Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.939773 | 10.3375 | 0 |
2 | 0.911846 | 10.0303 | 0 |
3 | 0.863957 | 9.5035 | 0 |
4 | 0.837782 | 9.2156 | 0 |
5 | 0.809695 | 8.9066 | 0 |
6 | 0.781113 | 8.5922 | 0 |
7 | 0.757238 | 8.3296 | 0 |
8 | 0.732145 | 8.0536 | 0 |
9 | 0.705245 | 7.7577 | 0 |
10 | 0.684835 | 7.5332 | 0 |
11 | 0.66517 | 7.3169 | 0 |
12 | 0.653739 | 7.1911 | 0 |
13 | 0.628523 | 6.9138 | 0 |
14 | 0.594878 | 6.5437 | 0 |
15 | 0.568432 | 6.2528 | 0 |
16 | 0.539741 | 5.9371 | 0 |
17 | 0.503149 | 5.5346 | 0 |
18 | 0.470134 | 5.1715 | 0 |
19 | 0.443336 | 4.8767 | 2e-06 |
20 | 0.430773 | 4.7385 | 3e-06 |
21 | 0.414752 | 4.5623 | 6e-06 |
22 | 0.394073 | 4.3348 | 1.5e-05 |
23 | 0.386457 | 4.251 | 2.1e-05 |
24 | 0.367635 | 4.044 | 4.6e-05 |
25 | 0.341464 | 3.7561 | 0.000133 |
26 | 0.305879 | 3.3647 | 0.000514 |
27 | 0.272734 | 3.0001 | 0.001639 |
28 | 0.245836 | 2.7042 | 0.003917 |
29 | 0.218772 | 2.4065 | 0.008809 |
30 | 0.19035 | 2.0939 | 0.01918 |
31 | 0.165358 | 1.8189 | 0.035697 |
32 | 0.151967 | 1.6716 | 0.04859 |
33 | 0.131531 | 1.4468 | 0.075263 |
34 | 0.106771 | 1.1745 | 0.121254 |
35 | 0.087335 | 0.9607 | 0.169313 |
36 | 0.064599 | 0.7106 | 0.239354 |
37 | 0.029654 | 0.3262 | 0.37242 |
38 | -0.005512 | -0.0606 | 0.475878 |
39 | -0.047711 | -0.5248 | 0.300333 |
40 | -0.080711 | -0.8878 | 0.188199 |
41 | -0.108783 | -1.1966 | 0.116898 |
42 | -0.133085 | -1.4639 | 0.072903 |
43 | -0.151844 | -1.6703 | 0.048724 |
44 | -0.16888 | -1.8577 | 0.032823 |
45 | -0.18459 | -2.0305 | 0.02225 |
46 | -0.198674 | -2.1854 | 0.015392 |
47 | -0.210246 | -2.3127 | 0.011214 |
48 | -0.216696 | -2.3837 | 0.009348 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.939773 | 10.3375 | 0 |
2 | 0.245429 | 2.6997 | 0.003967 |
3 | -0.12118 | -1.333 | 0.092521 |
4 | 0.103207 | 1.1353 | 0.129251 |
5 | 0.060855 | 0.6694 | 0.252257 |
6 | -0.043263 | -0.4759 | 0.317504 |
7 | 0.035259 | 0.3878 | 0.349405 |
8 | 0.013152 | 0.1447 | 0.442605 |
9 | -0.045844 | -0.5043 | 0.307491 |
10 | 0.047968 | 0.5277 | 0.299354 |
11 | 0.033818 | 0.372 | 0.355274 |
12 | 0.052926 | 0.5822 | 0.280763 |
13 | -0.090289 | -0.9932 | 0.161303 |
14 | -0.144857 | -1.5934 | 0.056836 |
15 | 0.043537 | 0.4789 | 0.316435 |
16 | -0.006637 | -0.073 | 0.470961 |
17 | -0.1558 | -1.7138 | 0.044563 |
18 | -0.009831 | -0.1081 | 0.457032 |
19 | 0.074564 | 0.8202 | 0.206855 |
20 | 0.100483 | 1.1053 | 0.135607 |
21 | 0.015421 | 0.1696 | 0.432793 |
22 | -0.070584 | -0.7764 | 0.219506 |
23 | 0.114388 | 1.2583 | 0.105359 |
24 | -0.050771 | -0.5585 | 0.288773 |
25 | -0.180679 | -1.9875 | 0.024564 |
26 | -0.076194 | -0.8381 | 0.201805 |
27 | -0.025017 | -0.2752 | 0.391822 |
28 | -0.013264 | -0.1459 | 0.442121 |
29 | 0.030178 | 0.332 | 0.370247 |
30 | -0.006225 | -0.0685 | 0.472762 |
31 | -0.002455 | -0.027 | 0.489251 |
32 | 0.094398 | 1.0384 | 0.150582 |
33 | -0.062658 | -0.6892 | 0.245997 |
34 | -0.094761 | -1.0424 | 0.149658 |
35 | -0.007234 | -0.0796 | 0.468354 |
36 | -0.102649 | -1.1291 | 0.130536 |
37 | -0.146822 | -1.615 | 0.054453 |
38 | -0.000114 | -0.0013 | 0.499501 |
39 | -0.087556 | -0.9631 | 0.168705 |
40 | -0.008076 | -0.0888 | 0.464679 |
41 | 0.110264 | 1.2129 | 0.113765 |
42 | 0.064904 | 0.7139 | 0.23832 |
43 | 0.017402 | 0.1914 | 0.424256 |
44 | -0.068075 | -0.7488 | 0.227709 |
45 | -0.043014 | -0.4732 | 0.318476 |
46 | 0.046789 | 0.5147 | 0.303859 |
47 | -0.035718 | -0.3929 | 0.347541 |
48 | -0.033122 | -0.3643 | 0.358121 |