Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.972186 | 10.6498 | 0 |
2 | 0.941604 | 10.3148 | 0 |
3 | 0.912059 | 9.9911 | 0 |
4 | 0.883991 | 9.6836 | 0 |
5 | 0.8584 | 9.4033 | 0 |
6 | 0.836576 | 9.1642 | 0 |
7 | 0.817122 | 8.9511 | 0 |
8 | 0.799065 | 8.7533 | 0 |
9 | 0.779793 | 8.5422 | 0 |
10 | 0.759233 | 8.317 | 0 |
11 | 0.738947 | 8.0948 | 0 |
12 | 0.718205 | 7.8675 | 0 |
13 | 0.689848 | 7.5569 | 0 |
14 | 0.659529 | 7.2248 | 0 |
15 | 0.629989 | 6.9012 | 0 |
16 | 0.60091 | 6.5826 | 0 |
17 | 0.574391 | 6.2921 | 0 |
18 | 0.552228 | 6.0494 | 0 |
19 | 0.531747 | 5.825 | 0 |
20 | 0.512796 | 5.6174 | 0 |
21 | 0.492391 | 5.3939 | 0 |
22 | 0.470978 | 5.1593 | 0 |
23 | 0.449945 | 4.9289 | 1e-06 |
24 | 0.428303 | 4.6918 | 4e-06 |
25 | 0.398723 | 4.3678 | 1.3e-05 |
26 | 0.367743 | 4.0284 | 4.9e-05 |
27 | 0.337747 | 3.6998 | 0.000163 |
28 | 0.308133 | 3.3754 | 0.000497 |
29 | 0.281499 | 3.0837 | 0.001269 |
30 | 0.258964 | 2.8368 | 0.002675 |
31 | 0.23811 | 2.6084 | 0.005127 |
32 | 0.218967 | 2.3987 | 0.008998 |
33 | 0.198675 | 2.1764 | 0.015743 |
34 | 0.177837 | 1.9481 | 0.026868 |
35 | 0.158929 | 1.741 | 0.042125 |
36 | 0.139574 | 1.529 | 0.064453 |
37 | 0.113181 | 1.2398 | 0.108728 |
38 | 0.086287 | 0.9452 | 0.173222 |
39 | 0.059942 | 0.6566 | 0.256337 |
40 | 0.034255 | 0.3752 | 0.354072 |
41 | 0.010303 | 0.1129 | 0.455165 |
42 | -0.010072 | -0.1103 | 0.456163 |
43 | -0.027558 | -0.3019 | 0.381631 |
44 | -0.042705 | -0.4678 | 0.320384 |
45 | -0.059219 | -0.6487 | 0.258882 |
46 | -0.075614 | -0.8283 | 0.204569 |
47 | -0.089713 | -0.9828 | 0.163851 |
48 | -0.103358 | -1.1322 | 0.129896 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.972186 | 10.6498 | 0 |
2 | -0.064554 | -0.7071 | 0.240422 |
3 | 0.005671 | 0.0621 | 0.475282 |
4 | 0.009584 | 0.105 | 0.45828 |
5 | 0.028265 | 0.3096 | 0.378691 |
6 | 0.051748 | 0.5669 | 0.28593 |
7 | 0.027115 | 0.297 | 0.383478 |
8 | 0.015324 | 0.1679 | 0.433483 |
9 | -0.028656 | -0.3139 | 0.377065 |
10 | -0.024515 | -0.2685 | 0.39437 |
11 | 0.002933 | 0.0321 | 0.487213 |
12 | -0.015357 | -0.1682 | 0.433344 |
13 | -0.148802 | -1.63 | 0.052857 |
14 | -0.042534 | -0.4659 | 0.321051 |
15 | -0.009001 | -0.0986 | 0.46081 |
16 | -0.020029 | -0.2194 | 0.413352 |
17 | 0.016798 | 0.184 | 0.427155 |
18 | 0.043184 | 0.4731 | 0.318518 |
19 | -0.000693 | -0.0076 | 0.496977 |
20 | 0.010459 | 0.1146 | 0.454489 |
21 | -0.029304 | -0.321 | 0.374382 |
22 | -0.011676 | -0.1279 | 0.44922 |
23 | 0.004496 | 0.0493 | 0.480399 |
24 | -0.018305 | -0.2005 | 0.420705 |
25 | -0.142142 | -1.5571 | 0.061041 |
26 | -0.033129 | -0.3629 | 0.358657 |
27 | -0.01282 | -0.1404 | 0.444276 |
28 | -0.025778 | -0.2824 | 0.389067 |
29 | 0.013817 | 0.1514 | 0.439974 |
30 | 0.019998 | 0.2191 | 0.413486 |
31 | -0.00891 | -0.0976 | 0.461207 |
32 | 0.007175 | 0.0786 | 0.46874 |
33 | -0.020199 | -0.2213 | 0.412631 |
34 | 0.000124 | 0.0014 | 0.499461 |
35 | 0.031244 | 0.3423 | 0.366377 |
36 | -0.017421 | -0.1908 | 0.424487 |
37 | -0.112797 | -1.2356 | 0.109505 |
38 | -0.015655 | -0.1715 | 0.432064 |
39 | -0.021596 | -0.2366 | 0.406697 |
40 | -0.016106 | -0.1764 | 0.430127 |
41 | -0.016387 | -0.1795 | 0.428922 |
42 | 0.000722 | 0.0079 | 0.49685 |
43 | 0.009015 | 0.0988 | 0.460748 |
44 | 0.011222 | 0.1229 | 0.451186 |
45 | -0.023342 | -0.2557 | 0.39931 |
46 | 0.013485 | 0.1477 | 0.441408 |
47 | 0.030751 | 0.3369 | 0.368403 |
48 | 0.001434 | 0.0157 | 0.493748 |