Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.980898 | 11.2697 | 0 |
2 | 0.952775 | 10.9465 | 0 |
3 | 0.925192 | 10.6297 | 0 |
4 | 0.898533 | 10.3234 | 0 |
5 | 0.87208 | 10.0194 | 0 |
6 | 0.844416 | 9.7016 | 0 |
7 | 0.818268 | 9.4012 | 0 |
8 | 0.798016 | 9.1685 | 0 |
9 | 0.779791 | 8.9591 | 0 |
10 | 0.761381 | 8.7476 | 0 |
11 | 0.744669 | 8.5556 | 0 |
12 | 0.726202 | 8.3434 | 0 |
13 | 0.709085 | 8.1468 | 0 |
14 | 0.697157 | 8.0097 | 0 |
15 | 0.680025 | 7.8129 | 0 |
16 | 0.655836 | 7.535 | 0 |
17 | 0.628114 | 7.2165 | 0 |
18 | 0.59398 | 6.8243 | 0 |
19 | 0.558146 | 6.4126 | 0 |
20 | 0.519992 | 5.9743 | 0 |
21 | 0.480802 | 5.524 | 0 |
22 | 0.444655 | 5.1087 | 1e-06 |
23 | 0.413142 | 4.7466 | 3e-06 |
24 | 0.382452 | 4.394 | 1.1e-05 |
25 | 0.351545 | 4.0389 | 4.5e-05 |
26 | 0.32026 | 3.6795 | 0.00017 |
27 | 0.292198 | 3.3571 | 0.000515 |
28 | 0.266435 | 3.0611 | 0.001336 |
29 | 0.24221 | 2.7828 | 0.00309 |
30 | 0.218722 | 2.5129 | 0.006589 |
31 | 0.198835 | 2.2844 | 0.011971 |
32 | 0.178829 | 2.0546 | 0.020946 |
33 | 0.160882 | 1.8484 | 0.033391 |
34 | 0.147214 | 1.6914 | 0.046563 |
35 | 0.13453 | 1.5456 | 0.062294 |
36 | 0.118755 | 1.3644 | 0.087384 |
37 | 0.10091 | 1.1594 | 0.124199 |
38 | 0.086719 | 0.9963 | 0.160456 |
39 | 0.074206 | 0.8526 | 0.197724 |
40 | 0.059601 | 0.6848 | 0.247346 |
41 | 0.041204 | 0.4734 | 0.318355 |
42 | 0.023239 | 0.267 | 0.394944 |
43 | 0.005042 | 0.0579 | 0.476945 |
44 | -0.014102 | -0.162 | 0.435768 |
45 | -0.029007 | -0.3333 | 0.36973 |
46 | -0.042491 | -0.4882 | 0.313114 |
47 | -0.054161 | -0.6223 | 0.26742 |
48 | -0.064294 | -0.7387 | 0.230705 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.980898 | 11.2697 | 0 |
2 | -0.248038 | -2.8497 | 0.002539 |
3 | 0.059355 | 0.6819 | 0.248238 |
4 | -0.010526 | -0.1209 | 0.451961 |
5 | -0.014448 | -0.166 | 0.434206 |
6 | -0.04781 | -0.5493 | 0.291865 |
7 | 0.045351 | 0.521 | 0.301603 |
8 | 0.124311 | 1.4282 | 0.077795 |
9 | -0.027361 | -0.3144 | 0.376875 |
10 | -0.013112 | -0.1506 | 0.440243 |
11 | 0.049552 | 0.5693 | 0.285056 |
12 | -0.088546 | -1.0173 | 0.155433 |
13 | 0.05386 | 0.6188 | 0.268555 |
14 | 0.120895 | 1.389 | 0.083589 |
15 | -0.208659 | -2.3973 | 0.008958 |
16 | -0.120487 | -1.3843 | 0.084302 |
17 | -0.031623 | -0.3633 | 0.358473 |
18 | -0.19433 | -2.2327 | 0.013627 |
19 | -0.025255 | -0.2902 | 0.386075 |
20 | -0.062065 | -0.7131 | 0.238529 |
21 | 0.000294 | 0.0034 | 0.498653 |
22 | 0.001928 | 0.0222 | 0.49118 |
23 | 0.052527 | 0.6035 | 0.27361 |
24 | -0.051157 | -0.5877 | 0.278854 |
25 | -0.103939 | -1.1942 | 0.117277 |
26 | -0.006097 | -0.07 | 0.472132 |
27 | 0.096495 | 1.1086 | 0.1348 |
28 | -0.099772 | -1.1463 | 0.126873 |
29 | 0.057176 | 0.6569 | 0.256192 |
30 | 0.047376 | 0.5443 | 0.293572 |
31 | 0.044612 | 0.5126 | 0.304561 |
32 | -0.02144 | -0.2463 | 0.402906 |
33 | 0.13075 | 1.5022 | 0.067717 |
34 | 0.134695 | 1.5475 | 0.062065 |
35 | 0.023133 | 0.2658 | 0.395411 |
36 | -0.066606 | -0.7652 | 0.222747 |
37 | -0.009021 | -0.1036 | 0.458806 |
38 | 0.069223 | 0.7953 | 0.213931 |
39 | -0.03311 | -0.3804 | 0.352128 |
40 | -0.041363 | -0.4752 | 0.317706 |
41 | -0.085843 | -0.9863 | 0.162906 |
42 | 0.011577 | 0.133 | 0.447195 |
43 | -0.076071 | -0.874 | 0.191855 |
44 | -0.077462 | -0.89 | 0.187551 |
45 | 0.119159 | 1.369 | 0.086657 |
46 | -0.090523 | -1.04 | 0.150115 |
47 | 0.014388 | 0.1653 | 0.434476 |
48 | -0.070509 | -0.8101 | 0.209674 |