Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.954034 | 11.4484 | 0 |
2 | 0.942919 | 11.315 | 0 |
3 | 0.92334 | 11.0801 | 0 |
4 | 0.904197 | 10.8504 | 0 |
5 | 0.896675 | 10.7601 | 0 |
6 | 0.878266 | 10.5392 | 0 |
7 | 0.86487 | 10.3784 | 0 |
8 | 0.847799 | 10.1736 | 0 |
9 | 0.829022 | 9.9483 | 0 |
10 | 0.81556 | 9.7867 | 0 |
11 | 0.799408 | 9.5929 | 0 |
12 | 0.787573 | 9.4509 | 0 |
13 | 0.769867 | 9.2384 | 0 |
14 | 0.747913 | 8.975 | 0 |
15 | 0.733136 | 8.7976 | 0 |
16 | 0.70968 | 8.5162 | 0 |
17 | 0.689567 | 8.2748 | 0 |
18 | 0.665734 | 7.9888 | 0 |
19 | 0.643886 | 7.7266 | 0 |
20 | 0.620624 | 7.4475 | 0 |
21 | 0.597969 | 7.1756 | 0 |
22 | 0.576233 | 6.9148 | 0 |
23 | 0.555624 | 6.6675 | 0 |
24 | 0.534895 | 6.4187 | 0 |
25 | 0.518907 | 6.2269 | 0 |
26 | 0.498524 | 5.9823 | 0 |
27 | 0.476012 | 5.7121 | 0 |
28 | 0.449462 | 5.3935 | 0 |
29 | 0.425702 | 5.1084 | 1e-06 |
30 | 0.398372 | 4.7805 | 2e-06 |
31 | 0.376087 | 4.513 | 7e-06 |
32 | 0.354224 | 4.2507 | 1.9e-05 |
33 | 0.330874 | 3.9705 | 5.6e-05 |
34 | 0.30401 | 3.6481 | 0.000184 |
35 | 0.28064 | 3.3677 | 0.000486 |
36 | 0.253905 | 3.0469 | 0.001376 |
37 | 0.232962 | 2.7955 | 0.002944 |
38 | 0.21103 | 2.5324 | 0.006201 |
39 | 0.185756 | 2.2291 | 0.013679 |
40 | 0.161948 | 1.9434 | 0.02696 |
41 | 0.13477 | 1.6172 | 0.054007 |
42 | 0.113916 | 1.367 | 0.08688 |
43 | 0.090725 | 1.0887 | 0.139052 |
44 | 0.067981 | 0.8158 | 0.207989 |
45 | 0.040175 | 0.4821 | 0.315234 |
46 | 0.012645 | 0.1517 | 0.439804 |
47 | -0.013241 | -0.1589 | 0.436989 |
48 | -0.028197 | -0.3384 | 0.367793 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.954034 | 11.4484 | 0 |
2 | 0.364487 | 4.3738 | 1.2e-05 |
3 | 0.050264 | 0.6032 | 0.273672 |
4 | -0.020698 | -0.2484 | 0.4021 |
5 | 0.130963 | 1.5716 | 0.059124 |
6 | -0.03023 | -0.3628 | 0.35866 |
7 | -0.013795 | -0.1655 | 0.434376 |
8 | -0.031603 | -0.3792 | 0.352534 |
9 | -0.041203 | -0.4944 | 0.310876 |
10 | 0.018443 | 0.2213 | 0.412578 |
11 | 0.004156 | 0.0499 | 0.480144 |
12 | 0.028929 | 0.3471 | 0.364494 |
13 | -0.049326 | -0.5919 | 0.277419 |
14 | -0.097863 | -1.1744 | 0.121095 |
15 | 0.021754 | 0.2611 | 0.397213 |
16 | -0.062082 | -0.745 | 0.228747 |
17 | -0.058941 | -0.7073 | 0.240265 |
18 | -0.06995 | -0.8394 | 0.201318 |
19 | -0.006206 | -0.0745 | 0.470371 |
20 | -0.042991 | -0.5159 | 0.303361 |
21 | -0.010272 | -0.1233 | 0.451034 |
22 | -0.010086 | -0.121 | 0.451917 |
23 | 0.01103 | 0.1324 | 0.44744 |
24 | -0.003542 | -0.0425 | 0.483079 |
25 | 0.057398 | 0.6888 | 0.246036 |
26 | -0.006646 | -0.0798 | 0.468271 |
27 | -0.070583 | -0.847 | 0.199202 |
28 | -0.10019 | -1.2023 | 0.115615 |
29 | -0.008945 | -0.1073 | 0.457333 |
30 | -0.06468 | -0.7762 | 0.219462 |
31 | 0.004875 | 0.0585 | 0.476715 |
32 | 0.018404 | 0.2208 | 0.412763 |
33 | 0.001979 | 0.0237 | 0.490544 |
34 | -0.076748 | -0.921 | 0.179303 |
35 | 0.009849 | 0.1182 | 0.453039 |
36 | -0.042406 | -0.5089 | 0.305812 |
37 | 0.007351 | 0.0882 | 0.464915 |
38 | -0.012378 | -0.1485 | 0.441063 |
39 | -0.041916 | -0.503 | 0.307867 |
40 | -0.038781 | -0.4654 | 0.321184 |
41 | -0.043805 | -0.5257 | 0.299965 |
42 | 0.034789 | 0.4175 | 0.338479 |
43 | 0.010338 | 0.1241 | 0.450724 |
44 | -0.028336 | -0.34 | 0.367165 |
45 | -0.085708 | -1.0285 | 0.152721 |
46 | -0.04459 | -0.5351 | 0.296709 |
47 | -0.017685 | -0.2122 | 0.41612 |
48 | 0.122204 | 1.4664 | 0.072354 |