Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.969145 | 11.1346 | 0 |
2 | 0.927698 | 10.6584 | 0 |
3 | 0.881248 | 10.1248 | 0 |
4 | 0.829134 | 9.526 | 0 |
5 | 0.775102 | 8.9052 | 0 |
6 | 0.719603 | 8.2676 | 0 |
7 | 0.662561 | 7.6122 | 0 |
8 | 0.6039 | 6.9383 | 0 |
9 | 0.54598 | 6.2728 | 0 |
10 | 0.48784 | 5.6049 | 0 |
11 | 0.430732 | 4.9487 | 1e-06 |
12 | 0.374729 | 4.3053 | 1.6e-05 |
13 | 0.320857 | 3.6864 | 0.000166 |
14 | 0.270295 | 3.1055 | 0.001163 |
15 | 0.229143 | 2.6327 | 0.004741 |
16 | 0.202177 | 2.3228 | 0.010859 |
17 | 0.176901 | 2.0324 | 0.022058 |
18 | 0.154345 | 1.7733 | 0.039244 |
19 | 0.143183 | 1.6451 | 0.051169 |
20 | 0.130033 | 1.494 | 0.068785 |
21 | 0.118577 | 1.3624 | 0.087704 |
22 | 0.108888 | 1.251 | 0.106569 |
23 | 0.100228 | 1.1515 | 0.125797 |
24 | 0.092893 | 1.0673 | 0.143901 |
25 | 0.086588 | 0.9948 | 0.160821 |
26 | 0.080725 | 0.9275 | 0.17769 |
27 | 0.07545 | 0.8669 | 0.193796 |
28 | 0.071866 | 0.8257 | 0.205239 |
29 | 0.06887 | 0.7913 | 0.215107 |
30 | 0.065286 | 0.7501 | 0.227272 |
31 | 0.061113 | 0.7021 | 0.241917 |
32 | 0.056645 | 0.6508 | 0.258153 |
33 | 0.054974 | 0.6316 | 0.26437 |
34 | 0.053597 | 0.6158 | 0.26955 |
35 | 0.054646 | 0.6278 | 0.265599 |
36 | 0.053193 | 0.6111 | 0.271078 |
37 | 0.047919 | 0.5505 | 0.291439 |
38 | 0.042202 | 0.4849 | 0.314287 |
39 | 0.034872 | 0.4006 | 0.344664 |
40 | 0.027394 | 0.3147 | 0.37673 |
41 | 0.019033 | 0.2187 | 0.41362 |
42 | 0.010673 | 0.1226 | 0.451297 |
43 | 0.004524 | 0.052 | 0.479313 |
44 | -7.7e-05 | -9e-04 | 0.499646 |
45 | -0.002542 | -0.0292 | 0.488371 |
46 | -0.005007 | -0.0575 | 0.477104 |
47 | -0.007178 | -0.0825 | 0.467198 |
48 | -0.008613 | -0.099 | 0.460661 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.969145 | 11.1346 | 0 |
2 | -0.189994 | -2.1829 | 0.015407 |
3 | -0.077063 | -0.8854 | 0.18878 |
4 | -0.099505 | -1.1432 | 0.127506 |
5 | -0.031664 | -0.3638 | 0.358297 |
6 | -0.04155 | -0.4774 | 0.316942 |
7 | -0.046239 | -0.5312 | 0.29807 |
8 | -0.053314 | -0.6125 | 0.270619 |
9 | -0.013281 | -0.1526 | 0.439478 |
10 | -0.041957 | -0.482 | 0.315285 |
11 | -0.018346 | -0.2108 | 0.416693 |
12 | -0.028123 | -0.3231 | 0.373562 |
13 | -0.008941 | -0.1027 | 0.459168 |
14 | 0.00334 | 0.0384 | 0.484722 |
15 | 0.105017 | 1.2066 | 0.114882 |
16 | 0.161876 | 1.8598 | 0.032569 |
17 | -0.079006 | -0.9077 | 0.182841 |
18 | -0.019746 | -0.2269 | 0.410442 |
19 | 0.139518 | 1.6029 | 0.05567 |
20 | -0.11753 | -1.3503 | 0.089612 |
21 | -0.00406 | -0.0466 | 0.481434 |
22 | -0.022911 | -0.2632 | 0.396392 |
23 | -0.010396 | -0.1194 | 0.452553 |
24 | -0.003332 | -0.0383 | 0.484763 |
25 | -0.016545 | -0.1901 | 0.424768 |
26 | -0.018102 | -0.208 | 0.417784 |
27 | -0.000564 | -0.0065 | 0.497419 |
28 | 0.013171 | 0.1513 | 0.439975 |
29 | 0.017412 | 0.2 | 0.420875 |
30 | 0.01254 | 0.1441 | 0.442832 |
31 | 0.008143 | 0.0936 | 0.462802 |
32 | -0.02745 | -0.3154 | 0.376488 |
33 | 0.084831 | 0.9746 | 0.165762 |
34 | 0.026032 | 0.2991 | 0.382675 |
35 | -0.019862 | -0.2282 | 0.409923 |
36 | -0.058194 | -0.6686 | 0.252461 |
37 | -0.038184 | -0.4387 | 0.330798 |
38 | -0.027042 | -0.3107 | 0.378263 |
39 | -0.015132 | -0.1739 | 0.431123 |
40 | -0.009335 | -0.1073 | 0.457376 |
41 | -0.021301 | -0.2447 | 0.403525 |
42 | 0.008089 | 0.0929 | 0.463048 |
43 | 0.051854 | 0.5958 | 0.276178 |
44 | 0.013138 | 0.1509 | 0.440124 |
45 | 0.028392 | 0.3262 | 0.372394 |
46 | -0.014019 | -0.1611 | 0.436143 |
47 | 0.010447 | 0.12 | 0.452322 |
48 | 0.039728 | 0.4564 | 0.32441 |