Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.977652 | 14.2012 | 0 |
2 | 0.949615 | 13.794 | 0 |
3 | 0.923801 | 13.419 | 0 |
4 | 0.901117 | 13.0895 | 0 |
5 | 0.882722 | 12.8223 | 0 |
6 | 0.859934 | 12.4913 | 0 |
7 | 0.840388 | 12.2073 | 0 |
8 | 0.820984 | 11.9255 | 0 |
9 | 0.804767 | 11.6899 | 0 |
10 | 0.79327 | 11.5229 | 0 |
11 | 0.78752 | 11.4394 | 0 |
12 | 0.77487 | 11.2556 | 0 |
13 | 0.738063 | 10.721 | 0 |
14 | 0.693491 | 10.0735 | 0 |
15 | 0.651914 | 9.4696 | 0 |
16 | 0.614567 | 8.9271 | 0 |
17 | 0.582639 | 8.4633 | 0 |
18 | 0.550364 | 7.9945 | 0 |
19 | 0.520399 | 7.5592 | 0 |
20 | 0.493448 | 7.1677 | 0 |
21 | 0.472604 | 6.865 | 0 |
22 | 0.455002 | 6.6093 | 0 |
23 | 0.444763 | 6.4606 | 0 |
24 | 0.429491 | 6.2387 | 0 |
25 | 0.393288 | 5.7128 | 0 |
26 | 0.351458 | 5.1052 | 0 |
27 | 0.312536 | 4.5398 | 5e-06 |
28 | 0.281276 | 4.0858 | 3.1e-05 |
29 | 0.255654 | 3.7136 | 0.000131 |
30 | 0.229696 | 3.3365 | 0.000501 |
31 | 0.207887 | 3.0197 | 0.001421 |
32 | 0.187845 | 2.7286 | 0.003448 |
33 | 0.173709 | 2.5233 | 0.006182 |
34 | 0.164378 | 2.3877 | 0.008917 |
35 | 0.162062 | 2.3541 | 0.009743 |
36 | 0.154987 | 2.2513 | 0.012698 |
37 | 0.127012 | 1.8449 | 0.033223 |
38 | 0.093892 | 1.3639 | 0.087032 |
39 | 0.064458 | 0.9363 | 0.175094 |
40 | 0.041412 | 0.6015 | 0.274061 |
41 | 0.023406 | 0.34 | 0.367102 |
42 | 0.00554 | 0.0805 | 0.467969 |
43 | -0.008782 | -0.1276 | 0.449307 |
44 | -0.018999 | -0.276 | 0.391421 |
45 | -0.02471 | -0.3589 | 0.360001 |
46 | -0.026341 | -0.3826 | 0.351193 |
47 | -0.022971 | -0.3337 | 0.369477 |
48 | -0.024464 | -0.3554 | 0.361338 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.977652 | 14.2012 | 0 |
2 | -0.140021 | -2.0339 | 0.021605 |
3 | 0.053204 | 0.7728 | 0.220245 |
4 | 0.043492 | 0.6318 | 0.264113 |
5 | 0.073697 | 1.0705 | 0.142805 |
6 | -0.129467 | -1.8806 | 0.030701 |
7 | 0.108145 | 1.5709 | 0.058853 |
8 | -0.037434 | -0.5438 | 0.293592 |
9 | 0.077677 | 1.1283 | 0.130231 |
10 | 0.064672 | 0.9394 | 0.174296 |
11 | 0.147338 | 2.1402 | 0.016743 |
12 | -0.225963 | -3.2823 | 0.000602 |
13 | -0.509034 | -7.3941 | 0 |
14 | -0.137961 | -2.004 | 0.023174 |
15 | 0.068014 | 0.988 | 0.162153 |
16 | -0.008662 | -0.1258 | 0.449995 |
17 | 0.100009 | 1.4527 | 0.073895 |
18 | 0.094443 | 1.3719 | 0.085782 |
19 | 0.014825 | 0.2153 | 0.414856 |
20 | -0.003191 | -0.0463 | 0.481539 |
21 | 0.120354 | 1.7482 | 0.040938 |
22 | -0.120926 | -1.7566 | 0.040222 |
23 | 0.046634 | 0.6774 | 0.249447 |
24 | -0.017133 | -0.2489 | 0.401851 |
25 | -0.239119 | -3.4734 | 0.000312 |
26 | -0.031882 | -0.4631 | 0.321879 |
27 | 0.129679 | 1.8837 | 0.030491 |
28 | 0.084031 | 1.2206 | 0.111796 |
29 | 0.024411 | 0.3546 | 0.361623 |
30 | 0.051088 | 0.7421 | 0.229426 |
31 | 0.066094 | 0.9601 | 0.16906 |
32 | -0.153672 | -2.2322 | 0.013326 |
33 | 0.015286 | 0.222 | 0.412251 |
34 | 0.014642 | 0.2127 | 0.41589 |
35 | -0.003309 | -0.0481 | 0.480857 |
36 | -0.05647 | -0.8203 | 0.206495 |
37 | -0.12571 | -1.826 | 0.034629 |
38 | -0.002879 | -0.0418 | 0.483341 |
39 | 0.079387 | 1.1532 | 0.125073 |
40 | 0.012421 | 0.1804 | 0.428498 |
41 | -0.012978 | -0.1885 | 0.425324 |
42 | 0.013525 | 0.1965 | 0.422219 |
43 | 0.03874 | 0.5627 | 0.287107 |
44 | 0.00793 | 0.1152 | 0.454202 |
45 | -0.009 | -0.1307 | 0.448053 |
46 | -0.034281 | -0.498 | 0.309514 |
47 | -0.070113 | -1.0185 | 0.154815 |
48 | -0.016871 | -0.2451 | 0.403324 |