Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.959969 | 10.5159 | 0 |
2 | 0.931395 | 10.2029 | 0 |
3 | 0.903381 | 9.896 | 0 |
4 | 0.87484 | 9.5834 | 0 |
5 | 0.852386 | 9.3374 | 0 |
6 | 0.832878 | 9.1237 | 0 |
7 | 0.795589 | 8.7152 | 0 |
8 | 0.768197 | 8.4152 | 0 |
9 | 0.743583 | 8.1455 | 0 |
10 | 0.719429 | 7.881 | 0 |
11 | 0.700986 | 7.6789 | 0 |
12 | 0.683801 | 7.4907 | 0 |
13 | 0.651163 | 7.1331 | 0 |
14 | 0.624732 | 6.8436 | 0 |
15 | 0.597314 | 6.5432 | 0 |
16 | 0.570865 | 6.2535 | 0 |
17 | 0.544059 | 5.9599 | 0 |
18 | 0.526322 | 5.7656 | 0 |
19 | 0.491889 | 5.3884 | 0 |
20 | 0.464569 | 5.0891 | 1e-06 |
21 | 0.440759 | 4.8283 | 2e-06 |
22 | 0.416672 | 4.5644 | 6e-06 |
23 | 0.39396 | 4.3156 | 1.6e-05 |
24 | 0.381659 | 4.1809 | 2.8e-05 |
25 | 0.353378 | 3.8711 | 8.8e-05 |
26 | 0.331235 | 3.6285 | 0.00021 |
27 | 0.312261 | 3.4206 | 0.000427 |
28 | 0.294281 | 3.2237 | 0.000815 |
29 | 0.276128 | 3.0248 | 0.001522 |
30 | 0.265686 | 2.9104 | 0.002152 |
31 | 0.241306 | 2.6434 | 0.004652 |
32 | 0.222079 | 2.4328 | 0.00823 |
33 | 0.203521 | 2.2295 | 0.013822 |
34 | 0.185769 | 2.035 | 0.022027 |
35 | 0.167175 | 1.8313 | 0.034767 |
36 | 0.158083 | 1.7317 | 0.042947 |
37 | 0.133535 | 1.4628 | 0.073068 |
38 | 0.114928 | 1.259 | 0.105241 |
39 | 0.097872 | 1.0721 | 0.142906 |
40 | 0.079486 | 0.8707 | 0.192822 |
41 | 0.059167 | 0.6481 | 0.259065 |
42 | 0.047365 | 0.5189 | 0.302409 |
43 | 0.022839 | 0.2502 | 0.401437 |
44 | 0.003344 | 0.0366 | 0.48542 |
45 | -0.014265 | -0.1563 | 0.438042 |
46 | -0.031623 | -0.3464 | 0.36482 |
47 | -0.049119 | -0.5381 | 0.295761 |
48 | -0.057942 | -0.6347 | 0.263408 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.959969 | 10.5159 | 0 |
2 | 0.125592 | 1.3758 | 0.085725 |
3 | 0.012947 | 0.1418 | 0.443728 |
4 | -0.016526 | -0.181 | 0.428324 |
5 | 0.062633 | 0.6861 | 0.246983 |
6 | 0.048035 | 0.5262 | 0.299861 |
7 | -0.225818 | -2.4737 | 0.007385 |
8 | 0.051158 | 0.5604 | 0.288124 |
9 | 0.051557 | 0.5648 | 0.286639 |
10 | 0.011467 | 0.1256 | 0.450123 |
11 | 0.034748 | 0.3806 | 0.352072 |
12 | 0.023448 | 0.2569 | 0.398861 |
13 | -0.153108 | -1.6772 | 0.048052 |
14 | -0.015017 | -0.1645 | 0.434806 |
15 | -0.019692 | -0.2157 | 0.414787 |
16 | 0.001724 | 0.0189 | 0.492481 |
17 | -0.062111 | -0.6804 | 0.248782 |
18 | 0.108129 | 1.1845 | 0.119279 |
19 | -0.137347 | -1.5046 | 0.067533 |
20 | -0.007138 | -0.0782 | 0.468904 |
21 | 0.04241 | 0.4646 | 0.321538 |
22 | -0.000462 | -0.0051 | 0.497986 |
23 | -0.03113 | -0.341 | 0.366846 |
24 | 0.09623 | 1.0541 | 0.146967 |
25 | -0.093997 | -1.0297 | 0.152614 |
26 | -0.016589 | -0.1817 | 0.428053 |
27 | 0.025361 | 0.2778 | 0.390814 |
28 | 0.044101 | 0.4831 | 0.314953 |
29 | -0.0472 | -0.5171 | 0.303035 |
30 | 0.03774 | 0.4134 | 0.340019 |
31 | -0.050206 | -0.55 | 0.291679 |
32 | -0.026097 | -0.2859 | 0.387733 |
33 | -0.019688 | -0.2157 | 0.414803 |
34 | 0.016953 | 0.1857 | 0.426491 |
35 | -0.039478 | -0.4325 | 0.333091 |
36 | 0.046211 | 0.5062 | 0.306817 |
37 | -0.081683 | -0.8948 | 0.186344 |
38 | -0.006003 | -0.0658 | 0.473838 |
39 | -0.011091 | -0.1215 | 0.451752 |
40 | -0.020582 | -0.2255 | 0.410999 |
41 | -0.051731 | -0.5667 | 0.285995 |
42 | 0.010434 | 0.1143 | 0.454597 |
43 | -0.040726 | -0.4461 | 0.328152 |
44 | -0.013935 | -0.1527 | 0.439465 |
45 | -0.00883 | -0.0967 | 0.46155 |
46 | 0.008711 | 0.0954 | 0.46207 |
47 | -0.010177 | -0.1115 | 0.455711 |
48 | 0.018999 | 0.2081 | 0.417745 |