Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.939306 | 10.2896 | 0 |
2 | 0.908831 | 9.9557 | 0 |
3 | 0.86524 | 9.4782 | 0 |
4 | 0.837822 | 9.1779 | 0 |
5 | 0.803508 | 8.802 | 0 |
6 | 0.772667 | 8.4641 | 0 |
7 | 0.751486 | 8.2321 | 0 |
8 | 0.723539 | 7.926 | 0 |
9 | 0.700635 | 7.6751 | 0 |
10 | 0.678182 | 7.4291 | 0 |
11 | 0.660265 | 7.2328 | 0 |
12 | 0.644517 | 7.0603 | 0 |
13 | 0.618506 | 6.7754 | 0 |
14 | 0.582686 | 6.383 | 0 |
15 | 0.557245 | 6.1043 | 0 |
16 | 0.528237 | 5.7865 | 0 |
17 | 0.486458 | 5.3289 | 0 |
18 | 0.45489 | 4.9831 | 1e-06 |
19 | 0.430511 | 4.716 | 3e-06 |
20 | 0.420478 | 4.6061 | 5e-06 |
21 | 0.405205 | 4.4388 | 1e-05 |
22 | 0.39031 | 4.2756 | 1.9e-05 |
23 | 0.384986 | 4.2173 | 2.4e-05 |
24 | 0.365034 | 3.9988 | 5.5e-05 |
25 | 0.340264 | 3.7274 | 0.000148 |
26 | 0.299156 | 3.2771 | 0.000686 |
27 | 0.273047 | 2.9911 | 0.001687 |
28 | 0.242902 | 2.6609 | 0.00443 |
29 | 0.216829 | 2.3752 | 0.009561 |
30 | 0.186419 | 2.0421 | 0.021666 |
31 | 0.161123 | 1.765 | 0.040052 |
32 | 0.146612 | 1.6061 | 0.055445 |
33 | 0.123307 | 1.3508 | 0.089657 |
34 | 0.096699 | 1.0593 | 0.145799 |
35 | 0.079062 | 0.8661 | 0.194087 |
36 | 0.058128 | 0.6368 | 0.262748 |
37 | 0.022173 | 0.2429 | 0.404252 |
38 | -0.014655 | -0.1605 | 0.436363 |
39 | -0.054019 | -0.5917 | 0.277566 |
40 | -0.092397 | -1.0122 | 0.156749 |
41 | -0.121212 | -1.3278 | 0.09338 |
42 | -0.143135 | -1.568 | 0.059762 |
43 | -0.157892 | -1.7296 | 0.043135 |
44 | -0.17502 | -1.9172 | 0.028792 |
45 | -0.185326 | -2.0301 | 0.022277 |
46 | -0.202414 | -2.2173 | 0.014242 |
47 | -0.211645 | -2.3185 | 0.011059 |
48 | -0.220271 | -2.4129 | 0.008669 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.939306 | 10.2896 | 0 |
2 | 0.225444 | 2.4696 | 0.007466 |
3 | -0.069242 | -0.7585 | 0.224816 |
4 | 0.082557 | 0.9044 | 0.183807 |
5 | -0.015569 | -0.1705 | 0.432434 |
6 | -0.016414 | -0.1798 | 0.428803 |
7 | 0.093086 | 1.0197 | 0.154961 |
8 | -0.037321 | -0.4088 | 0.341697 |
9 | 0.003003 | 0.0329 | 0.486908 |
10 | 0.031348 | 0.3434 | 0.365948 |
11 | 0.02004 | 0.2195 | 0.413307 |
12 | 0.035302 | 0.3867 | 0.349827 |
13 | -0.081599 | -0.8939 | 0.18659 |
14 | -0.146653 | -1.6065 | 0.055396 |
15 | 0.050789 | 0.5564 | 0.289497 |
16 | -0.017031 | -0.1866 | 0.426157 |
17 | -0.170781 | -1.8708 | 0.031904 |
18 | 0.040219 | 0.4406 | 0.330156 |
19 | 0.068748 | 0.7531 | 0.226433 |
20 | 0.107947 | 1.1825 | 0.119673 |
21 | 0.037611 | 0.412 | 0.340533 |
22 | -0.046441 | -0.5087 | 0.305934 |
23 | 0.081703 | 0.895 | 0.186285 |
24 | -0.08954 | -0.9809 | 0.164317 |
25 | -0.129912 | -1.4231 | 0.078649 |
26 | -0.140769 | -1.542 | 0.062848 |
27 | 0.01519 | 0.1664 | 0.434062 |
28 | -0.00989 | -0.1083 | 0.456952 |
29 | 0.043637 | 0.478 | 0.316753 |
30 | -0.021269 | -0.233 | 0.408083 |
31 | -0.035093 | -0.3844 | 0.350672 |
32 | 0.086101 | 0.9432 | 0.173741 |
33 | -0.05905 | -0.6469 | 0.259479 |
34 | -0.131049 | -1.4356 | 0.076863 |
35 | 0.016137 | 0.1768 | 0.429993 |
36 | -0.069423 | -0.7605 | 0.224228 |
37 | -0.127758 | -1.3995 | 0.082119 |
38 | -0.014677 | -0.1608 | 0.43627 |
39 | -0.081147 | -0.8889 | 0.187912 |
40 | -0.039048 | -0.4278 | 0.334798 |
41 | 0.143735 | 1.5745 | 0.058998 |
42 | 0.077461 | 0.8485 | 0.198913 |
43 | -0.002128 | -0.0233 | 0.490722 |
44 | -0.060414 | -0.6618 | 0.254682 |
45 | -0.023629 | -0.2588 | 0.398102 |
46 | -0.009183 | -0.1006 | 0.460021 |
47 | -0.004543 | -0.0498 | 0.480195 |
48 | -0.042576 | -0.4664 | 0.32089 |