Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.95971 | 10.2019 | 0 |
2 | 0.904146 | 9.6112 | 0 |
3 | 0.85223 | 9.0593 | 0 |
4 | 0.799711 | 8.501 | 0 |
5 | 0.756047 | 8.0369 | 0 |
6 | 0.730948 | 7.7701 | 0 |
7 | 0.715869 | 7.6098 | 0 |
8 | 0.699989 | 7.441 | 0 |
9 | 0.687594 | 7.3092 | 0 |
10 | 0.680744 | 7.2364 | 0 |
11 | 0.662604 | 7.0436 | 0 |
12 | 0.623324 | 6.626 | 0 |
13 | 0.580884 | 6.1749 | 0 |
14 | 0.551207 | 5.8594 | 0 |
15 | 0.517562 | 5.5018 | 0 |
16 | 0.484311 | 5.1483 | 1e-06 |
17 | 0.46002 | 4.8901 | 2e-06 |
18 | 0.44139 | 4.692 | 4e-06 |
19 | 0.424701 | 4.5146 | 8e-06 |
20 | 0.41515 | 4.4131 | 1.2e-05 |
21 | 0.416651 | 4.4291 | 1.1e-05 |
22 | 0.411731 | 4.3768 | 1.3e-05 |
23 | 0.395633 | 4.2056 | 2.6e-05 |
24 | 0.373552 | 3.9709 | 6.3e-05 |
25 | 0.346802 | 3.6866 | 0.000175 |
26 | 0.306966 | 3.2631 | 0.000729 |
27 | 0.258023 | 2.7428 | 0.003543 |
28 | 0.214772 | 2.2831 | 0.012148 |
29 | 0.177582 | 1.8877 | 0.030814 |
30 | 0.144452 | 1.5355 | 0.063723 |
31 | 0.119623 | 1.2716 | 0.103062 |
32 | 0.099393 | 1.0566 | 0.146482 |
33 | 0.083387 | 0.8864 | 0.188637 |
34 | 0.05975 | 0.6351 | 0.263308 |
35 | 0.034214 | 0.3637 | 0.358382 |
36 | 0.003131 | 0.0333 | 0.486752 |
37 | -0.037375 | -0.3973 | 0.345948 |
38 | -0.07843 | -0.8337 | 0.203099 |
39 | -0.114961 | -1.2221 | 0.112115 |
40 | -0.149238 | -1.5864 | 0.057719 |
41 | -0.177906 | -1.8912 | 0.030582 |
42 | -0.205034 | -2.1795 | 0.015683 |
43 | -0.22749 | -2.4182 | 0.008596 |
44 | -0.241984 | -2.5723 | 0.005699 |
45 | -0.25196 | -2.6784 | 0.004251 |
46 | -0.258826 | -2.7514 | 0.003457 |
47 | -0.268001 | -2.8489 | 0.002607 |
48 | -0.283082 | -3.0092 | 0.001615 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.95971 | 10.2019 | 0 |
2 | -0.214007 | -2.2749 | 0.012398 |
3 | 0.055742 | 0.5925 | 0.277336 |
4 | -0.062148 | -0.6606 | 0.255093 |
5 | 0.101723 | 1.0813 | 0.140927 |
6 | 0.171554 | 1.8236 | 0.035425 |
7 | 0.049966 | 0.5311 | 0.298181 |
8 | -0.03617 | -0.3845 | 0.350668 |
9 | 0.054671 | 0.5812 | 0.281146 |
10 | 0.080058 | 0.851 | 0.198276 |
11 | -0.122882 | -1.3063 | 0.09706 |
12 | -0.217035 | -2.3071 | 0.011435 |
13 | 0.010682 | 0.1135 | 0.454899 |
14 | 0.18272 | 1.9423 | 0.027292 |
15 | -0.11331 | -1.2045 | 0.115456 |
16 | -0.069824 | -0.7422 | 0.22974 |
17 | -0.012668 | -0.1347 | 0.44656 |
18 | 0.081258 | 0.8638 | 0.194769 |
19 | 0.056939 | 0.6053 | 0.273108 |
20 | 0.007363 | 0.0783 | 0.468875 |
21 | 0.078328 | 0.8326 | 0.203402 |
22 | -0.023705 | -0.252 | 0.400756 |
23 | -0.01976 | -0.2101 | 0.417003 |
24 | -0.107463 | -1.1423 | 0.127862 |
25 | -0.079632 | -0.8465 | 0.199532 |
26 | -0.106915 | -1.1365 | 0.129071 |
27 | -0.089814 | -0.9547 | 0.170874 |
28 | -0.028097 | -0.2987 | 0.38287 |
29 | -0.015269 | -0.1623 | 0.435676 |
30 | -0.029581 | -0.3145 | 0.376878 |
31 | -0.042741 | -0.4543 | 0.325226 |
32 | -0.070105 | -0.7452 | 0.228842 |
33 | 0.112495 | 1.1958 | 0.117132 |
34 | -0.063331 | -0.6732 | 0.251093 |
35 | -0.028455 | -0.3025 | 0.381421 |
36 | -0.085425 | -0.9081 | 0.182885 |
37 | -0.025759 | -0.2738 | 0.39236 |
38 | 0.052415 | 0.5572 | 0.289254 |
39 | -0.070013 | -0.7443 | 0.229135 |
40 | -0.099194 | -1.0544 | 0.146964 |
41 | 0.033088 | 0.3517 | 0.362848 |
42 | -0.083342 | -0.8859 | 0.188766 |
43 | -0.015126 | -0.1608 | 0.436273 |
44 | 0.019598 | 0.2083 | 0.417674 |
45 | 0.023086 | 0.2454 | 0.403292 |
46 | 0.067498 | 0.7175 | 0.237268 |
47 | -0.067233 | -0.7147 | 0.238135 |
48 | 0.003535 | 0.0376 | 0.485045 |