Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.977558 | 10.7086 | 0 |
2 | 0.956356 | 10.4764 | 0 |
3 | 0.938926 | 10.2854 | 0 |
4 | 0.922222 | 10.1024 | 0 |
5 | 0.902239 | 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 | 0.801825 | 8.7836 | 0 |
12 | 0.782383 | 8.5706 | 0 |
13 | 0.75241 | 8.2422 | 0 |
14 | 0.722632 | 7.916 | 0 |
15 | 0.696374 | 7.6284 | 0 |
16 | 0.669557 | 7.3346 | 0 |
17 | 0.640498 | 7.0163 | 0 |
18 | 0.610271 | 6.6852 | 0 |
19 | 0.584334 | 6.4011 | 0 |
20 | 0.560481 | 6.1398 | 0 |
21 | 0.534341 | 5.8534 | 0 |
22 | 0.510137 | 5.5883 | 0 |
23 | 0.488866 | 5.3553 | 0 |
24 | 0.462512 | 5.0666 | 1e-06 |
25 | 0.429526 | 4.7052 | 3e-06 |
26 | 0.397717 | 4.3568 | 1.4e-05 |
27 | 0.369058 | 4.0428 | 4.7e-05 |
28 | 0.339646 | 3.7206 | 0.000152 |
29 | 0.307989 | 3.3739 | 0.000499 |
30 | 0.274757 | 3.0098 | 0.001593 |
31 | 0.245793 | 2.6925 | 0.004053 |
32 | 0.218906 | 2.398 | 0.009013 |
33 | 0.191995 | 2.1032 | 0.018769 |
34 | 0.166347 | 1.8222 | 0.035454 |
35 | 0.144367 | 1.5815 | 0.058203 |
36 | 0.120542 | 1.3205 | 0.094595 |
37 | 0.091943 | 1.0072 | 0.157937 |
38 | 0.06391 | 0.7001 | 0.242609 |
39 | 0.03891 | 0.4262 | 0.33535 |
40 | 0.013207 | 0.1447 | 0.442605 |
41 | -0.015332 | -0.168 | 0.433452 |
42 | -0.045933 | -0.5032 | 0.307884 |
43 | -0.070215 | -0.7692 | 0.221654 |
44 | -0.092141 | -1.0094 | 0.157417 |
45 | -0.114844 | -1.258 | 0.105408 |
46 | -0.135949 | -1.4892 | 0.069523 |
47 | -0.153201 | -1.6782 | 0.047953 |
48 | -0.170516 | -1.8679 | 0.032107 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.977558 | 10.7086 | 0 |
2 | 0.016606 | 0.1819 | 0.427981 |
3 | 0.074922 | 0.8207 | 0.206713 |
4 | 0.012155 | 0.1332 | 0.447147 |
5 | -0.074826 | -0.8197 | 0.207012 |
6 | -0.023516 | -0.2576 | 0.398577 |
7 | 0.057613 | 0.6311 | 0.264583 |
8 | 0.03429 | 0.3756 | 0.353929 |
9 | -0.054417 | -0.5961 | 0.276112 |
10 | 0.049408 | 0.5412 | 0.294673 |
11 | 0.009422 | 0.1032 | 0.458984 |
12 | -0.126689 | -1.3878 | 0.083884 |
13 | -0.246925 | -2.7049 | 0.003913 |
14 | -0.050051 | -0.5483 | 0.292258 |
15 | 0.016769 | 0.1837 | 0.42728 |
16 | -0.017791 | -0.1949 | 0.422905 |
17 | -0.020276 | -0.2221 | 0.412304 |
18 | -0.05805 | -0.6359 | 0.263026 |
19 | 0.02676 | 0.2931 | 0.384958 |
20 | 0.020563 | 0.2253 | 0.411084 |
21 | -0.041024 | -0.4494 | 0.32698 |
22 | 0.015408 | 0.1688 | 0.433124 |
23 | 0.048924 | 0.5359 | 0.296499 |
24 | -0.078667 | -0.8617 | 0.195272 |
25 | -0.11658 | -1.2771 | 0.102021 |
26 | -0.017616 | -0.193 | 0.423653 |
27 | -0.001903 | -0.0208 | 0.491702 |
28 | -0.018085 | -0.1981 | 0.421648 |
29 | -0.015035 | -0.1647 | 0.434728 |
30 | -0.074601 | -0.8172 | 0.207713 |
31 | -0.00441 | -0.0483 | 0.480774 |
32 | 0.011734 | 0.1285 | 0.448969 |
33 | 0.009037 | 0.099 | 0.460653 |
34 | -0.013163 | -0.1442 | 0.442796 |
35 | 0.056995 | 0.6244 | 0.266791 |
36 | 0.006238 | 0.0683 | 0.472817 |
37 | -0.076345 | -0.8363 | 0.202321 |
38 | -0.030972 | -0.3393 | 0.367496 |
39 | -0.002749 | -0.0301 | 0.488014 |
40 | -0.020643 | -0.2261 | 0.41074 |
41 | -0.024779 | -0.2714 | 0.39326 |
42 | -0.071781 | -0.7863 | 0.216615 |
43 | 0.036626 | 0.4012 | 0.344485 |
44 | 0.011982 | 0.1313 | 0.447896 |
45 | -0.014055 | -0.154 | 0.438949 |
46 | -0.015049 | -0.1649 | 0.434668 |
47 | 0.032007 | 0.3506 | 0.363246 |
48 | 0.018682 | 0.2047 | 0.419095 |