Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.970504 | 10.6313 | 0 |
2 | 0.94107 | 10.3089 | 0 |
3 | 0.919919 | 10.0772 | 0 |
4 | 0.897951 | 9.8366 | 0 |
5 | 0.868975 | 9.5191 | 0 |
6 | 0.84066 | 9.209 | 0 |
7 | 0.824635 | 9.0334 | 0 |
8 | 0.808242 | 8.8538 | 0 |
9 | 0.784392 | 8.5926 | 0 |
10 | 0.759197 | 8.3166 | 0 |
11 | 0.738479 | 8.0896 | 0 |
12 | 0.720988 | 7.898 | 0 |
13 | 0.688781 | 7.5452 | 0 |
14 | 0.656217 | 7.1885 | 0 |
15 | 0.63214 | 6.9247 | 0 |
16 | 0.60747 | 6.6545 | 0 |
17 | 0.576268 | 6.3127 | 0 |
18 | 0.545226 | 5.9726 | 0 |
19 | 0.52641 | 5.7665 | 0 |
20 | 0.507028 | 5.5542 | 0 |
21 | 0.480532 | 5.264 | 0 |
22 | 0.453875 | 4.972 | 1e-06 |
23 | 0.432654 | 4.7395 | 3e-06 |
24 | 0.414354 | 4.539 | 7e-06 |
25 | 0.383047 | 4.1961 | 2.6e-05 |
26 | 0.351635 | 3.852 | 9.5e-05 |
27 | 0.32822 | 3.5955 | 0.000236 |
28 | 0.304648 | 3.3373 | 0.000563 |
29 | 0.275148 | 3.0141 | 0.001573 |
30 | 0.24691 | 2.7048 | 0.003915 |
31 | 0.230451 | 2.5245 | 0.006446 |
32 | 0.213329 | 2.3369 | 0.010551 |
33 | 0.18915 | 2.072 | 0.020202 |
34 | 0.164917 | 1.8066 | 0.036667 |
35 | 0.145129 | 1.5898 | 0.057255 |
36 | 0.127299 | 1.3945 | 0.082874 |
37 | 0.098767 | 1.0819 | 0.140725 |
38 | 0.070348 | 0.7706 | 0.221222 |
39 | 0.049511 | 0.5424 | 0.294284 |
40 | 0.029274 | 0.3207 | 0.374507 |
41 | 0.003793 | 0.0416 | 0.483463 |
42 | -0.019539 | -0.214 | 0.41544 |
43 | -0.032628 | -0.3574 | 0.360704 |
44 | -0.04678 | -0.5125 | 0.304639 |
45 | -0.067601 | -0.7405 | 0.230211 |
46 | -0.087303 | -0.9564 | 0.170407 |
47 | -0.102399 | -1.1217 | 0.132109 |
48 | -0.116014 | -1.2709 | 0.103116 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.970504 | 10.6313 | 0 |
2 | -0.013909 | -0.1524 | 0.439577 |
3 | 0.127379 | 1.3954 | 0.082741 |
4 | -0.025522 | -0.2796 | 0.39014 |
5 | -0.114358 | -1.2527 | 0.106369 |
6 | -0.00726 | -0.0795 | 0.468374 |
7 | 0.172692 | 1.8917 | 0.030468 |
8 | -0.011068 | -0.1212 | 0.451849 |
9 | -0.085067 | -0.9319 | 0.176638 |
10 | -0.046301 | -0.5072 | 0.306473 |
11 | 0.005914 | 0.0648 | 0.474226 |
12 | 0.049168 | 0.5386 | 0.295576 |
13 | -0.213136 | -2.3348 | 0.010608 |
14 | -0.013083 | -0.1433 | 0.443142 |
15 | 0.047305 | 0.5182 | 0.302637 |
16 | -0.037038 | -0.4057 | 0.342831 |
17 | -0.057737 | -0.6325 | 0.264141 |
18 | -0.002977 | -0.0326 | 0.487021 |
19 | 0.099366 | 1.0885 | 0.139278 |
20 | -0.0276 | -0.3023 | 0.381458 |
21 | -0.043224 | -0.4735 | 0.318362 |
22 | -0.020601 | -0.2257 | 0.410918 |
23 | 0.007399 | 0.0811 | 0.467767 |
24 | 0.022453 | 0.246 | 0.403067 |
25 | -0.136891 | -1.4996 | 0.068177 |
26 | -0.007158 | -0.0784 | 0.468818 |
27 | 0.009975 | 0.1093 | 0.456586 |
28 | -0.028797 | -0.3155 | 0.37648 |
29 | -0.034903 | -0.3823 | 0.351442 |
30 | 0.023504 | 0.2575 | 0.398628 |
31 | 0.061191 | 0.6703 | 0.251972 |
32 | -0.030089 | -0.3296 | 0.371134 |
33 | -0.032585 | -0.357 | 0.360877 |
34 | -0.023985 | -0.2627 | 0.396602 |
35 | -0.019318 | -0.2116 | 0.41638 |
36 | -0.001051 | -0.0115 | 0.495417 |
37 | -0.078661 | -0.8617 | 0.195289 |
38 | -0.010704 | -0.1173 | 0.453428 |
39 | -0.006313 | -0.0692 | 0.472489 |
40 | -0.016418 | -0.1799 | 0.428786 |
41 | -0.023245 | -0.2546 | 0.399719 |
42 | 0.036875 | 0.4039 | 0.343486 |
43 | 0.022583 | 0.2474 | 0.402516 |
44 | -0.033428 | -0.3662 | 0.357435 |
45 | -0.025035 | -0.2742 | 0.392182 |
46 | -0.005398 | -0.0591 | 0.476474 |
47 | -0.012917 | -0.1415 | 0.443856 |
48 | 0.000226 | 0.0025 | 0.499016 |