Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.972612 | 11.1745 | 0 |
2 | 0.945018 | 10.8574 | 0 |
3 | 0.917366 | 10.5397 | 0 |
4 | 0.891166 | 10.2387 | 0 |
5 | 0.864438 | 9.9316 | 0 |
6 | 0.837597 | 9.6233 | 0 |
7 | 0.811057 | 9.3183 | 0 |
8 | 0.784059 | 9.0081 | 0 |
9 | 0.757151 | 8.699 | 0 |
10 | 0.731526 | 8.4046 | 0 |
11 | 0.708267 | 8.1374 | 0 |
12 | 0.685213 | 7.8725 | 0 |
13 | 0.661566 | 7.6008 | 0 |
14 | 0.637306 | 7.3221 | 0 |
15 | 0.613971 | 7.054 | 0 |
16 | 0.591101 | 6.7912 | 0 |
17 | 0.568533 | 6.5319 | 0 |
18 | 0.546358 | 6.2772 | 0 |
19 | 0.524565 | 6.0268 | 0 |
20 | 0.502252 | 5.7704 | 0 |
21 | 0.479834 | 5.5129 | 0 |
22 | 0.457909 | 5.261 | 0 |
23 | 0.435741 | 5.0063 | 1e-06 |
24 | 0.414997 | 4.768 | 2e-06 |
25 | 0.394336 | 4.5306 | 7e-06 |
26 | 0.373736 | 4.2939 | 1.7e-05 |
27 | 0.353786 | 4.0647 | 4.1e-05 |
28 | 0.333383 | 3.8303 | 9.9e-05 |
29 | 0.313982 | 3.6074 | 0.000219 |
30 | 0.294903 | 3.3882 | 0.000464 |
31 | 0.276325 | 3.1747 | 0.000933 |
32 | 0.25793 | 2.9634 | 0.001805 |
33 | 0.240701 | 2.7654 | 0.00325 |
34 | 0.223718 | 2.5703 | 0.005635 |
35 | 0.208012 | 2.3899 | 0.009134 |
36 | 0.193239 | 2.2202 | 0.014057 |
37 | 0.17749 | 2.0392 | 0.021713 |
38 | 0.161493 | 1.8554 | 0.032884 |
39 | 0.145424 | 1.6708 | 0.048565 |
40 | 0.129923 | 1.4927 | 0.068951 |
41 | 0.114325 | 1.3135 | 0.095647 |
42 | 0.098595 | 1.1328 | 0.129682 |
43 | 0.082434 | 0.9471 | 0.172661 |
44 | 0.06635 | 0.7623 | 0.223621 |
45 | 0.052217 | 0.5999 | 0.274791 |
46 | 0.038933 | 0.4473 | 0.327695 |
47 | 0.025677 | 0.295 | 0.384225 |
48 | 0.012339 | 0.1418 | 0.44374 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.972612 | 11.1745 | 0 |
2 | -0.017692 | -0.2033 | 0.419618 |
3 | -0.015257 | -0.1753 | 0.430561 |
4 | 0.012481 | 0.1434 | 0.443099 |
5 | -0.023848 | -0.274 | 0.392261 |
6 | -0.016415 | -0.1886 | 0.425352 |
7 | -0.008281 | -0.0951 | 0.462173 |
8 | -0.023724 | -0.2726 | 0.392805 |
9 | -0.0134 | -0.1539 | 0.438943 |
10 | 0.008842 | 0.1016 | 0.45962 |
11 | 0.028308 | 0.3252 | 0.372761 |
12 | -0.010131 | -0.1164 | 0.453759 |
13 | -0.023712 | -0.2724 | 0.39286 |
14 | -0.023977 | -0.2755 | 0.391693 |
15 | 0.001769 | 0.0203 | 0.491909 |
16 | -0.006558 | -0.0753 | 0.470026 |
17 | -0.009284 | -0.1067 | 0.457606 |
18 | -0.006845 | -0.0786 | 0.468716 |
19 | -0.006898 | -0.0793 | 0.468474 |
20 | -0.022189 | -0.2549 | 0.399586 |
21 | -0.014328 | -0.1646 | 0.434748 |
22 | -0.006204 | -0.0713 | 0.471641 |
23 | -0.02175 | -0.2499 | 0.401532 |
24 | 0.010823 | 0.1244 | 0.450613 |
25 | -0.011289 | -0.1297 | 0.4485 |
26 | -0.013521 | -0.1553 | 0.438395 |
27 | -0.001027 | -0.0118 | 0.495301 |
28 | -0.023446 | -0.2694 | 0.39403 |
29 | 0.003039 | 0.0349 | 0.486098 |
30 | -0.008974 | -0.1031 | 0.459021 |
31 | -0.006942 | -0.0798 | 0.468275 |
32 | -0.009927 | -0.1141 | 0.454684 |
33 | 0.007856 | 0.0903 | 0.46411 |
34 | -0.00844 | -0.097 | 0.461451 |
35 | 0.009647 | 0.1108 | 0.455957 |
36 | 0.004337 | 0.0498 | 0.480167 |
37 | -0.032449 | -0.3728 | 0.354942 |
38 | -0.017322 | -0.199 | 0.421279 |
39 | -0.013456 | -0.1546 | 0.438689 |
40 | -0.004905 | -0.0564 | 0.477572 |
41 | -0.015118 | -0.1737 | 0.431186 |
42 | -0.016384 | -0.1882 | 0.425489 |
43 | -0.021382 | -0.2457 | 0.403164 |
44 | -0.012584 | -0.1446 | 0.442631 |
45 | 0.023633 | 0.2715 | 0.393205 |
46 | 0.000518 | 0.006 | 0.49763 |
47 | -0.014489 | -0.1665 | 0.434024 |
48 | -0.015202 | -0.1747 | 0.430807 |