Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.975684 | 10.6881 | 0 |
2 | 0.950008 | 10.4068 | 0 |
3 | 0.927873 | 10.1643 | 0 |
4 | 0.905603 | 9.9204 | 0 |
5 | 0.879883 | 9.6386 | 0 |
6 | 0.854066 | 9.3558 | 0 |
7 | 0.833784 | 9.1337 | 0 |
8 | 0.814808 | 8.9258 | 0 |
9 | 0.790184 | 8.656 | 0 |
10 | 0.765711 | 8.3879 | 0 |
11 | 0.743467 | 8.1443 | 0 |
12 | 0.720274 | 7.8902 | 0 |
13 | 0.691827 | 7.5786 | 0 |
14 | 0.662248 | 7.2546 | 0 |
15 | 0.636207 | 6.9693 | 0 |
16 | 0.610191 | 6.6843 | 0 |
17 | 0.581656 | 6.3717 | 0 |
18 | 0.554105 | 6.0699 | 0 |
19 | 0.532194 | 5.8299 | 0 |
20 | 0.512017 | 5.6089 | 0 |
21 | 0.487185 | 5.3368 | 0 |
22 | 0.463044 | 5.0724 | 1e-06 |
23 | 0.441013 | 4.8311 | 2e-06 |
24 | 0.418264 | 4.5819 | 6e-06 |
25 | 0.391038 | 4.2836 | 1.9e-05 |
26 | 0.363401 | 3.9809 | 5.9e-05 |
27 | 0.339296 | 3.7168 | 0.000154 |
28 | 0.315528 | 3.4564 | 0.000379 |
29 | 0.289033 | 3.1662 | 0.000979 |
30 | 0.263866 | 2.8905 | 0.002283 |
31 | 0.24358 | 2.6683 | 0.004339 |
32 | 0.224786 | 2.4624 | 0.00761 |
33 | 0.202422 | 2.2174 | 0.014239 |
34 | 0.180773 | 1.9803 | 0.024981 |
35 | 0.161341 | 1.7674 | 0.039851 |
36 | 0.141017 | 1.5448 | 0.062519 |
37 | 0.117228 | 1.2842 | 0.100779 |
38 | 0.093265 | 1.0217 | 0.154497 |
39 | 0.072827 | 0.7978 | 0.213286 |
40 | 0.05362 | 0.5874 | 0.279027 |
41 | 0.032015 | 0.3507 | 0.363212 |
42 | 0.012288 | 0.1346 | 0.446575 |
43 | -0.002904 | -0.0318 | 0.487337 |
44 | -0.01668 | -0.1827 | 0.427663 |
45 | -0.034013 | -0.3726 | 0.355055 |
46 | -0.050783 | -0.5563 | 0.289522 |
47 | -0.065275 | -0.7151 | 0.237983 |
48 | -0.080178 | -0.8783 | 0.190765 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.975684 | 10.6881 | 0 |
2 | -0.040602 | -0.4448 | 0.328644 |
3 | 0.061427 | 0.6729 | 0.251153 |
4 | -0.01865 | -0.2043 | 0.419231 |
5 | -0.078279 | -0.8575 | 0.196437 |
6 | -0.012204 | -0.1337 | 0.446937 |
7 | 0.092924 | 1.0179 | 0.155379 |
8 | 0.010192 | 0.1116 | 0.455645 |
9 | -0.112915 | -1.2369 | 0.109266 |
10 | -0.001433 | -0.0157 | 0.49375 |
11 | 0.006277 | 0.0688 | 0.472647 |
12 | -0.037165 | -0.4071 | 0.342322 |
13 | -0.096788 | -1.0603 | 0.145579 |
14 | -0.032843 | -0.3598 | 0.359823 |
15 | 0.023915 | 0.262 | 0.396896 |
16 | -0.022728 | -0.249 | 0.401903 |
17 | -0.036328 | -0.398 | 0.345686 |
18 | 0.003436 | 0.0376 | 0.485017 |
19 | 0.06816 | 0.7467 | 0.228366 |
20 | 0.015091 | 0.1653 | 0.434488 |
21 | -0.074755 | -0.8189 | 0.207234 |
22 | 0.008198 | 0.0898 | 0.464296 |
23 | -0.010501 | -0.115 | 0.454305 |
24 | -0.028756 | -0.315 | 0.376651 |
25 | -0.067437 | -0.7387 | 0.230754 |
26 | -0.017868 | -0.1957 | 0.422573 |
27 | 0.00869 | 0.0952 | 0.462161 |
28 | -0.018508 | -0.2027 | 0.419841 |
29 | -0.036283 | -0.3975 | 0.345865 |
30 | 0.001883 | 0.0206 | 0.491787 |
31 | 0.038536 | 0.4221 | 0.336839 |
32 | 0.007139 | 0.0782 | 0.468896 |
33 | -0.045931 | -0.5031 | 0.307893 |
34 | 0.004307 | 0.0472 | 0.481226 |
35 | -0.013476 | -0.1476 | 0.441442 |
36 | -0.030678 | -0.3361 | 0.368706 |
37 | -0.04023 | -0.4407 | 0.330112 |
38 | -0.016946 | -0.1856 | 0.426523 |
39 | 0.00495 | 0.0542 | 0.478423 |
40 | 0.001277 | 0.014 | 0.494433 |
41 | -0.029373 | -0.3218 | 0.374094 |
42 | 0.009815 | 0.1075 | 0.457279 |
43 | 0.027714 | 0.3036 | 0.380982 |
44 | 0.007206 | 0.0789 | 0.468606 |
45 | -0.045869 | -0.5025 | 0.308129 |
46 | 0.001314 | 0.0144 | 0.494269 |
47 | -0.013276 | -0.1454 | 0.442308 |
48 | -0.019545 | -0.2141 | 0.415415 |