Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.969755 | 11.0994 | 0 |
2 | 0.926384 | 10.6029 | 0 |
3 | 0.892894 | 10.2196 | 0 |
4 | 0.870381 | 9.962 | 0 |
5 | 0.857 | 9.8088 | 0 |
6 | 0.836927 | 9.5791 | 0 |
7 | 0.801025 | 9.1682 | 0 |
8 | 0.756621 | 8.6599 | 0 |
9 | 0.717023 | 8.2067 | 0 |
10 | 0.686898 | 7.8619 | 0 |
11 | 0.668993 | 7.657 | 0 |
12 | 0.642638 | 7.3553 | 0 |
13 | 0.585146 | 6.6973 | 0 |
14 | 0.522018 | 5.9748 | 0 |
15 | 0.467864 | 5.3549 | 0 |
16 | 0.423764 | 4.8502 | 2e-06 |
17 | 0.390545 | 4.47 | 8e-06 |
18 | 0.35239 | 4.0333 | 4.6e-05 |
19 | 0.304092 | 3.4805 | 0.00034 |
20 | 0.250963 | 2.8724 | 0.002377 |
21 | 0.209294 | 2.3955 | 0.009007 |
22 | 0.180986 | 2.0715 | 0.020138 |
23 | 0.161864 | 1.8526 | 0.033094 |
24 | 0.135228 | 1.5478 | 0.062047 |
25 | 0.085495 | 0.9785 | 0.164805 |
26 | 0.036658 | 0.4196 | 0.337745 |
27 | 0.001178 | 0.0135 | 0.494633 |
28 | -0.025279 | -0.2893 | 0.386394 |
29 | -0.040668 | -0.4655 | 0.321185 |
30 | -0.059729 | -0.6836 | 0.247708 |
31 | -0.085132 | -0.9744 | 0.165833 |
32 | -0.115365 | -1.3204 | 0.0945 |
33 | -0.134832 | -1.5432 | 0.062595 |
34 | -0.142129 | -1.6267 | 0.053097 |
35 | -0.141526 | -1.6198 | 0.053835 |
36 | -0.147462 | -1.6878 | 0.046916 |
37 | -0.173764 | -1.9888 | 0.024402 |
38 | -0.200755 | -2.2977 | 0.011581 |
39 | -0.218745 | -2.5037 | 0.00676 |
40 | -0.22626 | -2.5897 | 0.005347 |
41 | -0.225252 | -2.5781 | 0.00552 |
42 | -0.226723 | -2.595 | 0.005269 |
43 | -0.234784 | -2.6872 | 0.00407 |
44 | -0.246787 | -2.8246 | 0.002737 |
45 | -0.248529 | -2.8445 | 0.002581 |
46 | -0.241477 | -2.7638 | 0.003268 |
47 | -0.231746 | -2.6525 | 0.004489 |
48 | -0.225074 | -2.5761 | 0.005551 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.969755 | 11.0994 | 0 |
2 | -0.23568 | -2.6975 | 0.003953 |
3 | 0.201786 | 2.3095 | 0.011239 |
4 | 0.085325 | 0.9766 | 0.165287 |
5 | 0.11895 | 1.3614 | 0.087855 |
6 | -0.150645 | -1.7242 | 0.043514 |
7 | -0.176596 | -2.0212 | 0.022647 |
8 | -0.086009 | -0.9844 | 0.163362 |
9 | 0.034159 | 0.391 | 0.34823 |
10 | 0.014264 | 0.1633 | 0.435281 |
11 | 0.133558 | 1.5286 | 0.064382 |
12 | -0.204938 | -2.3456 | 0.010248 |
13 | -0.424754 | -4.8615 | 2e-06 |
14 | 0.091757 | 1.0502 | 0.147779 |
15 | 0.005531 | 0.0633 | 0.474809 |
16 | -0.049311 | -0.5644 | 0.286728 |
17 | 0.026761 | 0.3063 | 0.379934 |
18 | -0.067312 | -0.7704 | 0.221218 |
19 | 0.042763 | 0.4894 | 0.312672 |
20 | -0.018961 | -0.217 | 0.414264 |
21 | 0.191843 | 2.1957 | 0.014936 |
22 | 0.007806 | 0.0893 | 0.464471 |
23 | -0.046659 | -0.534 | 0.29711 |
24 | -0.043907 | -0.5025 | 0.308068 |
25 | -0.136847 | -1.5663 | 0.059848 |
26 | 0.113305 | 1.2968 | 0.098485 |
27 | 0.065198 | 0.7462 | 0.228434 |
28 | -0.112521 | -1.2879 | 0.100033 |
29 | 0.066163 | 0.7573 | 0.225125 |
30 | -0.033691 | -0.3856 | 0.350205 |
31 | 0.126194 | 1.4444 | 0.075514 |
32 | -0.105671 | -1.2095 | 0.114333 |
33 | 0.05215 | 0.5969 | 0.275807 |
34 | -0.039828 | -0.4559 | 0.324625 |
35 | 0.0026 | 0.0298 | 0.488151 |
36 | -0.013617 | -0.1558 | 0.438196 |
37 | -0.096039 | -1.0992 | 0.136844 |
38 | -0.056719 | -0.6492 | 0.258681 |
39 | -0.031786 | -0.3638 | 0.358295 |
40 | 0.042316 | 0.4843 | 0.314481 |
41 | -0.016144 | -0.1848 | 0.426845 |
42 | 0.030757 | 0.352 | 0.36269 |
43 | 0.012083 | 0.1383 | 0.445109 |
44 | -0.012404 | -0.142 | 0.443659 |
45 | 0.078741 | 0.9012 | 0.18456 |
46 | -0.062309 | -0.7132 | 0.238509 |
47 | -0.006769 | -0.0775 | 0.469184 |
48 | 0.048711 | 0.5575 | 0.289059 |