Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.961322 | 10.5308 | 0 |
2 | 0.915514 | 10.029 | 0 |
3 | 0.884678 | 9.6912 | 0 |
4 | 0.860316 | 9.4243 | 0 |
5 | 0.82901 | 9.0814 | 0 |
6 | 0.805622 | 8.8251 | 0 |
7 | 0.794633 | 8.7048 | 0 |
8 | 0.783347 | 8.5811 | 0 |
9 | 0.763678 | 8.3657 | 0 |
10 | 0.747811 | 8.1919 | 0 |
11 | 0.744234 | 8.1527 | 0 |
12 | 0.733731 | 8.0376 | 0 |
13 | 0.69788 | 7.6449 | 0 |
14 | 0.651964 | 7.1419 | 0 |
15 | 0.619479 | 6.7861 | 0 |
16 | 0.591867 | 6.4836 | 0 |
17 | 0.559951 | 6.134 | 0 |
18 | 0.53518 | 5.8626 | 0 |
19 | 0.520693 | 5.7039 | 0 |
20 | 0.506633 | 5.5499 | 0 |
21 | 0.487382 | 5.339 | 0 |
22 | 0.47243 | 5.1752 | 0 |
23 | 0.466939 | 5.1151 | 1e-06 |
24 | 0.456986 | 5.006 | 1e-06 |
25 | 0.424917 | 4.6547 | 4e-06 |
26 | 0.383726 | 4.2035 | 2.5e-05 |
27 | 0.350854 | 3.8434 | 9.8e-05 |
28 | 0.323081 | 3.5392 | 0.000286 |
29 | 0.291779 | 3.1963 | 0.00089 |
30 | 0.266236 | 2.9165 | 0.002113 |
31 | 0.249682 | 2.7351 | 0.003591 |
32 | 0.233341 | 2.5561 | 0.005916 |
33 | 0.213906 | 2.3432 | 0.010382 |
34 | 0.197437 | 2.1628 | 0.01627 |
35 | 0.187851 | 2.0578 | 0.020888 |
36 | 0.176124 | 1.9293 | 0.028024 |
37 | 0.14725 | 1.613 | 0.054681 |
38 | 0.108151 | 1.1847 | 0.119232 |
39 | 0.074461 | 0.8157 | 0.20815 |
40 | 0.045544 | 0.4989 | 0.309378 |
41 | 0.015428 | 0.169 | 0.433039 |
42 | -0.007618 | -0.0835 | 0.466814 |
43 | -0.019821 | -0.2171 | 0.414237 |
44 | -0.031324 | -0.3431 | 0.366049 |
45 | -0.04544 | -0.4978 | 0.309777 |
46 | -0.056144 | -0.615 | 0.269852 |
47 | -0.061033 | -0.6686 | 0.252523 |
48 | -0.068439 | -0.7497 | 0.227449 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.961322 | 10.5308 | 0 |
2 | -0.113712 | -1.2457 | 0.107659 |
3 | 0.184431 | 2.0203 | 0.022787 |
4 | 0.030105 | 0.3298 | 0.371068 |
5 | -0.083663 | -0.9165 | 0.180625 |
6 | 0.137222 | 1.5032 | 0.067709 |
7 | 0.105233 | 1.1528 | 0.125649 |
8 | -0.007991 | -0.0875 | 0.465195 |
9 | -0.043749 | -0.4792 | 0.316319 |
10 | 0.064073 | 0.7019 | 0.242055 |
11 | 0.120038 | 1.315 | 0.095516 |
12 | -0.092114 | -1.0091 | 0.157489 |
13 | -0.265393 | -2.9072 | 0.002172 |
14 | -0.141856 | -1.554 | 0.061414 |
15 | 0.064735 | 0.7091 | 0.239806 |
16 | -0.003006 | -0.0329 | 0.486894 |
17 | -0.024959 | -0.2734 | 0.392501 |
18 | 0.039706 | 0.435 | 0.332186 |
19 | -0.003783 | -0.0414 | 0.483506 |
20 | 0.02679 | 0.2935 | 0.384835 |
21 | 0.031372 | 0.3437 | 0.365849 |
22 | 0.03488 | 0.3821 | 0.351533 |
23 | 0.041773 | 0.4576 | 0.324032 |
24 | -0.020927 | -0.2292 | 0.409535 |
25 | -0.157121 | -1.7212 | 0.043898 |
26 | -0.079736 | -0.8735 | 0.192078 |
27 | -0.012361 | -0.1354 | 0.446257 |
28 | -0.010659 | -0.1168 | 0.45362 |
29 | -0.03607 | -0.3951 | 0.346725 |
30 | -0.004636 | -0.0508 | 0.479789 |
31 | -0.026379 | -0.289 | 0.386552 |
32 | 0.000329 | 0.0036 | 0.498567 |
33 | 0.036403 | 0.3988 | 0.345383 |
34 | -0.003952 | -0.0433 | 0.482768 |
35 | -0.000911 | -0.01 | 0.496026 |
36 | 0.009061 | 0.0993 | 0.46055 |
37 | -0.088042 | -0.9644 | 0.16838 |
38 | -0.067989 | -0.7448 | 0.228931 |
39 | -0.026055 | -0.2854 | 0.387909 |
40 | -0.027034 | -0.2961 | 0.383815 |
41 | -0.019846 | -0.2174 | 0.414132 |
42 | 0.026813 | 0.2937 | 0.384739 |
43 | 0.018854 | 0.2065 | 0.41836 |
44 | -0.007251 | -0.0794 | 0.468411 |
45 | 0.030702 | 0.3363 | 0.368608 |
46 | 0.01571 | 0.1721 | 0.431828 |
47 | 0.004898 | 0.0537 | 0.478649 |
48 | 0.000303 | 0.0033 | 0.498677 |