Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.977558 | 10.7086 | 0 |
2 | 0.956358 | 10.4764 | 0 |
3 | 0.938927 | 10.2854 | 0 |
4 | 0.922221 | 10.1024 | 0 |
5 | 0.902238 | 9.8835 | 0 |
6 | 0.881727 | 9.6588 | 0 |
7 | 0.864737 | 9.4727 | 0 |
8 | 0.849654 | 9.3075 | 0 |
9 | 0.831755 | 9.1114 | 0 |
10 | 0.81611 | 8.94 | 0 |
11 | 0.801824 | 8.7835 | 0 |
12 | 0.782382 | 8.5706 | 0 |
13 | 0.752411 | 8.2423 | 0 |
14 | 0.722633 | 7.9161 | 0 |
15 | 0.696375 | 7.6284 | 0 |
16 | 0.669557 | 7.3346 | 0 |
17 | 0.640498 | 7.0163 | 0 |
18 | 0.610272 | 6.6852 | 0 |
19 | 0.584335 | 6.4011 | 0 |
20 | 0.560482 | 6.1398 | 0 |
21 | 0.534344 | 5.8534 | 0 |
22 | 0.510141 | 5.5883 | 0 |
23 | 0.48887 | 5.3553 | 0 |
24 | 0.462515 | 5.0666 | 1e-06 |
25 | 0.429531 | 4.7053 | 3e-06 |
26 | 0.397722 | 4.3568 | 1.4e-05 |
27 | 0.369062 | 4.0429 | 4.7e-05 |
28 | 0.33965 | 3.7207 | 0.000152 |
29 | 0.307994 | 3.3739 | 0.000499 |
30 | 0.274761 | 3.0099 | 0.001593 |
31 | 0.245796 | 2.6926 | 0.004052 |
32 | 0.218906 | 2.398 | 0.009013 |
33 | 0.191997 | 2.1032 | 0.018767 |
34 | 0.166349 | 1.8223 | 0.035453 |
35 | 0.144368 | 1.5815 | 0.058202 |
36 | 0.120544 | 1.3205 | 0.094591 |
37 | 0.091944 | 1.0072 | 0.157933 |
38 | 0.063912 | 0.7001 | 0.242602 |
39 | 0.038911 | 0.4262 | 0.335345 |
40 | 0.013206 | 0.1447 | 0.442609 |
41 | -0.015332 | -0.168 | 0.433449 |
42 | -0.045933 | -0.5032 | 0.307883 |
43 | -0.070215 | -0.7692 | 0.221652 |
44 | -0.092142 | -1.0094 | 0.157416 |
45 | -0.114845 | -1.2581 | 0.105405 |
46 | -0.13595 | -1.4893 | 0.069522 |
47 | -0.153201 | -1.6782 | 0.047952 |
48 | -0.170518 | -1.8679 | 0.032105 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.977558 | 10.7086 | 0 |
2 | 0.016608 | 0.1819 | 0.427971 |
3 | 0.074891 | 0.8204 | 0.206809 |
4 | 0.012153 | 0.1331 | 0.447155 |
5 | -0.074819 | -0.8196 | 0.207034 |
6 | -0.023484 | -0.2573 | 0.398711 |
7 | 0.057591 | 0.6309 | 0.26466 |
8 | 0.034292 | 0.3757 | 0.353919 |
9 | -0.054429 | -0.5962 | 0.276069 |
10 | 0.049413 | 0.5413 | 0.294653 |
11 | 0.009413 | 0.1031 | 0.45902 |
12 | -0.126671 | -1.3876 | 0.083914 |
13 | -0.246909 | -2.7048 | 0.003915 |
14 | -0.050057 | -0.5483 | 0.292237 |
15 | 0.016757 | 0.1836 | 0.427332 |
16 | -0.017791 | -0.1949 | 0.422903 |
17 | -0.020284 | -0.2222 | 0.412268 |
18 | -0.058036 | -0.6358 | 0.263073 |
19 | 0.026768 | 0.2932 | 0.384928 |
20 | 0.02056 | 0.2252 | 0.411096 |
21 | -0.040995 | -0.4491 | 0.327094 |
22 | 0.015392 | 0.1686 | 0.433192 |
23 | 0.04892 | 0.5359 | 0.296511 |
24 | -0.078695 | -0.8621 | 0.195186 |
25 | -0.116542 | -1.2766 | 0.102096 |
26 | -0.017672 | -0.1936 | 0.423412 |
27 | -0.001877 | -0.0206 | 0.491814 |
28 | -0.018066 | -0.1979 | 0.421726 |
29 | -0.015041 | -0.1648 | 0.434703 |
30 | -0.074652 | -0.8178 | 0.207554 |
31 | -0.004404 | -0.0482 | 0.4808 |
32 | 0.011728 | 0.1285 | 0.448996 |
33 | 0.00909 | 0.0996 | 0.460423 |
34 | -0.013202 | -0.1446 | 0.442626 |
35 | 0.056993 | 0.6243 | 0.266798 |
36 | 0.006281 | 0.0688 | 0.47263 |
37 | -0.076397 | -0.8369 | 0.202159 |
38 | -0.03091 | -0.3386 | 0.36775 |
39 | -0.002783 | -0.0305 | 0.487867 |
40 | -0.020687 | -0.2266 | 0.410553 |
41 | -0.024737 | -0.271 | 0.393438 |
42 | -0.071764 | -0.7861 | 0.216669 |
43 | 0.036627 | 0.4012 | 0.344482 |
44 | 0.011997 | 0.1314 | 0.447831 |
45 | -0.014117 | -0.1546 | 0.438683 |
46 | -0.014998 | -0.1643 | 0.434889 |
47 | 0.032007 | 0.3506 | 0.363246 |
48 | 0.018614 | 0.2039 | 0.419385 |