Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.966416 | 10.5866 | 0 |
2 | 0.931664 | 10.2059 | 0 |
3 | 0.911827 | 9.9886 | 0 |
4 | 0.89732 | 9.8297 | 0 |
5 | 0.887642 | 9.7236 | 0 |
6 | 0.8738 | 9.572 | 0 |
7 | 0.846519 | 9.2732 | 0 |
8 | 0.815094 | 8.9289 | 0 |
9 | 0.787612 | 8.6279 | 0 |
10 | 0.770882 | 8.4446 | 0 |
11 | 0.765646 | 8.3872 | 0 |
12 | 0.754209 | 8.2619 | 0 |
13 | 0.715799 | 7.8412 | 0 |
14 | 0.676715 | 7.413 | 0 |
15 | 0.65122 | 7.1338 | 0 |
16 | 0.632168 | 6.9251 | 0 |
17 | 0.616301 | 6.7512 | 0 |
18 | 0.597813 | 6.5487 | 0 |
19 | 0.566949 | 6.2106 | 0 |
20 | 0.531612 | 5.8235 | 0 |
21 | 0.500931 | 5.4874 | 0 |
22 | 0.480796 | 5.2669 | 0 |
23 | 0.469309 | 5.141 | 1e-06 |
24 | 0.452553 | 4.9575 | 1e-06 |
25 | 0.415318 | 4.5496 | 6e-06 |
26 | 0.376306 | 4.1222 | 3.5e-05 |
27 | 0.349466 | 3.8282 | 0.000103 |
28 | 0.325372 | 3.5643 | 0.000262 |
29 | 0.305218 | 3.3435 | 0.000552 |
30 | 0.284924 | 3.1212 | 0.001128 |
31 | 0.250774 | 2.7471 | 0.00347 |
32 | 0.215135 | 2.3567 | 0.010029 |
33 | 0.185301 | 2.0299 | 0.022291 |
34 | 0.165622 | 1.8143 | 0.036065 |
35 | 0.152 | 1.6651 | 0.049253 |
36 | 0.131167 | 1.4369 | 0.07668 |
37 | 0.095612 | 1.0474 | 0.148515 |
38 | 0.059588 | 0.6527 | 0.257583 |
39 | 0.031897 | 0.3494 | 0.363694 |
40 | 0.003854 | 0.0422 | 0.483196 |
41 | -0.016649 | -0.1824 | 0.427797 |
42 | -0.03591 | -0.3934 | 0.347372 |
43 | -0.066429 | -0.7277 | 0.234109 |
44 | -0.098184 | -1.0755 | 0.142144 |
45 | -0.123796 | -1.3561 | 0.088803 |
46 | -0.13845 | -1.5166 | 0.065993 |
47 | -0.149949 | -1.6426 | 0.051541 |
48 | -0.167092 | -1.8304 | 0.034836 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.966416 | 10.5866 | 0 |
2 | -0.034753 | -0.3807 | 0.352051 |
3 | 0.208416 | 2.2831 | 0.012093 |
4 | 0.063766 | 0.6985 | 0.243103 |
5 | 0.117394 | 1.286 | 0.100461 |
6 | -0.037905 | -0.4152 | 0.339357 |
7 | -0.169765 | -1.8597 | 0.03269 |
8 | -0.089851 | -0.9843 | 0.163481 |
9 | -0.040233 | -0.4407 | 0.3301 |
10 | 0.096083 | 1.0525 | 0.147334 |
11 | 0.158377 | 1.7349 | 0.04266 |
12 | -0.025331 | -0.2775 | 0.390941 |
13 | -0.334452 | -3.6637 | 0.000186 |
14 | -0.030768 | -0.337 | 0.368335 |
15 | 0.064341 | 0.7048 | 0.241145 |
16 | 0.019983 | 0.2189 | 0.41355 |
17 | -0.002383 | -0.0261 | 0.489608 |
18 | 0.007745 | 0.0848 | 0.466264 |
19 | -0.062072 | -0.68 | 0.248918 |
20 | -0.037212 | -0.4076 | 0.342131 |
21 | -0.031932 | -0.3498 | 0.363554 |
22 | 0.010411 | 0.114 | 0.454696 |
23 | 0.031309 | 0.343 | 0.366108 |
24 | 0.016603 | 0.1819 | 0.427995 |
25 | -0.133461 | -1.462 | 0.073179 |
26 | -0.049394 | -0.5411 | 0.294727 |
27 | 0.018731 | 0.2052 | 0.418885 |
28 | -0.07422 | -0.813 | 0.208903 |
29 | 0.005435 | 0.0595 | 0.476313 |
30 | 0.01724 | 0.1888 | 0.425265 |
31 | -0.079187 | -0.8675 | 0.193713 |
32 | 0.027799 | 0.3045 | 0.380627 |
33 | -0.018735 | -0.2052 | 0.418871 |
34 | 0.026984 | 0.2956 | 0.384026 |
35 | -0.021643 | -0.2371 | 0.406496 |
36 | -0.042848 | -0.4694 | 0.319825 |
37 | -0.054525 | -0.5973 | 0.27572 |
38 | -0.031964 | -0.3501 | 0.363421 |
39 | -0.030207 | -0.3309 | 0.370648 |
40 | -0.122958 | -1.3469 | 0.09027 |
41 | 0.051234 | 0.5612 | 0.287839 |
42 | 0.020083 | 0.22 | 0.413124 |
43 | -0.002534 | -0.0278 | 0.488952 |
44 | 0.005901 | 0.0646 | 0.474281 |
45 | -0.015459 | -0.1693 | 0.432904 |
46 | 0.058252 | 0.6381 | 0.262306 |
47 | -0.040549 | -0.4442 | 0.328854 |
48 | -0.009777 | -0.1071 | 0.457442 |