062871 |
5 | 0.103307 | 1.1317 | 0.130014 |
6 | -0.087014 | -0.9532 | 0.171204 |
7 | -0.098847 | -1.0828 | 0.14053 |
8 | -0.010171 | -0.1114 | 0.455734 |
9 | 0.191378 | 2.0964 | 0.019072 |
10 | 0.084444 | 0.925 | 0.178401 |
11 | 0.062888 | 0.6889 | 0.246108 |
12 | 0.077216 | 0.8459 | 0.199656 |
13 | -0.440903 | -4.8299 | 2e-06 |
14 | -0.012159 | -0.1332 | 0.447132 |
15 | -0.038963 | -0.4268 | 0.33514 |
16 | 0.061625 | 0.6751 | 0.250465 |
17 | 0.089614 | 0.9817 | 0.164118 |
18 | -0.017951 | -0.1966 | 0.422219 |
19 | -0.014841 | -0.1626 | 0.435565 |
20 | -0.020575 | -0.2254 | 0.411031 |
21 | 0.000982 | 0.0108 | 0.49572 |
22 | -0.019448 | -0.213 | 0.415829 |
23 | 0.015625 | 0.1712 | 0.432192 |
24 | 0.042012 | 0.4602 | 0.323096 |
25 | -0.231764 | -2.5388 | 0.006201 |
26 | 0.013633 | 0.1493 | 0.440766 |
27 | -0.034964 | -0.383 | 0.351194 |
28 | -0.045619 | -0.4997 | 0.309089 |
29 | 0.032334 | 0.3542 | 0.361907 |
30 | -0.064429 | -0.7058 | 0.240846 |
31 | 0.054444 | 0.5964 | 0.276015 |
32 | -0.033408 | -0.366 | 0.357518 |
33 | -0.065155 | -0.7137 | 0.238388 |
34 | -0.001538 | -0.0169 | 0.493291 |
35 | 0.003793 | 0.0415 | 0.483464 |
36 | 0.017639 | 0.1932 | 0.423554 |
37 | -0.093505 | -1.0243 | 0.153879 |
38 | -0.030324 | -0.3322 | 0.370167 |
39 | -0.007923 | -0.0868 | 0.465491 |
40 | -0.02234 | -0.2447 | 0.403543 |
41 | -0.006177 | -0.0677 | 0.473082 |
42 | -0.059357 | -0.6502 | 0.258395 |
43 | 0.067912 | 0.7439 | 0.229184 |
44 | 0.012257 | 0.1343 | 0.446707 |
45 | -0.05349 | -0.5859 | 0.279505 |
46 | 0.007006 | 0.0767 | 0.469478 |
47 | -6e-06 | -1e-04 | 0.499975 |
48 | -0.005971 | -0.0654 | 0.473979 |