Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.96656 | 10.5881 | 0 |
2 | 0.934124 | 10.2328 | 0 |
3 | 0.911221 | 9.9819 | 0 |
4 | 0.896509 | 9.8208 | 0 |
5 | 0.875362 | 9.5891 | 0 |
6 | 0.847749 | 9.2866 | 0 |
7 | 0.826959 | 9.0589 | 0 |
8 | 0.802282 | 8.7886 | 0 |
9 | 0.776045 | 8.5011 | 0 |
10 | 0.754481 | 8.2649 | 0 |
11 | 0.746359 | 8.176 | 0 |
12 | 0.740726 | 8.1143 | 0 |
13 | 0.707775 | 7.7533 | 0 |
14 | 0.674736 | 7.3914 | 0 |
15 | 0.649936 | 7.1197 | 0 |
16 | 0.633674 | 6.9416 | 0 |
17 | 0.611881 | 6.7028 | 0 |
18 | 0.583116 | 6.3877 | 0 |
19 | 0.560938 | 6.1448 | 0 |
20 | 0.535517 | 5.8663 | 0 |
21 | 0.509046 | 5.5763 | 0 |
22 | 0.486485 | 5.3292 | 0 |
23 | 0.473738 | 5.1895 | 0 |
24 | 0.462578 | 5.0673 | 1e-06 |
25 | 0.429041 | 4.6999 | 4e-06 |
26 | 0.394651 | 4.3232 | 1.6e-05 |
27 | 0.368064 | 4.0319 | 4.9e-05 |
28 | 0.350311 | 3.8375 | 1e-04 |
29 | 0.329299 | 3.6073 | 0.000226 |
30 | 0.301389 | 3.3015 | 0.000633 |
31 | 0.278519 | 3.051 | 0.001404 |
32 | 0.251454 | 2.7545 | 0.003397 |
33 | 0.22482 | 2.4628 | 0.007603 |
34 | 0.20218 | 2.2148 | 0.014332 |
35 | 0.187105 | 2.0496 | 0.02129 |
36 | 0.172483 | 1.8895 | 0.030621 |
37 | 0.141096 | 1.5456 | 0.062413 |
38 | 0.108153 | 1.1848 | 0.119228 |
39 | 0.081773 | 0.8958 | 0.186081 |
40 | 0.062918 | 0.6892 | 0.246003 |
41 | 0.042301 | 0.4634 | 0.321966 |
42 | 0.015103 | 0.1654 | 0.434435 |
43 | -0.007619 | -0.0835 | 0.466812 |
44 | -0.032207 | -0.3528 | 0.362426 |
45 | -0.055804 | -0.6113 | 0.271079 |
46 | -0.07481 | -0.8195 | 0.207063 |
47 | -0.089132 | -0.9764 | 0.165417 |
48 | -0.102947 | -1.1277 | 0.130843 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.96656 | 10.5881 | 0 |
2 | -0.001724 | -0.0189 | 0.492482 |
3 | 0.128405 | 1.4066 | 0.081065 |
4 | 0.118646 | 1.2997 | 0.098097 |
5 | -0.082527 | -0.904 | 0.183892 |
6 | -0.080935 | -0.8866 | 0.188534 |
7 | 0.081956 | 0.8978 | 0.18555 |
8 | -0.112947 | -1.2373 | 0.109201 |
9 | -0.030498 | -0.3341 | 0.369447 |
10 | 0.080108 | 0.8775 | 0.190975 |
11 | 0.172908 | 1.8941 | 0.030309 |
12 | 0.055096 | 0.6035 | 0.273644 |
13 | -0.36173 | -3.9626 | 6.3e-05 |
14 | -0.002396 | -0.0262 | 0.489554 |
15 | 0.018472 | 0.2023 | 0.419993 |
16 | 0.014199 | 0.1555 | 0.43833 |
17 | -0.010266 | -0.1125 | 0.455324 |
18 | -0.051049 | -0.5592 | 0.288527 |
19 | 0.037448 | 0.4102 | 0.341187 |
20 | -0.047134 | -0.5163 | 0.303287 |
21 | -0.006288 | -0.0689 | 0.472601 |
22 | 0.053439 | 0.5854 | 0.27969 |
23 | 0.000223 | 0.0024 | 0.499029 |
24 | -0.006605 | -0.0724 | 0.471221 |
25 | -0.183761 | -2.013 | 0.023176 |
26 | -0.025119 | -0.2752 | 0.39183 |
27 | 0.010133 | 0.111 | 0.455898 |
28 | 0.000342 | 0.0038 | 0.498507 |
29 | 0.031948 | 0.35 | 0.363485 |
30 | -0.028155 | -0.3084 | 0.379149 |
31 | -0.001732 | -0.019 | 0.492447 |
32 | -0.062472 | -0.6844 | 0.247537 |
33 | -0.008013 | -0.0878 | 0.465101 |
34 | 0.031397 | 0.3439 | 0.365749 |
35 | -0.036154 | -0.396 | 0.346386 |
36 | -0.029297 | -0.3209 | 0.37441 |
37 | -0.064033 | -0.7014 | 0.24219 |
38 | -0.040505 | -0.4437 | 0.329026 |
39 | -0.001898 | -0.0208 | 0.491724 |
40 | -0.022581 | -0.2474 | 0.402524 |
41 | 0.016307 | 0.1786 | 0.429264 |
42 | -0.034966 | -0.383 | 0.351185 |
43 | -0.004679 | -0.0513 | 0.479602 |
44 | 0.00056 | 0.0061 | 0.497557 |
45 | -0.019335 | -0.2118 | 0.416312 |
46 | 0.026941 | 0.2951 | 0.384203 |
47 | -0.05136 | -0.5626 | 0.28737 |
48 | -0.025852 | -0.2832 | 0.388759 |