Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.972222 | 10.1036 | 0 |
2 | 0.944454 | 9.8151 | 0 |
3 | 0.916705 | 9.5267 | 0 |
4 | 0.888984 | 9.2386 | 0 |
5 | 0.861302 | 8.9509 | 0 |
6 | 0.833667 | 8.6637 | 0 |
7 | 0.806089 | 8.3771 | 0 |
8 | 0.778578 | 8.0912 | 0 |
9 | 0.751143 | 7.8061 | 0 |
10 | 0.723794 | 7.5219 | 0 |
11 | 0.69654 | 7.2387 | 0 |
12 | 0.669391 | 6.9565 | 0 |
13 | 0.642357 | 6.6756 | 0 |
14 | 0.615446 | 6.3959 | 0 |
15 | 0.588668 | 6.1176 | 0 |
16 | 0.562034 | 5.8408 | 0 |
17 | 0.535552 | 5.5656 | 0 |
18 | 0.509231 | 5.2921 | 0 |
19 | 0.483083 | 5.0203 | 1e-06 |
20 | 0.457115 | 4.7505 | 3e-06 |
21 | 0.431338 | 4.4826 | 9e-06 |
22 | 0.405761 | 4.2168 | 2.6e-05 |
23 | 0.380393 | 3.9532 | 6.9e-05 |
24 | 0.355245 | 3.6918 | 0.000175 |
25 | 0.330325 | 3.4328 | 0.000424 |
26 | 0.305644 | 3.1763 | 0.000972 |
27 | 0.28121 | 2.9224 | 0.002115 |
28 | 0.257033 | 2.6712 | 0.004364 |
29 | 0.233123 | 2.4227 | 0.008535 |
30 | 0.20949 | 2.1771 | 0.015826 |
31 | 0.186142 | 1.9344 | 0.027837 |
32 | 0.163089 | 1.6949 | 0.04649 |
33 | 0.140342 | 1.4585 | 0.073806 |
34 | 0.117908 | 1.2253 | 0.111556 |
35 | 0.095799 | 0.9956 | 0.160841 |
36 | 0.074023 | 0.7693 | 0.221705 |
37 | 0.05259 | 0.5465 | 0.292913 |
38 | 0.03151 | 0.3275 | 0.371977 |
39 | 0.010791 | 0.1121 | 0.455457 |
40 | -0.009555 | -0.0993 | 0.460541 |
41 | -0.029521 | -0.3068 | 0.379796 |
42 | -0.049096 | -0.5102 | 0.305468 |
43 | -0.068271 | -0.7095 | 0.239772 |
44 | -0.087037 | -0.9045 | 0.183868 |
45 | -0.105383 | -1.0952 | 0.137938 |
46 | -0.123301 | -1.2814 | 0.101403 |
47 | -0.14078 | -1.463 | 0.073182 |
48 | -0.157812 | -1.64 | 0.051955 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.972222 | 10.1036 | 0 |
2 | -0.013911 | -0.1446 | 0.442663 |
3 | -0.013933 | -0.1448 | 0.442572 |
4 | -0.013956 | -0.145 | 0.442479 |
5 | -0.013979 | -0.1453 | 0.442384 |
6 | -0.014002 | -0.1455 | 0.442289 |
7 | -0.014026 | -0.1458 | 0.442192 |
8 | -0.014049 | -0.146 | 0.442095 |
9 | -0.014073 | -0.1463 | 0.441998 |
10 | -0.014097 | -0.1465 | 0.441901 |
11 | -0.01412 | -0.1467 | 0.441805 |
12 | -0.014144 | -0.147 | 0.441709 |
13 | -0.014167 | -0.1472 | 0.441615 |
14 | -0.014189 | -0.1475 | 0.441523 |
15 | -0.014211 | -0.1477 | 0.441433 |
16 | -0.014232 | -0.1479 | 0.441346 |
17 | -0.014253 | -0.1481 | 0.441262 |
18 | -0.014273 | -0.1483 | 0.441181 |
19 | -0.014291 | -0.1485 | 0.441105 |
20 | -0.014309 | -0.1487 | 0.441034 |
21 | -0.014325 | -0.1489 | 0.440968 |
22 | -0.014339 | -0.149 | 0.440908 |
23 | -0.014352 | -0.1492 | 0.440855 |
24 | -0.014364 | -0.1493 | 0.440809 |
25 | -0.014373 | -0.1494 | 0.440771 |
26 | -0.01438 | -0.1494 | 0.440742 |
27 | -0.014385 | -0.1495 | 0.440722 |
28 | -0.014387 | -0.1495 | 0.440713 |
29 | -0.014387 | -0.1495 | 0.440715 |
30 | -0.014383 | -0.1495 | 0.440728 |
31 | -0.014377 | -0.1494 | 0.440755 |
32 | -0.014367 | -0.1493 | 0.440795 |
33 | -0.014353 | -0.1492 | 0.440851 |
34 | -0.014336 | -0.149 | 0.440922 |
35 | -0.014314 | -0.1488 | 0.44101 |
36 | -0.014288 | -0.1485 | 0.441117 |
37 | -0.014258 | -0.1482 | 0.441243 |
38 | -0.014222 | -0.1478 | 0.441389 |
39 | -0.014181 | -0.1474 | 0.441558 |
40 | -0.014134 | -0.1469 | 0.44175 |
41 | -0.014081 | -0.1463 | 0.441967 |
42 | -0.014021 | -0.1457 | 0.442211 |
43 | -0.013955 | -0.145 | 0.442482 |
44 | -0.013881 | -0.1443 | 0.442783 |
45 | -0.0138 | -0.1434 | 0.443115 |
46 | -0.013711 | -0.1425 | 0.443481 |
47 | -0.013613 | -0.1415 | 0.443882 |
48 | -0.013506 | -0.1404 | 0.44432 |