Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.963256 | 10.5519 | 0 |
2 | 0.924105 | 10.1231 | 0 |
3 | 0.892399 | 9.7757 | 0 |
4 | 0.864477 | 9.4699 | 0 |
5 | 0.83275 | 9.1223 | 0 |
6 | 0.80387 | 8.806 | 0 |
7 | 0.782555 | 8.5725 | 0 |
8 | 0.760911 | 8.3354 | 0 |
9 | 0.730066 | 7.9975 | 0 |
10 | 0.698902 | 7.6561 | 0 |
11 | 0.680398 | 7.4534 | 0 |
12 | 0.66279 | 7.2605 | 0 |
13 | 0.630904 | 6.9112 | 0 |
14 | 0.59669 | 6.5364 | 0 |
15 | 0.569633 | 6.24 | 0 |
16 | 0.545086 | 5.9711 | 0 |
17 | 0.514431 | 5.6353 | 0 |
18 | 0.486711 | 5.3317 | 0 |
19 | 0.465507 | 5.0994 | 1e-06 |
20 | 0.443251 | 4.8556 | 2e-06 |
21 | 0.41315 | 4.5258 | 7e-06 |
22 | 0.382283 | 4.1877 | 2.7e-05 |
23 | 0.365615 | 4.0051 | 5.4e-05 |
24 | 0.350731 | 3.8421 | 9.8e-05 |
25 | 0.324055 | 3.5498 | 0.000276 |
26 | 0.297385 | 3.2577 | 0.00073 |
27 | 0.276705 | 3.0311 | 0.001493 |
28 | 0.256987 | 2.8152 | 0.00285 |
29 | 0.229535 | 2.5144 | 0.006623 |
30 | 0.204652 | 2.2418 | 0.013404 |
31 | 0.185207 | 2.0288 | 0.022344 |
32 | 0.16378 | 1.7941 | 0.037656 |
33 | 0.135246 | 1.4815 | 0.070541 |
34 | 0.105419 | 1.1548 | 0.125233 |
35 | 0.089073 | 0.9757 | 0.165577 |
36 | 0.072295 | 0.7919 | 0.214977 |
37 | 0.046918 | 0.514 | 0.30411 |
38 | 0.022113 | 0.2422 | 0.404507 |
39 | 0.003676 | 0.0403 | 0.483973 |
40 | -0.01323 | -0.1449 | 0.442504 |
41 | -0.037111 | -0.4065 | 0.342538 |
42 | -0.058374 | -0.6395 | 0.261873 |
43 | -0.074343 | -0.8144 | 0.208519 |
44 | -0.090426 | -0.9906 | 0.161945 |
45 | -0.114529 | -1.2546 | 0.106031 |
46 | -0.137351 | -1.5046 | 0.067527 |
47 | -0.148313 | -1.6247 | 0.053427 |
48 | -0.160786 | -1.7613 | 0.040365 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.963256 | 10.5519 | 0 |
2 | -0.052078 | -0.5705 | 0.284707 |
3 | 0.084189 | 0.9222 | 0.179126 |
4 | 0.028875 | 0.3163 | 0.37616 |
5 | -0.061651 | -0.6754 | 0.250374 |
6 | 0.03591 | 0.3934 | 0.347369 |
7 | 0.079878 | 0.875 | 0.191657 |
8 | -0.020679 | -0.2265 | 0.410587 |
9 | -0.11683 | -1.2798 | 0.10154 |
10 | -0.008477 | -0.0929 | 0.463086 |
11 | 0.135561 | 1.485 | 0.070084 |
12 | -0.013937 | -0.1527 | 0.439455 |
13 | -0.176754 | -1.9362 | 0.027595 |
14 | -0.033054 | -0.3621 | 0.35896 |
15 | 0.034615 | 0.3792 | 0.352607 |
16 | 0.007899 | 0.0865 | 0.465595 |
17 | -0.054865 | -0.601 | 0.274483 |
18 | 0.024363 | 0.2669 | 0.395008 |
19 | 0.004828 | 0.0529 | 0.478953 |
20 | -0.037512 | -0.4109 | 0.340929 |
21 | -0.045202 | -0.4952 | 0.310694 |
22 | -0.015289 | -0.1675 | 0.433636 |
23 | 0.109519 | 1.1997 | 0.116306 |
24 | -0.012005 | -0.1315 | 0.447798 |
25 | -0.11191 | -1.2259 | 0.111315 |
26 | 0.010709 | 0.1173 | 0.453405 |
27 | 0.003623 | 0.0397 | 0.484203 |
28 | -0.00436 | -0.0478 | 0.480993 |
29 | -0.060051 | -0.6578 | 0.255957 |
30 | 0.010782 | 0.1181 | 0.453087 |
31 | -0.027905 | -0.3057 | 0.380187 |
32 | -0.055633 | -0.6094 | 0.271697 |
33 | -0.016292 | -0.1785 | 0.429327 |
34 | -0.03168 | -0.347 | 0.364586 |
35 | 0.071005 | 0.7778 | 0.219102 |
36 | -0.05112 | -0.56 | 0.288265 |
37 | -0.059897 | -0.6561 | 0.256495 |
38 | 0.007644 | 0.0837 | 0.466702 |
39 | -0.005954 | -0.0652 | 0.474055 |
40 | 0.014802 | 0.1621 | 0.435733 |
41 | -0.045131 | -0.4944 | 0.310968 |
42 | 0.001262 | 0.0138 | 0.494497 |
43 | -0.02701 | -0.2959 | 0.383915 |
44 | -0.020914 | -0.2291 | 0.409592 |
45 | -0.023648 | -0.2591 | 0.398019 |
46 | 0.002809 | 0.0308 | 0.487751 |
47 | 0.041625 | 0.456 | 0.324615 |
48 | -0.057656 | -0.6316 | 0.264428 |