Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.969256 | 10.6177 | 0 |
2 | 0.939666 | 10.2935 | 0 |
3 | 0.91107 | 9.9803 | 0 |
4 | 0.888957 | 9.738 | 0 |
5 | 0.858878 | 9.4085 | 0 |
6 | 0.833675 | 9.1324 | 0 |
7 | 0.817662 | 8.957 | 0 |
8 | 0.807463 | 8.8453 | 0 |
9 | 0.793156 | 8.6886 | 0 |
10 | 0.780642 | 8.5515 | 0 |
11 | 0.770401 | 8.4393 | 0 |
12 | 0.757119 | 8.2938 | 0 |
13 | 0.720368 | 7.8912 | 0 |
14 | 0.684853 | 7.5022 | 0 |
15 | 0.653281 | 7.1563 | 0 |
16 | 0.626223 | 6.8599 | 0 |
17 | 0.592519 | 6.4907 | 0 |
18 | 0.562304 | 6.1597 | 0 |
19 | 0.540971 | 5.926 | 0 |
20 | 0.525991 | 5.7619 | 0 |
21 | 0.508922 | 5.575 | 0 |
22 | 0.493031 | 5.4009 | 0 |
23 | 0.481494 | 5.2745 | 0 |
24 | 0.468572 | 5.133 | 1e-06 |
25 | 0.434638 | 4.7612 | 3e-06 |
26 | 0.400913 | 4.3918 | 1.2e-05 |
27 | 0.36883 | 4.0403 | 4.7e-05 |
28 | 0.33909 | 3.7145 | 0.000155 |
29 | 0.301824 | 3.3063 | 0.000624 |
30 | 0.268008 | 2.9359 | 0.001994 |
31 | 0.242953 | 2.6614 | 0.004423 |
32 | 0.224492 | 2.4592 | 0.007676 |
33 | 0.205612 | 2.2524 | 0.013059 |
34 | 0.188075 | 2.0603 | 0.020768 |
35 | 0.177048 | 1.9395 | 0.027396 |
36 | 0.164081 | 1.7974 | 0.037392 |
37 | 0.133882 | 1.4666 | 0.07255 |
38 | 0.102201 | 1.1196 | 0.132569 |
39 | 0.074155 | 0.8123 | 0.209106 |
40 | 0.045923 | 0.5031 | 0.30792 |
41 | 0.013224 | 0.1449 | 0.44253 |
42 | -0.017423 | -0.1909 | 0.424479 |
43 | -0.038794 | -0.425 | 0.33581 |
44 | -0.055701 | -0.6102 | 0.271452 |
45 | -0.07414 | -0.8122 | 0.209152 |
46 | -0.090209 | -0.9882 | 0.162524 |
47 | -0.100305 | -1.0988 | 0.137031 |
48 | -0.110309 | -1.2084 | 0.11464 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.969256 | 10.6177 | 0 |
2 | 0.003453 | 0.0378 | 0.484946 |
3 | 0.001524 | 0.0167 | 0.493354 |
4 | 0.092697 | 1.0154 | 0.155967 |
5 | -0.140377 | -1.5378 | 0.063371 |
6 | 0.066853 | 0.7323 | 0.232694 |
7 | 0.150521 | 1.6489 | 0.050894 |
8 | 0.067417 | 0.7385 | 0.230821 |
9 | -0.037766 | -0.4137 | 0.339913 |
10 | 0.038012 | 0.4164 | 0.338931 |
11 | 0.018253 | 0.1999 | 0.420929 |
12 | -0.06626 | -0.7258 | 0.234675 |
13 | -0.363781 | -3.985 | 5.8e-05 |
14 | 0.002545 | 0.0279 | 0.488901 |
15 | 0.034933 | 0.3827 | 0.351321 |
16 | 0.002142 | 0.0235 | 0.49066 |
17 | -0.040127 | -0.4396 | 0.330522 |
18 | -0.009833 | -0.1077 | 0.457202 |
19 | 0.039032 | 0.4276 | 0.334864 |
20 | 0.039199 | 0.4294 | 0.334202 |
21 | 0.016439 | 0.1801 | 0.428695 |
22 | 0.018321 | 0.2007 | 0.420637 |
23 | 0.043831 | 0.4801 | 0.315999 |
24 | 0.006743 | 0.0739 | 0.470622 |
25 | -0.23425 | -2.5661 | 0.005758 |
26 | -0.021839 | -0.2392 | 0.405667 |
27 | -0.03395 | -0.3719 | 0.355309 |
28 | -0.052335 | -0.5733 | 0.283758 |
29 | -0.042542 | -0.466 | 0.321021 |
30 | -0.011989 | -0.1313 | 0.447868 |
31 | 0.008918 | 0.0977 | 0.46117 |
32 | 0.006142 | 0.0673 | 0.473236 |
33 | 0.023958 | 0.2624 | 0.396713 |
34 | 0.008974 | 0.0983 | 0.460926 |
35 | 0.054738 | 0.5996 | 0.274944 |
36 | -0.002964 | -0.0325 | 0.487077 |
37 | -0.125313 | -1.3727 | 0.086198 |
38 | -0.034446 | -0.3773 | 0.353296 |
39 | 0.015456 | 0.1693 | 0.432917 |
40 | -0.070686 | -0.7743 | 0.220132 |
41 | 0.019034 | 0.2085 | 0.417591 |
42 | -0.019353 | -0.212 | 0.416233 |
43 | -0.005318 | -0.0583 | 0.476821 |
44 | -0.035179 | -0.3854 | 0.350324 |
45 | -0.045457 | -0.498 | 0.309713 |
46 | 0.023841 | 0.2612 | 0.397204 |
47 | 0.002036 | 0.0223 | 0.491122 |
48 | 0.032252 | 0.3533 | 0.36224 |