Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.970646 | 10.0872 | 0 |
2 | 0.943373 | 9.8038 | 0 |
3 | 0.919128 | 9.5519 | 0 |
4 | 0.891841 | 9.2683 | 0 |
5 | 0.864154 | 8.9806 | 0 |
6 | 0.837114 | 8.6995 | 0 |
7 | 0.809419 | 8.4117 | 0 |
8 | 0.784307 | 8.1508 | 0 |
9 | 0.758208 | 7.8795 | 0 |
10 | 0.732746 | 7.6149 | 0 |
11 | 0.709244 | 7.3707 | 0 |
12 | 0.681651 | 7.0839 | 0 |
13 | 0.656984 | 6.8276 | 0 |
14 | 0.633849 | 6.5872 | 0 |
15 | 0.608791 | 6.3267 | 0 |
16 | 0.581427 | 6.0424 | 0 |
17 | 0.555225 | 5.7701 | 0 |
18 | 0.52833 | 5.4906 | 0 |
19 | 0.50175 | 5.2143 | 0 |
20 | 0.47499 | 4.9362 | 1e-06 |
21 | 0.450364 | 4.6803 | 4e-06 |
22 | 0.426706 | 4.4345 | 1.1e-05 |
23 | 0.400182 | 4.1588 | 3.2e-05 |
24 | 0.375908 | 3.9065 | 8.2e-05 |
25 | 0.351747 | 3.6555 | 0.000199 |
26 | 0.329078 | 3.4199 | 0.000443 |
27 | 0.300347 | 3.1213 | 0.001155 |
28 | 0.27291 | 2.8362 | 0.002726 |
29 | 0.249917 | 2.5972 | 0.005354 |
30 | 0.224399 | 2.332 | 0.010777 |
31 | 0.197343 | 2.0509 | 0.021351 |
32 | 0.167236 | 1.738 | 0.042534 |
33 | 0.141422 | 1.4697 | 0.072275 |
34 | 0.115086 | 1.196 | 0.117157 |
35 | 0.088047 | 0.915 | 0.181111 |
36 | 0.061432 | 0.6384 | 0.262277 |
37 | 0.037146 | 0.386 | 0.350117 |
38 | 0.012658 | 0.1315 | 0.447795 |
39 | -0.008609 | -0.0895 | 0.464438 |
40 | -0.028222 | -0.2933 | 0.38493 |
41 | -0.048113 | -0.5 | 0.309045 |
42 | -0.067992 | -0.7066 | 0.240669 |
43 | -0.089407 | -0.9291 | 0.177444 |
44 | -0.110355 | -1.1468 | 0.126991 |
45 | -0.132937 | -1.3815 | 0.084986 |
46 | -0.156007 | -1.6213 | 0.053938 |
47 | -0.177603 | -1.8457 | 0.033837 |
48 | -0.198618 | -2.0641 | 0.020702 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.970646 | 10.0872 | 0 |
2 | 0.021082 | 0.2191 | 0.413495 |
3 | 0.039558 | 0.4111 | 0.340908 |
4 | -0.061627 | -0.6404 | 0.261619 |
5 | -0.022179 | -0.2305 | 0.409074 |
6 | -0.009267 | -0.0963 | 0.46173 |
7 | -0.02381 | -0.2474 | 0.402518 |
8 | 0.030521 | 0.3172 | 0.375857 |
9 | -0.030013 | -0.3119 | 0.377858 |
10 | 0.000557 | 0.0058 | 0.497698 |
11 | 0.014484 | 0.1505 | 0.440316 |
12 | -0.081163 | -0.8435 | 0.200414 |
13 | 0.033646 | 0.3497 | 0.363637 |
14 | 0.003505 | 0.0364 | 0.485503 |
15 | -0.033177 | -0.3448 | 0.365462 |
16 | -0.059593 | -0.6193 | 0.268507 |
17 | -0.00596 | -0.0619 | 0.475361 |
18 | -0.025418 | -0.2642 | 0.396083 |
19 | -0.013895 | -0.1444 | 0.442726 |
20 | -0.016104 | -0.1674 | 0.433701 |
21 | 0.0203 | 0.211 | 0.416656 |
22 | -0.002781 | -0.0289 | 0.488499 |
23 | -0.058332 | -0.6062 | 0.272827 |
24 | 0.013283 | 0.138 | 0.445234 |
25 | -0.02453 | -0.2549 | 0.399634 |
26 | 0.020333 | 0.2113 | 0.416522 |
27 | -0.122341 | -1.2714 | 0.103157 |
28 | -0.007227 | -0.0751 | 0.470135 |
29 | 0.050039 | 0.52 | 0.302057 |
30 | -0.052945 | -0.5502 | 0.291651 |
31 | -0.034626 | -0.3598 | 0.359834 |
32 | -0.099176 | -1.0307 | 0.152501 |
33 | 0.057793 | 0.6006 | 0.274681 |
34 | -0.031798 | -0.3305 | 0.370848 |
35 | -0.032017 | -0.3327 | 0.36999 |
36 | -0.019748 | -0.2052 | 0.418888 |
37 | 0.004518 | 0.047 | 0.481319 |
38 | -0.000217 | -0.0023 | 0.499104 |
39 | 0.015099 | 0.1569 | 0.437804 |
40 | 0.003908 | 0.0406 | 0.483842 |
41 | -0.010552 | -0.1097 | 0.456441 |
42 | -0.013749 | -0.1429 | 0.443322 |
43 | -0.059663 | -0.62 | 0.268268 |
44 | -0.02773 | -0.2882 | 0.386881 |
45 | -0.045639 | -0.4743 | 0.318123 |
46 | -0.02399 | -0.2493 | 0.401795 |
47 | -0.004646 | -0.0483 | 0.480792 |
48 | -0.030519 | -0.3172 | 0.375865 |