Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.948825 | 10.9012 | 0 |
2 | 0.935881 | 10.7525 | 0 |
3 | 0.916838 | 10.5337 | 0 |
4 | 0.89683 | 10.3038 | 0 |
5 | 0.888811 | 10.2117 | 0 |
6 | 0.868254 | 9.9755 | 0 |
7 | 0.853812 | 9.8095 | 0 |
8 | 0.829807 | 9.5338 | 0 |
9 | 0.809314 | 9.2983 | 0 |
10 | 0.795451 | 9.139 | 0 |
11 | 0.784644 | 9.0149 | 0 |
12 | 0.773337 | 8.885 | 0 |
13 | 0.755376 | 8.6786 | 0 |
14 | 0.728432 | 8.3691 | 0 |
15 | 0.711869 | 8.1788 | 0 |
16 | 0.686647 | 7.889 | 0 |
17 | 0.66371 | 7.6254 | 0 |
18 | 0.636599 | 7.314 | 0 |
19 | 0.610139 | 7.01 | 0 |
20 | 0.585325 | 6.7249 | 0 |
21 | 0.556263 | 6.391 | 0 |
22 | 0.53441 | 6.1399 | 0 |
23 | 0.50672 | 5.8218 | 0 |
24 | 0.482457 | 5.543 | 0 |
25 | 0.464478 | 5.3365 | 0 |
26 | 0.440685 | 5.0631 | 1e-06 |
27 | 0.414385 | 4.7609 | 2e-06 |
28 | 0.381221 | 4.3799 | 1.2e-05 |
29 | 0.352498 | 4.0499 | 4.3e-05 |
30 | 0.324144 | 3.7241 | 0.000145 |
31 | 0.299424 | 3.4401 | 0.000389 |
32 | 0.269711 | 3.0987 | 0.001188 |
33 | 0.240635 | 2.7647 | 0.003257 |
34 | 0.203568 | 2.3388 | 0.010423 |
35 | 0.174186 | 2.0012 | 0.023709 |
36 | 0.145665 | 1.6736 | 0.048292 |
37 | 0.126867 | 1.4576 | 0.073665 |
38 | 0.103784 | 1.1924 | 0.117623 |
39 | 0.078312 | 0.8997 | 0.184948 |
40 | 0.055673 | 0.6396 | 0.261759 |
41 | 0.025043 | 0.2877 | 0.387007 |
42 | 0.002269 | 0.0261 | 0.489623 |
43 | -0.024095 | -0.2768 | 0.391171 |
44 | -0.046601 | -0.5354 | 0.296635 |
45 | -0.078844 | -0.9059 | 0.183332 |
46 | -0.104147 | -1.1966 | 0.116811 |
47 | -0.131726 | -1.5134 | 0.066282 |
48 | -0.149226 | -1.7145 | 0.044394 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.948825 | 10.9012 | 0 |
2 | 0.357078 | 4.1025 | 3.6e-05 |
3 | 0.081906 | 0.941 | 0.174205 |
4 | -0.009052 | -0.104 | 0.458662 |
5 | 0.117827 | 1.3537 | 0.089067 |
6 | -0.045774 | -0.5259 | 0.29992 |
7 | -0.007158 | -0.0822 | 0.467291 |
8 | -0.098438 | -1.131 | 0.13006 |
9 | -0.034837 | -0.4003 | 0.344809 |
10 | 0.049596 | 0.5698 | 0.284887 |
11 | 0.095248 | 1.0943 | 0.137905 |
12 | 0.026751 | 0.3073 | 0.379532 |
13 | -0.056184 | -0.6455 | 0.259862 |
14 | -0.157984 | -1.8151 | 0.03589 |
15 | 0.011862 | 0.1363 | 0.445901 |
16 | -0.07201 | -0.8273 | 0.204769 |
17 | -0.074428 | -0.8551 | 0.197019 |
18 | -0.107487 | -1.2349 | 0.109524 |
19 | -0.018782 | -0.2158 | 0.414745 |
20 | 0.006021 | 0.0692 | 0.472477 |
21 | -0.020188 | -0.2319 | 0.408473 |
22 | 0.003615 | 0.0415 | 0.483465 |
23 | -0.055376 | -0.6362 | 0.262866 |
24 | -0.021438 | -0.2463 | 0.402915 |
25 | 0.084411 | 0.9698 | 0.166957 |
26 | 0.001985 | 0.0228 | 0.49092 |
27 | -0.098708 | -1.1341 | 0.129411 |
28 | -0.155049 | -1.7814 | 0.038575 |
29 | -0.019835 | -0.2279 | 0.410046 |
30 | 0.007704 | 0.0885 | 0.464803 |
31 | 0.044019 | 0.5057 | 0.306943 |
32 | -0.076301 | -0.8766 | 0.19114 |
33 | -0.030116 | -0.346 | 0.364945 |
34 | -0.095367 | -1.0957 | 0.137606 |
35 | 0.030677 | 0.3524 | 0.362533 |
36 | -0.000201 | -0.0023 | 0.499079 |
37 | 0.058783 | 0.6754 | 0.250313 |
38 | -0.036277 | -0.4168 | 0.338754 |
39 | 0.011954 | 0.1373 | 0.445487 |
40 | 0.040304 | 0.4631 | 0.322044 |
41 | -0.054694 | -0.6284 | 0.265417 |
42 | -0.066225 | -0.7609 | 0.224045 |
43 | -0.046207 | -0.5309 | 0.298199 |
44 | 0.012119 | 0.1392 | 0.44474 |
45 | -0.074028 | -0.8505 | 0.198289 |
46 | 0.019188 | 0.2205 | 0.41293 |
47 | -0.016243 | -0.1866 | 0.426125 |
48 | 0.091213 | 1.048 | 0.148285 |