Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.978244 | 11.1965 | 0 |
2 | 0.954904 | 10.9294 | 0 |
3 | 0.931096 | 10.6569 | 0 |
4 | 0.906942 | 10.3804 | 0 |
5 | 0.882649 | 10.1024 | 0 |
6 | 0.858198 | 9.8225 | 0 |
7 | 0.834493 | 9.5512 | 0 |
8 | 0.812395 | 9.2983 | 0 |
9 | 0.790659 | 9.0495 | 0 |
10 | 0.76862 | 8.7973 | 0 |
11 | 0.746297 | 8.5418 | 0 |
12 | 0.723466 | 8.2805 | 0 |
13 | 0.699819 | 8.0098 | 0 |
14 | 0.675438 | 7.7307 | 0 |
15 | 0.651014 | 7.4512 | 0 |
16 | 0.62649 | 7.1705 | 0 |
17 | 0.60195 | 6.8896 | 0 |
18 | 0.576594 | 6.5994 | 0 |
19 | 0.550265 | 6.2981 | 0 |
20 | 0.52374 | 5.9945 | 0 |
21 | 0.498507 | 5.7057 | 0 |
22 | 0.480057 | 5.4945 | 0 |
23 | 0.461542 | 5.2826 | 0 |
24 | 0.442748 | 5.0675 | 1e-06 |
25 | 0.423996 | 4.8529 | 2e-06 |
26 | 0.405096 | 4.6365 | 4e-06 |
27 | 0.386279 | 4.4212 | 1e-05 |
28 | 0.368652 | 4.2194 | 2.3e-05 |
29 | 0.352052 | 4.0294 | 4.7e-05 |
30 | 0.335218 | 3.8367 | 9.7e-05 |
31 | 0.317841 | 3.6379 | 0.000197 |
32 | 0.299745 | 3.4307 | 0.000403 |
33 | 0.281087 | 3.2172 | 0.000816 |
34 | 0.262145 | 3.0004 | 0.001614 |
35 | 0.242934 | 2.7805 | 0.003114 |
36 | 0.223564 | 2.5588 | 0.00582 |
37 | 0.203711 | 2.3316 | 0.010625 |
38 | 0.182958 | 2.094 | 0.019092 |
39 | 0.164181 | 1.8791 | 0.031224 |
40 | 0.147215 | 1.6849 | 0.04719 |
41 | 0.130562 | 1.4943 | 0.068745 |
42 | 0.113832 | 1.3029 | 0.097453 |
43 | 0.096922 | 1.1093 | 0.134661 |
44 | 0.080275 | 0.9188 | 0.179948 |
45 | 0.064025 | 0.7328 | 0.232494 |
46 | 0.047167 | 0.5398 | 0.29511 |
47 | 0.029571 | 0.3385 | 0.367779 |
48 | 0.01149 | 0.1315 | 0.447788 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.978244 | 11.1965 | 0 |
2 | -0.047812 | -0.5472 | 0.292575 |
3 | -0.021518 | -0.2463 | 0.402924 |
4 | -0.019661 | -0.225 | 0.411151 |
5 | -0.015269 | -0.1748 | 0.430769 |
6 | -0.016245 | -0.1859 | 0.426394 |
7 | 0.004585 | 0.0525 | 0.479113 |
8 | 0.023433 | 0.2682 | 0.394483 |
9 | -0.006595 | -0.0755 | 0.469972 |
10 | -0.020707 | -0.237 | 0.406511 |
11 | -0.019358 | -0.2216 | 0.412501 |
12 | -0.024549 | -0.281 | 0.389584 |
13 | -0.031364 | -0.359 | 0.360096 |
14 | -0.028284 | -0.3237 | 0.373332 |
15 | -0.012283 | -0.1406 | 0.444208 |
16 | -0.016111 | -0.1844 | 0.426993 |
17 | -0.015545 | -0.1779 | 0.42953 |
18 | -0.034978 | -0.4003 | 0.344779 |
19 | -0.038923 | -0.4455 | 0.328349 |
20 | -0.021674 | -0.2481 | 0.402236 |
21 | 0.012654 | 0.1448 | 0.442535 |
22 | 0.141243 | 1.6166 | 0.054185 |
23 | -0.024124 | -0.2761 | 0.39145 |
24 | -0.023009 | -0.2634 | 0.396346 |
25 | -0.016622 | -0.1902 | 0.424705 |
26 | -0.020216 | -0.2314 | 0.408689 |
27 | -0.012058 | -0.138 | 0.445221 |
28 | 0.022685 | 0.2596 | 0.397774 |
29 | 0.022457 | 0.257 | 0.398777 |
30 | -0.018765 | -0.2148 | 0.41514 |
31 | -0.029739 | -0.3404 | 0.36706 |
32 | -0.033787 | -0.3867 | 0.349798 |
33 | -0.032085 | -0.3672 | 0.357018 |
34 | -0.025486 | -0.2917 | 0.385487 |
35 | -0.019894 | -0.2277 | 0.410119 |
36 | -0.012889 | -0.1475 | 0.441473 |
37 | -0.027487 | -0.3146 | 0.376782 |
38 | -0.041662 | -0.4768 | 0.317133 |
39 | 0.020502 | 0.2347 | 0.407423 |
40 | 0.014054 | 0.1608 | 0.43623 |
41 | -0.01378 | -0.1577 | 0.437459 |
42 | -0.010132 | -0.116 | 0.453928 |
43 | 0.004914 | 0.0562 | 0.477615 |
44 | -0.013866 | -0.1587 | 0.437071 |
45 | -0.010773 | -0.1233 | 0.451029 |
46 | -0.029265 | -0.335 | 0.369098 |
47 | -0.0327 | -0.3743 | 0.354407 |
48 | -0.025154 | -0.2879 | 0.386938 |