Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.976241 | 11.2162 | 0 |
2 | 0.950271 | 10.9178 | 0 |
3 | 0.924689 | 10.6239 | 0 |
4 | 0.898389 | 10.3217 | 0 |
5 | 0.871582 | 10.0137 | 0 |
6 | 0.844983 | 9.7081 | 0 |
7 | 0.817696 | 9.3946 | 0 |
8 | 0.789752 | 9.0736 | 0 |
9 | 0.760971 | 8.7429 | 0 |
10 | 0.732787 | 8.4191 | 0 |
11 | 0.704005 | 8.0884 | 0 |
12 | 0.674506 | 7.7495 | 0 |
13 | 0.646232 | 7.4246 | 0 |
14 | 0.618405 | 7.1049 | 0 |
15 | 0.591176 | 6.7921 | 0 |
16 | 0.567652 | 6.5218 | 0 |
17 | 0.546817 | 6.2825 | 0 |
18 | 0.52667 | 6.051 | 0 |
19 | 0.506103 | 5.8147 | 0 |
20 | 0.484849 | 5.5705 | 0 |
21 | 0.463565 | 5.326 | 0 |
22 | 0.442071 | 5.079 | 1e-06 |
23 | 0.421415 | 4.8417 | 2e-06 |
24 | 0.404137 | 4.6432 | 4e-06 |
25 | 0.387398 | 4.4509 | 9e-06 |
26 | 0.371345 | 4.2664 | 1.9e-05 |
27 | 0.354815 | 4.0765 | 3.9e-05 |
28 | 0.338881 | 3.8935 | 7.8e-05 |
29 | 0.323725 | 3.7193 | 0.000147 |
30 | 0.308389 | 3.5431 | 0.000274 |
31 | 0.291678 | 3.3511 | 0.000525 |
32 | 0.27401 | 3.1481 | 0.001016 |
33 | 0.256791 | 2.9503 | 0.001879 |
34 | 0.240258 | 2.7604 | 0.003298 |
35 | 0.223337 | 2.5659 | 0.005703 |
36 | 0.206774 | 2.3757 | 0.009478 |
37 | 0.189524 | 2.1775 | 0.015612 |
38 | 0.171825 | 1.9741 | 0.025228 |
39 | 0.153678 | 1.7656 | 0.039886 |
40 | 0.135022 | 1.5513 | 0.061613 |
41 | 0.117263 | 1.3473 | 0.090104 |
42 | 0.099265 | 1.1405 | 0.128078 |
43 | 0.081178 | 0.9327 | 0.176349 |
44 | 0.064228 | 0.7379 | 0.230936 |
45 | 0.046053 | 0.5291 | 0.298811 |
46 | 0.028475 | 0.3271 | 0.372037 |
47 | 0.010538 | 0.1211 | 0.451909 |
48 | -0.006921 | -0.0795 | 0.468373 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.976241 | 11.2162 | 0 |
2 | -0.059126 | -0.6793 | 0.249065 |
3 | -0.002876 | -0.033 | 0.486845 |
4 | -0.029486 | -0.3388 | 0.367663 |
5 | -0.023191 | -0.2664 | 0.395154 |
6 | -0.009238 | -0.1061 | 0.457818 |
7 | -0.02954 | -0.3394 | 0.367427 |
8 | -0.027353 | -0.3143 | 0.37691 |
9 | -0.03273 | -0.376 | 0.353747 |
10 | -0.00194 | -0.0223 | 0.491126 |
11 | -0.030033 | -0.345 | 0.365304 |
12 | -0.030267 | -0.3477 | 0.364296 |
13 | 0.009664 | 0.111 | 0.455879 |
14 | -0.010016 | -0.1151 | 0.45428 |
15 | -0.003096 | -0.0356 | 0.48584 |
16 | 0.060978 | 0.7006 | 0.242396 |
17 | 0.035571 | 0.4087 | 0.341719 |
18 | -0.00193 | -0.0222 | 0.49117 |
19 | -0.024541 | -0.2819 | 0.389212 |
20 | -0.031277 | -0.3593 | 0.359957 |
21 | -0.016686 | -0.1917 | 0.424131 |
22 | -0.021112 | -0.2426 | 0.40436 |
23 | -0.000344 | -0.004 | 0.498426 |
24 | 0.051525 | 0.592 | 0.277439 |
25 | -0.007059 | -0.0811 | 0.46774 |
26 | 0.001636 | 0.0188 | 0.492518 |
27 | -0.028874 | -0.3317 | 0.370306 |
28 | 0.001565 | 0.018 | 0.492842 |
29 | 0.004963 | 0.057 | 0.477308 |
30 | -0.016401 | -0.1884 | 0.425413 |
31 | -0.037674 | -0.4328 | 0.332919 |
32 | -0.028789 | -0.3308 | 0.370676 |
33 | 0.00096 | 0.011 | 0.49561 |
34 | -0.003636 | -0.0418 | 0.48337 |
35 | -0.027774 | -0.3191 | 0.375078 |
36 | -0.006676 | -0.0767 | 0.469491 |
37 | -0.030799 | -0.3539 | 0.362006 |
38 | -0.018012 | -0.2069 | 0.418188 |
39 | -0.013778 | -0.1583 | 0.437234 |
40 | -0.018447 | -0.2119 | 0.416242 |
41 | 0.009405 | 0.1081 | 0.45706 |
42 | -0.023893 | -0.2745 | 0.392062 |
43 | -0.018799 | -0.216 | 0.414668 |
44 | 0.007922 | 0.091 | 0.46381 |
45 | -0.044396 | -0.5101 | 0.305425 |
46 | -0.002649 | -0.0304 | 0.487884 |
47 | -0.029996 | -0.3446 | 0.365461 |
48 | -0.005034 | -0.0578 | 0.476981 |