Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.966416 | 10.5866 | 0 |
2 | 0.931667 | 10.2059 | 0 |
3 | 0.91183 | 9.9886 | 0 |
4 | 0.897321 | 9.8297 | 0 |
5 | 0.887644 | 9.7236 | 0 |
6 | 0.873803 | 9.572 | 0 |
7 | 0.84652 | 9.2732 | 0 |
8 | 0.815096 | 8.9289 | 0 |
9 | 0.787616 | 8.6279 | 0 |
10 | 0.770885 | 8.4446 | 0 |
11 | 0.765647 | 8.3872 | 0 |
12 | 0.75421 | 8.262 | 0 |
13 | 0.715801 | 7.8412 | 0 |
14 | 0.676717 | 7.4131 | 0 |
15 | 0.651222 | 7.1338 | 0 |
16 | 0.632169 | 6.9251 | 0 |
17 | 0.616302 | 6.7513 | 0 |
18 | 0.597814 | 6.5487 | 0 |
19 | 0.566948 | 6.2106 | 0 |
20 | 0.53161 | 5.8235 | 0 |
21 | 0.500932 | 5.4874 | 0 |
22 | 0.480796 | 5.2669 | 0 |
23 | 0.469308 | 5.141 | 1e-06 |
24 | 0.452553 | 4.9575 | 1e-06 |
25 | 0.415317 | 4.5496 | 6e-06 |
26 | 0.376305 | 4.1222 | 3.5e-05 |
27 | 0.349467 | 3.8282 | 0.000103 |
28 | 0.325371 | 3.5643 | 0.000262 |
29 | 0.305218 | 3.3435 | 0.000552 |
30 | 0.284925 | 3.1212 | 0.001128 |
31 | 0.250772 | 2.7471 | 0.00347 |
32 | 0.215136 | 2.3567 | 0.010029 |
33 | 0.185304 | 2.0299 | 0.022289 |
34 | 0.165624 | 1.8143 | 0.036064 |
35 | 0.152001 | 1.6651 | 0.049252 |
36 | 0.131167 | 1.4369 | 0.07668 |
37 | 0.095612 | 1.0474 | 0.148515 |
38 | 0.059588 | 0.6528 | 0.25758 |
39 | 0.031899 | 0.3494 | 0.363686 |
40 | 0.003854 | 0.0422 | 0.483197 |
41 | -0.01665 | -0.1824 | 0.427793 |
42 | -0.035911 | -0.3934 | 0.347367 |
43 | -0.066432 | -0.7277 | 0.234099 |
44 | -0.098185 | -1.0756 | 0.142141 |
45 | -0.123796 | -1.3561 | 0.088805 |
46 | -0.13845 | -1.5166 | 0.065993 |
47 | -0.149951 | -1.6426 | 0.051538 |
48 | -0.167093 | -1.8304 | 0.034835 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.966416 | 10.5866 | 0 |
2 | -0.034722 | -0.3804 | 0.352177 |
3 | 0.208383 | 2.2827 | 0.012104 |
4 | 0.06374 | 0.6982 | 0.24319 |
5 | 0.117426 | 1.2863 | 0.100401 |
6 | -0.037905 | -0.4152 | 0.339356 |
7 | -0.169802 | -1.8601 | 0.032661 |
8 | -0.089813 | -0.9839 | 0.163583 |
9 | -0.040224 | -0.4406 | 0.330137 |
10 | 0.096066 | 1.0523 | 0.147378 |
11 | 0.15836 | 1.7347 | 0.042677 |
12 | -0.025315 | -0.2773 | 0.39101 |
13 | -0.334468 | -3.6639 | 0.000186 |
14 | -0.030771 | -0.3371 | 0.368322 |
15 | 0.064356 | 0.705 | 0.241092 |
16 | 0.019999 | 0.2191 | 0.413479 |
17 | -0.0024 | -0.0263 | 0.489535 |
18 | 0.007739 | 0.0848 | 0.466292 |
19 | -0.062084 | -0.6801 | 0.248875 |
20 | -0.03723 | -0.4078 | 0.34206 |
21 | -0.031868 | -0.3491 | 0.363816 |
22 | 0.010388 | 0.1138 | 0.454796 |
23 | 0.031316 | 0.3431 | 0.366079 |
24 | 0.016597 | 0.1818 | 0.428021 |
25 | -0.133478 | -1.4622 | 0.073153 |
26 | -0.049382 | -0.541 | 0.294771 |
27 | 0.018749 | 0.2054 | 0.418809 |
28 | -0.074246 | -0.8133 | 0.20882 |
29 | 0.005458 | 0.0598 | 0.476212 |
30 | 0.017232 | 0.1888 | 0.425297 |
31 | -0.079183 | -0.8674 | 0.193724 |
32 | 0.027815 | 0.3047 | 0.380563 |
33 | -0.018739 | -0.2053 | 0.418852 |
34 | 0.026949 | 0.2952 | 0.384169 |
35 | -0.021621 | -0.2369 | 0.406588 |
36 | -0.042872 | -0.4696 | 0.319734 |
37 | -0.054488 | -0.5969 | 0.275852 |
38 | -0.03199 | -0.3504 | 0.363315 |
39 | -0.030193 | -0.3307 | 0.370706 |
40 | -0.122999 | -1.3474 | 0.090197 |
41 | 0.051245 | 0.5614 | 0.287799 |
42 | 0.02011 | 0.2203 | 0.413007 |
43 | -0.002551 | -0.0279 | 0.488876 |
44 | 0.005921 | 0.0649 | 0.474196 |
45 | -0.015477 | -0.1695 | 0.432827 |
46 | 0.058277 | 0.6384 | 0.262216 |
47 | -0.040583 | -0.4446 | 0.328719 |
48 | -0.009726 | -0.1065 | 0.457664 |