Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.969917 | 10.6249 | 0 |
2 | 0.943061 | 10.3307 | 0 |
3 | 0.920493 | 10.0835 | 0 |
4 | 0.908809 | 9.9555 | 0 |
5 | 0.894321 | 9.7968 | 0 |
6 | 0.880515 | 9.6456 | 0 |
7 | 0.860233 | 9.4234 | 0 |
8 | 0.839289 | 9.194 | 0 |
9 | 0.813213 | 8.9083 | 0 |
10 | 0.798138 | 8.7432 | 0 |
11 | 0.786855 | 8.6196 | 0 |
12 | 0.781427 | 8.5601 | 0 |
13 | 0.746759 | 8.1803 | 0 |
14 | 0.714667 | 7.8288 | 0 |
15 | 0.68579 | 7.5125 | 0 |
16 | 0.665851 | 7.294 | 0 |
17 | 0.641637 | 7.0288 | 0 |
18 | 0.618844 | 6.7791 | 0 |
19 | 0.592069 | 6.4858 | 0 |
20 | 0.563131 | 6.1688 | 0 |
21 | 0.528157 | 5.7857 | 0 |
22 | 0.503324 | 5.5136 | 0 |
23 | 0.483371 | 5.2951 | 0 |
24 | 0.470077 | 5.1494 | 1e-06 |
25 | 0.43326 | 4.7461 | 3e-06 |
26 | 0.398745 | 4.368 | 1.3e-05 |
27 | 0.367192 | 4.0224 | 5.1e-05 |
28 | 0.344336 | 3.772 | 0.000126 |
29 | 0.316734 | 3.4696 | 0.000362 |
30 | 0.292179 | 3.2007 | 0.000877 |
31 | 0.263925 | 2.8912 | 0.002279 |
32 | 0.233066 | 2.5531 | 0.005965 |
33 | 0.197122 | 2.1594 | 0.016406 |
34 | 0.170372 | 1.8663 | 0.032218 |
35 | 0.148892 | 1.631 | 0.052753 |
36 | 0.133793 | 1.4656 | 0.072682 |
37 | 0.099482 | 1.0898 | 0.138998 |
38 | 0.068888 | 0.7546 | 0.225975 |
39 | 0.039917 | 0.4373 | 0.331352 |
40 | 0.020466 | 0.2242 | 0.411494 |
41 | -0.004961 | -0.0543 | 0.478376 |
42 | -0.027959 | -0.3063 | 0.379963 |
43 | -0.054045 | -0.592 | 0.277471 |
44 | -0.081771 | -0.8958 | 0.186089 |
45 | -0.11423 | -1.2513 | 0.106624 |
46 | -0.137975 | -1.5114 | 0.066652 |
47 | -0.157093 | -1.7209 | 0.043926 |
48 | -0.168596 | -1.8469 | 0.033615 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.969917 | 10.6249 | 0 |
2 | 0.039162 | 0.429 | 0.334346 |
3 | 0.061509 | 0.6738 | 0.250868 |
4 | 0.180775 | 1.9803 | 0.024979 |
5 | -0.026591 | -0.2913 | 0.385665 |
6 | 0.02914 | 0.3192 | 0.37506 |
7 | -0.087795 | -0.9617 | 0.169055 |
8 | -0.042907 | -0.47 | 0.319595 |
9 | -0.111505 | -1.2215 | 0.112149 |
10 | 0.12928 | 1.4162 | 0.079655 |
11 | 0.062476 | 0.6844 | 0.247523 |
12 | 0.104099 | 1.1403 | 0.128206 |
13 | -0.444567 | -4.87 | 2e-06 |
14 | 0.02009 | 0.2201 | 0.413093 |
15 | 0.0148 | 0.1621 | 0.435738 |
16 | 0.008855 | 0.097 | 0.461444 |
17 | -0.069942 | -0.7662 | 0.222539 |
18 | -0.018053 | -0.1978 | 0.421782 |
19 | 0.001952 | 0.0214 | 0.491489 |
20 | -0.065207 | -0.7143 | 0.238212 |
21 | -0.046972 | -0.5146 | 0.303905 |
22 | 0.022901 | 0.2509 | 0.401174 |
23 | 0.038077 | 0.4171 | 0.338672 |
24 | 0.031532 | 0.3454 | 0.365195 |
25 | -0.191613 | -2.099 | 0.018956 |
26 | 0.008761 | 0.096 | 0.461851 |
27 | 0.008434 | 0.0924 | 0.463272 |
28 | 0.012861 | 0.1409 | 0.444097 |
29 | -0.065391 | -0.7163 | 0.237592 |
30 | 0.00389 | 0.0426 | 0.48304 |
31 | -0.030722 | -0.3365 | 0.368524 |
32 | -0.048438 | -0.5306 | 0.298335 |
33 | -0.00213 | -0.0233 | 0.490711 |
34 | -0.006452 | -0.0707 | 0.471887 |
35 | 0.019893 | 0.2179 | 0.413933 |
36 | -0.001938 | -0.0212 | 0.491548 |
37 | -0.086259 | -0.9449 | 0.1733 |
38 | 0.035919 | 0.3935 | 0.347334 |
39 | -0.022529 | -0.2468 | 0.402745 |
40 | 0.03657 | 0.4006 | 0.344714 |
41 | -0.074612 | -0.8173 | 0.20768 |
42 | -0.033897 | -0.3713 | 0.355526 |
43 | -0.035479 | -0.3887 | 0.349111 |
44 | -0.017321 | -0.1897 | 0.424917 |
45 | -0.010731 | -0.1176 | 0.453308 |
46 | -0.01133 | -0.1241 | 0.450716 |
47 | -0.001029 | -0.0113 | 0.495513 |
48 | 0.032803 | 0.3593 | 0.359987 |