Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.966416 | 10.5866 | 0 |
2 | 0.931665 | 10.2059 | 0 |
3 | 0.911828 | 9.9886 | 0 |
4 | 0.897323 | 9.8297 | 0 |
5 | 0.887646 | 9.7237 | 0 |
6 | 0.873804 | 9.572 | 0 |
7 | 0.846524 | 9.2732 | 0 |
8 | 0.815099 | 8.929 | 0 |
9 | 0.787616 | 8.6279 | 0 |
10 | 0.770886 | 8.4446 | 0 |
11 | 0.76565 | 8.3873 | 0 |
12 | 0.754215 | 8.262 | 0 |
13 | 0.715806 | 7.8413 | 0 |
14 | 0.67672 | 7.4131 | 0 |
15 | 0.651226 | 7.1338 | 0 |
16 | 0.632174 | 6.9251 | 0 |
17 | 0.616307 | 6.7513 | 0 |
18 | 0.597819 | 6.5488 | 0 |
19 | 0.566954 | 6.2107 | 0 |
20 | 0.531615 | 5.8236 | 0 |
21 | 0.500933 | 5.4874 | 0 |
22 | 0.480798 | 5.2669 | 0 |
23 | 0.469311 | 5.141 | 1e-06 |
24 | 0.452554 | 4.9575 | 1e-06 |
25 | 0.415318 | 4.5496 | 6e-06 |
26 | 0.376305 | 4.1222 | 3.5e-05 |
27 | 0.349466 | 3.8282 | 0.000103 |
28 | 0.32537 | 3.5642 | 0.000262 |
29 | 0.305217 | 3.3435 | 0.000552 |
30 | 0.284924 | 3.1212 | 0.001128 |
31 | 0.250773 | 2.7471 | 0.00347 |
32 | 0.215133 | 2.3567 | 0.01003 |
33 | 0.185299 | 2.0298 | 0.022292 |
34 | 0.165619 | 1.8143 | 0.036067 |
35 | 0.151995 | 1.665 | 0.049258 |
36 | 0.131163 | 1.4368 | 0.076686 |
37 | 0.09561 | 1.0474 | 0.148521 |
38 | 0.059586 | 0.6527 | 0.25759 |
39 | 0.031895 | 0.3494 | 0.363705 |
40 | 0.003852 | 0.0422 | 0.483206 |
41 | -0.016652 | -0.1824 | 0.427785 |
42 | -0.035912 | -0.3934 | 0.347361 |
43 | -0.066432 | -0.7277 | 0.234099 |
44 | -0.098187 | -1.0756 | 0.142136 |
45 | -0.123801 | -1.3562 | 0.088795 |
46 | -0.138455 | -1.5167 | 0.065987 |
47 | -0.149954 | -1.6427 | 0.051536 |
48 | -0.167098 | -1.8305 | 0.034831 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.966416 | 10.5866 | 0 |
2 | -0.034759 | -0.3808 | 0.352025 |
3 | 0.208426 | 2.2832 | 0.012089 |
4 | 0.063768 | 0.6985 | 0.243095 |
5 | 0.117414 | 1.2862 | 0.100424 |
6 | -0.037928 | -0.4155 | 0.339267 |
7 | -0.169749 | -1.8595 | 0.032702 |
8 | -0.089871 | -0.9845 | 0.163429 |
9 | -0.040249 | -0.4409 | 0.330038 |
10 | 0.096085 | 1.0526 | 0.147328 |
11 | 0.158377 | 1.7349 | 0.04266 |
12 | -0.025292 | -0.2771 | 0.391105 |
13 | -0.33449 | -3.6642 | 0.000185 |
14 | -0.030766 | -0.337 | 0.368345 |
15 | 0.064375 | 0.7052 | 0.241027 |
16 | 0.019958 | 0.2186 | 0.413654 |
17 | -0.002416 | -0.0265 | 0.489464 |
18 | 0.007756 | 0.085 | 0.466215 |
19 | -0.062085 | -0.6801 | 0.248873 |
20 | -0.037205 | -0.4076 | 0.342162 |
21 | -0.031912 | -0.3496 | 0.363632 |
22 | 0.0104 | 0.1139 | 0.454744 |
23 | 0.031322 | 0.3431 | 0.366056 |
24 | 0.016552 | 0.1813 | 0.428211 |
25 | -0.133443 | -1.4618 | 0.073205 |
26 | -0.049354 | -0.5406 | 0.294877 |
27 | 0.018704 | 0.2049 | 0.419 |
28 | -0.074234 | -0.8132 | 0.20886 |
29 | 0.005488 | 0.0601 | 0.47608 |
30 | 0.017218 | 0.1886 | 0.425357 |
31 | -0.079193 | -0.8675 | 0.193695 |
32 | 0.027793 | 0.3045 | 0.380652 |
33 | -0.018723 | -0.2051 | 0.418919 |
34 | 0.026974 | 0.2955 | 0.384069 |
35 | -0.021681 | -0.2375 | 0.406334 |
36 | -0.042781 | -0.4686 | 0.320089 |
37 | -0.054518 | -0.5972 | 0.275744 |
38 | -0.031981 | -0.3503 | 0.363351 |
39 | -0.030225 | -0.3311 | 0.370575 |
40 | -0.122932 | -1.3467 | 0.090314 |
41 | 0.051202 | 0.5609 | 0.287958 |
42 | 0.020083 | 0.22 | 0.413123 |
43 | -0.002532 | -0.0277 | 0.488958 |
44 | 0.005916 | 0.0648 | 0.474217 |
45 | -0.01549 | -0.1697 | 0.432774 |
46 | 0.058294 | 0.6386 | 0.262158 |
47 | -0.040545 | -0.4441 | 0.328869 |
48 | -0.009826 | -0.1076 | 0.457231 |