Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.963137 | 10.0092 | 0 |
2 | 0.930105 | 9.6659 | 0 |
3 | 0.902739 | 9.3815 | 0 |
4 | 0.872598 | 9.0683 | 0 |
5 | 0.840565 | 8.7354 | 0 |
6 | 0.820923 | 8.5313 | 0 |
7 | 0.808924 | 8.4066 | 0 |
8 | 0.789738 | 8.2072 | 0 |
9 | 0.768072 | 7.982 | 0 |
10 | 0.742937 | 7.7208 | 0 |
11 | 0.71547 | 7.4354 | 0 |
12 | 0.689357 | 7.164 | 0 |
13 | 0.664886 | 6.9097 | 0 |
14 | 0.629673 | 6.5438 | 0 |
15 | 0.594936 | 6.1828 | 0 |
16 | 0.5666 | 5.8883 | 0 |
17 | 0.537415 | 5.585 | 0 |
18 | 0.504461 | 5.2425 | 0 |
19 | 0.473432 | 4.9201 | 2e-06 |
20 | 0.445788 | 4.6328 | 5e-06 |
21 | 0.41643 | 4.3277 | 1.7e-05 |
22 | 0.385762 | 4.009 | 5.6e-05 |
23 | 0.356447 | 3.7043 | 0.000168 |
24 | 0.33434 | 3.4746 | 0.000369 |
25 | 0.313952 | 3.2627 | 0.000739 |
26 | 0.291156 | 3.0258 | 0.00155 |
27 | 0.26191 | 2.7218 | 0.003785 |
28 | 0.241785 | 2.5127 | 0.006729 |
29 | 0.21965 | 2.2827 | 0.012204 |
30 | 0.194847 | 2.0249 | 0.022672 |
31 | 0.168871 | 1.755 | 0.041051 |
32 | 0.145097 | 1.5079 | 0.067251 |
33 | 0.120799 | 1.2554 | 0.106025 |
34 | 0.085511 | 0.8887 | 0.188083 |
35 | 0.057163 | 0.5941 | 0.276859 |
36 | 0.032422 | 0.3369 | 0.36841 |
37 | 0.009864 | 0.1025 | 0.459272 |
38 | -0.012268 | -0.1275 | 0.449394 |
39 | -0.030862 | -0.3207 | 0.374518 |
40 | -0.05617 | -0.5837 | 0.280306 |
41 | -0.082363 | -0.8559 | 0.196963 |
42 | -0.109974 | -1.1429 | 0.127807 |
43 | -0.143241 | -1.4886 | 0.069752 |
44 | -0.17692 | -1.8386 | 0.03436 |
45 | -0.19807 | -2.0584 | 0.020979 |
46 | -0.222577 | -2.3131 | 0.011306 |
47 | -0.249903 | -2.5971 | 0.005356 |
48 | -0.270851 | -2.8148 | 0.002901 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.963137 | 10.0092 | 0 |
2 | 0.034145 | 0.3548 | 0.361699 |
3 | 0.063941 | 0.6645 | 0.253896 |
4 | -0.044788 | -0.4655 | 0.321271 |
5 | -0.039858 | -0.4142 | 0.339769 |
6 | 0.147591 | 1.5338 | 0.064 |
7 | 0.111821 | 1.1621 | 0.123883 |
8 | -0.072029 | -0.7485 | 0.227878 |
9 | -0.051053 | -0.5306 | 0.298409 |
10 | -0.091314 | -0.949 | 0.172378 |
11 | -0.031246 | -0.3247 | 0.373011 |
12 | 0.03833 | 0.3983 | 0.345586 |
13 | 0.002576 | 0.0268 | 0.489348 |
14 | -0.194207 | -2.0183 | 0.023022 |
15 | -0.062463 | -0.6491 | 0.258814 |
16 | 0.036222 | 0.3764 | 0.353666 |
17 | 0.011767 | 0.1223 | 0.45145 |
18 | -0.037082 | -0.3854 | 0.35036 |
19 | -0.06119 | -0.6359 | 0.263091 |
20 | -0.030944 | -0.3216 | 0.374196 |
21 | 0.009875 | 0.1026 | 0.459224 |
22 | 0.006645 | 0.0691 | 0.472535 |
23 | -0.00632 | -0.0657 | 0.473876 |
24 | 0.072811 | 0.7567 | 0.225445 |
25 | 0.018613 | 0.1934 | 0.423493 |
26 | -0.034461 | -0.3581 | 0.360473 |
27 | -0.093425 | -0.9709 | 0.166883 |
28 | 0.109135 | 1.1342 | 0.129618 |
29 | -0.021297 | -0.2213 | 0.412629 |
30 | -0.015029 | -0.1562 | 0.438087 |
31 | -0.061427 | -0.6384 | 0.262293 |
32 | -0.052325 | -0.5438 | 0.293858 |
33 | -0.027928 | -0.2902 | 0.386094 |
34 | -0.152198 | -1.5817 | 0.058323 |
35 | 0.045627 | 0.4742 | 0.318169 |
36 | 0.013697 | 0.1423 | 0.443536 |
37 | -0.016644 | -0.173 | 0.431501 |
38 | -0.037447 | -0.3892 | 0.348963 |
39 | 0.007773 | 0.0808 | 0.467882 |
40 | -0.086992 | -0.904 | 0.183992 |
41 | -0.028824 | -0.2996 | 0.382547 |
42 | -0.052124 | -0.5417 | 0.294576 |
43 | -0.084954 | -0.8829 | 0.189635 |
44 | -0.040195 | -0.4177 | 0.338491 |
45 | 0.113417 | 1.1787 | 0.120562 |
46 | -0.091955 | -0.9556 | 0.170699 |
47 | -0.003512 | -0.0365 | 0.485475 |
48 | 0.01441 | 0.1497 | 0.440621 |