Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.985744 | 14.4874 | 0 |
2 | 0.966429 | 14.2035 | 0 |
3 | 0.946154 | 13.9056 | 0 |
4 | 0.92326 | 13.5691 | 0 |
5 | 0.897823 | 13.1953 | 0 |
6 | 0.86898 | 12.7713 | 0 |
7 | 0.840093 | 12.3468 | 0 |
8 | 0.810564 | 11.9128 | 0 |
9 | 0.778571 | 11.4426 | 0 |
10 | 0.744859 | 10.9472 | 0 |
11 | 0.7124 | 10.4701 | 0 |
12 | 0.678142 | 9.9666 | 0 |
13 | 0.642978 | 9.4498 | 0 |
14 | 0.608933 | 8.9495 | 0 |
15 | 0.574918 | 8.4495 | 0 |
16 | 0.541801 | 7.9628 | 0 |
17 | 0.506817 | 7.4487 | 0 |
18 | 0.471594 | 6.931 | 0 |
19 | 0.438015 | 6.4375 | 0 |
20 | 0.404744 | 5.9485 | 0 |
21 | 0.372815 | 5.4792 | 0 |
22 | 0.342598 | 5.0351 | 1e-06 |
23 | 0.314706 | 4.6252 | 3e-06 |
24 | 0.289034 | 4.2479 | 1.6e-05 |
25 | 0.264976 | 3.8943 | 6.6e-05 |
26 | 0.241568 | 3.5503 | 0.000236 |
27 | 0.218967 | 3.2181 | 0.000744 |
28 | 0.196733 | 2.8914 | 0.002114 |
29 | 0.174075 | 2.5584 | 0.0056 |
30 | 0.150583 | 2.2131 | 0.013968 |
31 | 0.126617 | 1.8609 | 0.032059 |
32 | 0.103682 | 1.5238 | 0.06451 |
33 | 0.081101 | 1.1919 | 0.117298 |
34 | 0.05929 | 0.8714 | 0.192258 |
35 | 0.039251 | 0.5769 | 0.282315 |
36 | 0.020724 | 0.3046 | 0.380488 |
37 | 0.001769 | 0.026 | 0.489644 |
38 | -0.017083 | -0.2511 | 0.401003 |
39 | -0.035261 | -0.5182 | 0.302417 |
40 | -0.052288 | -0.7685 | 0.221521 |
41 | -0.067909 | -0.9981 | 0.159683 |
42 | -0.083118 | -1.2216 | 0.1116 |
43 | -0.09695 | -1.4249 | 0.077819 |
44 | -0.109528 | -1.6097 | 0.054458 |
45 | -0.12144 | -1.7848 | 0.037849 |
46 | -0.133075 | -1.9558 | 0.025889 |
47 | -0.143766 | -2.1129 | 0.017878 |
48 | -0.152918 | -2.2474 | 0.012812 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.985744 | 14.4874 | 0 |
2 | -0.1859 | -2.7322 | 0.003406 |
3 | -0.012627 | -0.1856 | 0.426474 |
4 | -0.099807 | -1.4669 | 0.071934 |
5 | -0.073512 | -1.0804 | 0.140584 |
6 | -0.112183 | -1.6487 | 0.050327 |
7 | 0.027382 | 0.4024 | 0.343883 |
8 | -0.035615 | -0.5234 | 0.300607 |
9 | -0.080002 | -1.1758 | 0.120486 |
10 | -0.048081 | -0.7066 | 0.240276 |
11 | 0.053062 | 0.7798 | 0.218169 |
12 | -0.100531 | -1.4775 | 0.0705 |
13 | -0.012077 | -0.1775 | 0.429645 |
14 | 0.035096 | 0.5158 | 0.30326 |
15 | -0.027922 | -0.4104 | 0.340973 |
16 | 0.007187 | 0.1056 | 0.457991 |
17 | -0.084163 | -1.2369 | 0.108726 |
18 | -0.010983 | -0.1614 | 0.435959 |
19 | 0.015275 | 0.2245 | 0.411294 |
20 | -0.016309 | -0.2397 | 0.405399 |
21 | 0.036724 | 0.5397 | 0.294967 |
22 | 0.019248 | 0.2829 | 0.388768 |
23 | 0.037514 | 0.5513 | 0.290985 |
24 | 0.02844 | 0.418 | 0.338187 |
25 | 0.009044 | 0.1329 | 0.447192 |
26 | -0.023671 | -0.3479 | 0.364132 |
27 | -0.030449 | -0.4475 | 0.327479 |
28 | -0.03076 | -0.4521 | 0.325833 |
29 | -0.04595 | -0.6753 | 0.250098 |
30 | -0.080131 | -1.1777 | 0.12011 |
31 | -0.03461 | -0.5087 | 0.305755 |
32 | 0.007592 | 0.1116 | 0.455628 |
33 | -0.019545 | -0.2872 | 0.387099 |
34 | 0.01785 | 0.2623 | 0.396655 |
35 | 0.034112 | 0.5013 | 0.308321 |
36 | 0.018969 | 0.2788 | 0.390339 |
37 | -0.059062 | -0.868 | 0.193171 |
38 | -0.010537 | -0.1549 | 0.438537 |
39 | -0.014586 | -0.2144 | 0.415228 |
40 | -0.002982 | -0.0438 | 0.482543 |
41 | 0.019112 | 0.2809 | 0.389531 |
42 | -0.003459 | -0.0508 | 0.479753 |
43 | 0.013776 | 0.2025 | 0.419874 |
44 | 0.00488 | 0.0717 | 0.471447 |
45 | 0.005782 | 0.085 | 0.46618 |
46 | -0.011821 | -0.1737 | 0.431117 |
47 | 0.009866 | 0.145 | 0.442425 |
48 | 0.018344 | 0.2696 | 0.39386 |