Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.975952 | 10.691 | 0 |
2 | 0.949743 | 10.4039 | 0 |
3 | 0.925222 | 10.1353 | 0 |
4 | 0.902842 | 9.8901 | 0 |
5 | 0.87819 | 9.6201 | 0 |
6 | 0.851975 | 9.3329 | 0 |
7 | 0.825936 | 9.0477 | 0 |
8 | 0.8014 | 8.7789 | 0 |
9 | 0.774308 | 8.4821 | 0 |
10 | 0.751104 | 8.2279 | 0 |
11 | 0.7309 | 8.0066 | 0 |
12 | 0.712538 | 7.8055 | 0 |
13 | 0.688401 | 7.5411 | 0 |
14 | 0.663625 | 7.2697 | 0 |
15 | 0.639319 | 7.0034 | 0 |
16 | 0.616061 | 6.7486 | 0 |
17 | 0.591165 | 6.4759 | 0 |
18 | 0.565616 | 6.196 | 0 |
19 | 0.540763 | 5.9238 | 0 |
20 | 0.516971 | 5.6631 | 0 |
21 | 0.490177 | 5.3696 | 0 |
22 | 0.46665 | 5.1119 | 1e-06 |
23 | 0.444854 | 4.8731 | 2e-06 |
24 | 0.424873 | 4.6542 | 4e-06 |
25 | 0.400329 | 4.3854 | 1.3e-05 |
26 | 0.376407 | 4.1233 | 3.5e-05 |
27 | 0.353913 | 3.8769 | 8.7e-05 |
28 | 0.332175 | 3.6388 | 0.000203 |
29 | 0.307975 | 3.3737 | 5e-04 |
30 | 0.283178 | 3.1021 | 0.001198 |
31 | 0.259318 | 2.8407 | 0.002645 |
32 | 0.236855 | 2.5946 | 0.005325 |
33 | 0.211812 | 2.3203 | 0.011007 |
34 | 0.189427 | 2.0751 | 0.020058 |
35 | 0.16897 | 1.851 | 0.033316 |
36 | 0.150082 | 1.6441 | 0.05139 |
37 | 0.127436 | 1.396 | 0.082648 |
38 | 0.105914 | 1.1602 | 0.124129 |
39 | 0.085689 | 0.9387 | 0.174892 |
40 | 0.06597 | 0.7227 | 0.235647 |
41 | 0.044197 | 0.4842 | 0.314581 |
42 | 0.022275 | 0.244 | 0.40382 |
43 | 0.001745 | 0.0191 | 0.492392 |
44 | -0.017519 | -0.1919 | 0.42407 |
45 | -0.039575 | -0.4335 | 0.332706 |
46 | -0.05983 | -0.6554 | 0.256732 |
47 | -0.077762 | -0.8518 | 0.198001 |
48 | -0.094147 | -1.0313 | 0.15223 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.975952 | 10.691 | 0 |
2 | -0.057631 | -0.6313 | 0.264517 |
3 | 0.024179 | 0.2649 | 0.395783 |
4 | 0.029211 | 0.32 | 0.374767 |
5 | -0.062538 | -0.6851 | 0.24731 |
6 | -0.038763 | -0.4246 | 0.335933 |
7 | -0.009069 | -0.0993 | 0.460515 |
8 | 0.011088 | 0.1215 | 0.451764 |
9 | -0.070571 | -0.7731 | 0.220502 |
10 | 0.077797 | 0.8522 | 0.197895 |
11 | 0.042088 | 0.4611 | 0.322797 |
12 | 0.019431 | 0.2129 | 0.4159 |
13 | -0.123872 | -1.357 | 0.088672 |
14 | -0.013518 | -0.1481 | 0.441264 |
15 | -0.018369 | -0.2012 | 0.420434 |
16 | -0.012579 | -0.1378 | 0.445315 |
17 | -0.035437 | -0.3882 | 0.34928 |
18 | -0.02266 | -0.2482 | 0.402191 |
19 | 0.002498 | 0.0274 | 0.489107 |
20 | -0.000541 | -0.0059 | 0.497641 |
21 | -0.059903 | -0.6562 | 0.256475 |
22 | 0.050006 | 0.5478 | 0.292427 |
23 | 0.000706 | 0.0077 | 0.496919 |
24 | 0.00655 | 0.0717 | 0.471461 |
25 | -0.091667 | -1.0042 | 0.158661 |
26 | 0.008826 | 0.0967 | 0.461569 |
27 | -0.002278 | -0.025 | 0.490065 |
28 | -0.020916 | -0.2291 | 0.409581 |
29 | -0.045941 | -0.5033 | 0.307852 |
30 | -0.027121 | -0.2971 | 0.383453 |
31 | 0.000942 | 0.0103 | 0.495891 |
32 | -0.00226 | -0.0248 | 0.490144 |
33 | -0.041443 | -0.454 | 0.32533 |
34 | 0.028493 | 0.3121 | 0.377744 |
35 | 0.005412 | 0.0593 | 0.476411 |
36 | -0.003151 | -0.0345 | 0.48626 |
37 | -0.069375 | -0.76 | 0.224383 |
38 | 0.011056 | 0.1211 | 0.4519 |
39 | -0.01554 | -0.1702 | 0.432559 |
40 | -0.028699 | -0.3144 | 0.376889 |
41 | -0.032396 | -0.3549 | 0.36165 |
42 | -0.020661 | -0.2263 | 0.410666 |
43 | 0.006507 | 0.0713 | 0.471645 |
44 | -0.007954 | -0.0871 | 0.465356 |
45 | -0.041045 | -0.4496 | 0.326895 |
46 | 0.004034 | 0.0442 | 0.482414 |
47 | 0.012381 | 0.1356 | 0.446172 |
48 | -0.008178 | -0.0896 | 0.464383 |