Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.974986 | 10.6804 | 0 |
2 | 0.945071 | 10.3527 | 0 |
3 | 0.919287 | 10.0703 | 0 |
4 | 0.896417 | 9.8198 | 0 |
5 | 0.875805 | 9.594 | 0 |
6 | 0.853782 | 9.3527 | 0 |
7 | 0.831377 | 9.1073 | 0 |
8 | 0.810225 | 8.8756 | 0 |
9 | 0.789366 | 8.6471 | 0 |
10 | 0.769852 | 8.4333 | 0 |
11 | 0.757099 | 8.2936 | 0 |
12 | 0.745574 | 8.1674 | 0 |
13 | 0.71661 | 7.8501 | 0 |
14 | 0.681706 | 7.4677 | 0 |
15 | 0.651461 | 7.1364 | 0 |
16 | 0.624396 | 6.8399 | 0 |
17 | 0.600048 | 6.5732 | 0 |
18 | 0.572948 | 6.2763 | 0 |
19 | 0.545454 | 5.9752 | 0 |
20 | 0.519564 | 5.6915 | 0 |
21 | 0.497002 | 5.4444 | 0 |
22 | 0.474919 | 5.2025 | 0 |
23 | 0.458072 | 5.0179 | 1e-06 |
24 | 0.443228 | 4.8553 | 2e-06 |
25 | 0.414133 | 4.5366 | 7e-06 |
26 | 0.379129 | 4.1531 | 3.1e-05 |
27 | 0.348879 | 3.8218 | 0.000106 |
28 | 0.320846 | 3.5147 | 0.000311 |
29 | 0.295335 | 3.2352 | 0.000785 |
30 | 0.267209 | 2.9271 | 0.002047 |
31 | 0.238435 | 2.6119 | 0.005077 |
32 | 0.212184 | 2.3244 | 0.010894 |
33 | 0.19256 | 2.1094 | 0.018495 |
34 | 0.173144 | 1.8967 | 0.030136 |
35 | 0.158147 | 1.7324 | 0.042885 |
36 | 0.144859 | 1.5869 | 0.057589 |
37 | 0.121449 | 1.3304 | 0.092954 |
38 | 0.092772 | 1.0163 | 0.155773 |
39 | 0.069138 | 0.7574 | 0.225158 |
40 | 0.048935 | 0.5361 | 0.296454 |
41 | 0.030674 | 0.336 | 0.368723 |
42 | 0.010951 | 0.12 | 0.452356 |
43 | -0.010699 | -0.1172 | 0.453448 |
44 | -0.029718 | -0.3255 | 0.372668 |
45 | -0.041702 | -0.4568 | 0.324312 |
46 | -0.054647 | -0.5986 | 0.275276 |
47 | -0.067229 | -0.7365 | 0.231445 |
48 | -0.079162 | -0.8672 | 0.193788 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.974986 | 10.6804 | 0 |
2 | -0.111871 | -1.2255 | 0.111397 |
3 | 0.07886 | 0.8639 | 0.194693 |
4 | 0.028419 | 0.3113 | 0.37805 |
5 | 0.031538 | 0.3455 | 0.365167 |
6 | -0.040982 | -0.4489 | 0.327143 |
7 | -0.003871 | -0.0424 | 0.483125 |
8 | 0.012923 | 0.1416 | 0.443831 |
9 | -0.011534 | -0.1264 | 0.449832 |
10 | 0.017206 | 0.1885 | 0.425409 |
11 | 0.126553 | 1.3863 | 0.08411 |
12 | -0.003613 | -0.0396 | 0.484248 |
13 | -0.352986 | -3.8668 | 9e-05 |
14 | -0.059323 | -0.6498 | 0.258517 |
15 | 0.074212 | 0.8129 | 0.208929 |
16 | -0.011195 | -0.1226 | 0.451301 |
17 | 0.001702 | 0.0186 | 0.492579 |
18 | -0.05088 | -0.5574 | 0.289157 |
19 | 0.006841 | 0.0749 | 0.470193 |
20 | -0.008619 | -0.0944 | 0.462466 |
21 | 0.067315 | 0.7374 | 0.231159 |
22 | -0.016788 | -0.1839 | 0.427201 |
23 | 0.023086 | 0.2529 | 0.40039 |
24 | -0.017661 | -0.1935 | 0.423459 |
25 | -0.20027 | -2.1938 | 0.015087 |
26 | -0.030631 | -0.3355 | 0.368902 |
27 | 0.059511 | 0.6519 | 0.257854 |
28 | -0.05177 | -0.5671 | 0.28585 |
29 | -0.021087 | -0.231 | 0.408855 |
30 | -0.027824 | -0.3048 | 0.380526 |
31 | 0.01459 | 0.1598 | 0.436646 |
32 | -0.003572 | -0.0391 | 0.484424 |
33 | 0.103493 | 1.1337 | 0.129589 |
34 | -0.034269 | -0.3754 | 0.354013 |
35 | 0.008277 | 0.0907 | 0.463953 |
36 | -0.037178 | -0.4073 | 0.342271 |
37 | -0.071585 | -0.7842 | 0.217243 |
38 | -0.024923 | -0.273 | 0.392653 |
39 | 0.05555 | 0.6085 | 0.271998 |
40 | -0.008615 | -0.0944 | 0.462487 |
41 | -0.031588 | -0.346 | 0.364965 |
42 | 0.012998 | 0.1424 | 0.443507 |
43 | 0.00157 | 0.0172 | 0.493153 |
44 | 0.003127 | 0.0343 | 0.486365 |
45 | 0.056904 | 0.6234 | 0.267119 |
46 | -0.065227 | -0.7145 | 0.238144 |
47 | -0.066058 | -0.7236 | 0.235349 |
48 | -0.048472 | -0.531 | 0.298205 |