Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.950864 | 10.2852 | 0 |
2 | 0.911178 | 9.8559 | 0 |
3 | 0.86483 | 9.3546 | 0 |
4 | 0.822477 | 8.8964 | 0 |
5 | 0.780154 | 8.4387 | 0 |
6 | 0.732545 | 7.9237 | 0 |
7 | 0.692303 | 7.4884 | 0 |
8 | 0.659188 | 7.1302 | 0 |
9 | 0.627391 | 6.7863 | 0 |
10 | 0.591696 | 6.4002 | 0 |
11 | 0.557784 | 6.0334 | 0 |
12 | 0.526044 | 5.69 | 0 |
13 | 0.494406 | 5.3478 | 0 |
14 | 0.467105 | 5.0525 | 1e-06 |
15 | 0.44466 | 4.8097 | 2e-06 |
16 | 0.430872 | 4.6606 | 4e-06 |
17 | 0.421204 | 4.556 | 6e-06 |
18 | 0.415589 | 4.4953 | 8e-06 |
19 | 0.417732 | 4.5185 | 7e-06 |
20 | 0.424928 | 4.5963 | 5e-06 |
21 | 0.430224 | 4.6536 | 4e-06 |
22 | 0.435847 | 4.7144 | 3e-06 |
23 | 0.440299 | 4.7626 | 3e-06 |
24 | 0.434387 | 4.6986 | 4e-06 |
25 | 0.425539 | 4.6029 | 5e-06 |
26 | 0.399174 | 4.3177 | 1.7e-05 |
27 | 0.379195 | 4.1016 | 3.8e-05 |
28 | 0.360085 | 3.8949 | 8.2e-05 |
29 | 0.330875 | 3.579 | 0.000252 |
30 | 0.302342 | 3.2703 | 0.000706 |
31 | 0.278947 | 3.0173 | 0.001565 |
32 | 0.257529 | 2.7856 | 0.003117 |
33 | 0.236041 | 2.5532 | 0.00598 |
34 | 0.192117 | 2.0781 | 0.019946 |
35 | 0.153195 | 1.6571 | 0.050094 |
36 | 0.109165 | 1.1808 | 0.120039 |
37 | 0.075812 | 0.82 | 0.206934 |
38 | 0.047067 | 0.5091 | 0.305817 |
39 | 0.020834 | 0.2254 | 0.411049 |
40 | -0.002264 | -0.0245 | 0.490251 |
41 | -0.025842 | -0.2795 | 0.390169 |
42 | -0.044686 | -0.4834 | 0.314875 |
43 | -0.063346 | -0.6852 | 0.247289 |
44 | -0.079786 | -0.863 | 0.194946 |
45 | -0.097378 | -1.0533 | 0.147186 |
46 | -0.113694 | -1.2298 | 0.110621 |
47 | -0.13154 | -1.4228 | 0.078724 |
48 | -0.146246 | -1.5819 | 0.058186 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.950864 | 10.2852 | 0 |
2 | 0.07339 | 0.7938 | 0.214451 |
3 | -0.081546 | -0.8821 | 0.189777 |
4 | 0.005461 | 0.0591 | 0.4765 |
5 | -0.012663 | -0.137 | 0.445645 |
6 | -0.082922 | -0.8969 | 0.185798 |
7 | 0.041278 | 0.4465 | 0.328034 |
8 | 0.071869 | 0.7774 | 0.219251 |
9 | -0.004925 | -0.0533 | 0.478805 |
10 | -0.065276 | -0.7061 | 0.240775 |
11 | -0.003214 | -0.0348 | 0.486164 |
12 | 0.003258 | 0.0352 | 0.485972 |
13 | -0.026361 | -0.2851 | 0.388023 |
14 | 0.033397 | 0.3612 | 0.359284 |
15 | 0.057761 | 0.6248 | 0.266664 |
16 | 0.074069 | 0.8012 | 0.212328 |
17 | 0.035778 | 0.387 | 0.349729 |
18 | 0.039953 | 0.4322 | 0.333212 |
19 | 0.085553 | 0.9254 | 0.178332 |
20 | 0.064592 | 0.6987 | 0.243072 |
21 | -0.011027 | -0.1193 | 0.452633 |
22 | 0.020582 | 0.2226 | 0.412107 |
23 | 0.013298 | 0.1438 | 0.442937 |
24 | -0.11354 | -1.2281 | 0.110932 |
25 | -0.049864 | -0.5394 | 0.295333 |
26 | -0.167145 | -1.8079 | 0.036592 |
27 | 0.022038 | 0.2384 | 0.406002 |
28 | 0.023604 | 0.2553 | 0.399465 |
29 | -0.119891 | -1.2968 | 0.098622 |
30 | -0.023228 | -0.2513 | 0.40103 |
31 | 0.072903 | 0.7886 | 0.215979 |
32 | -0.004769 | -0.0516 | 0.479476 |
33 | -0.0095 | -0.1028 | 0.459167 |
34 | -0.217563 | -2.3533 | 0.010138 |
35 | 0.007939 | 0.0859 | 0.465858 |
36 | -0.073804 | -0.7983 | 0.213155 |
37 | 0.05401 | 0.5842 | 0.280101 |
38 | 0.080361 | 0.8692 | 0.193249 |
39 | -0.001343 | -0.0145 | 0.494216 |
40 | -0.059677 | -0.6455 | 0.259931 |
41 | -0.088503 | -0.9573 | 0.170192 |
42 | -0.028666 | -0.3101 | 0.37853 |
43 | -0.026254 | -0.284 | 0.388462 |
44 | -0.03696 | -0.3998 | 0.345023 |
45 | -0.030754 | -0.3327 | 0.369996 |
46 | 0.008887 | 0.0961 | 0.461791 |
47 | -0.073959 | -0.8 | 0.21267 |
48 | -0.016677 | -0.1804 | 0.42858 |