Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.984683 | 10.7867 | 0 |
2 | 0.966524 | 10.5877 | 0 |
3 | 0.946033 | 10.3633 | 0 |
4 | 0.924347 | 10.1257 | 0 |
5 | 0.90335 | 9.8957 | 0 |
6 | 0.882362 | 9.6658 | 0 |
7 | 0.861583 | 9.4382 | 0 |
8 | 0.840248 | 9.2045 | 0 |
9 | 0.818706 | 8.9685 | 0 |
10 | 0.79584 | 8.718 | 0 |
11 | 0.771099 | 8.447 | 0 |
12 | 0.74273 | 8.1362 | 0 |
13 | 0.716093 | 7.8444 | 0 |
14 | 0.687137 | 7.5272 | 0 |
15 | 0.656902 | 7.196 | 0 |
16 | 0.626356 | 6.8614 | 0 |
17 | 0.594708 | 6.5147 | 0 |
18 | 0.562155 | 6.1581 | 0 |
19 | 0.529253 | 5.7977 | 0 |
20 | 0.496451 | 5.4383 | 0 |
21 | 0.464948 | 5.0932 | 1e-06 |
22 | 0.433675 | 4.7507 | 3e-06 |
23 | 0.403174 | 4.4166 | 1.1e-05 |
24 | 0.372986 | 4.0859 | 4e-05 |
25 | 0.34377 | 3.7658 | 0.000129 |
26 | 0.314797 | 3.4484 | 0.000389 |
27 | 0.285832 | 3.1311 | 0.001094 |
28 | 0.257028 | 2.8156 | 0.002847 |
29 | 0.228375 | 2.5017 | 0.006853 |
30 | 0.200066 | 2.1916 | 0.015169 |
31 | 0.172743 | 1.8923 | 0.03043 |
32 | 0.146245 | 1.602 | 0.055889 |
33 | 0.120533 | 1.3204 | 0.094611 |
34 | 0.096516 | 1.0573 | 0.146255 |
35 | 0.073107 | 0.8009 | 0.2124 |
36 | 0.051284 | 0.5618 | 0.287655 |
37 | 0.030216 | 0.331 | 0.37061 |
38 | 0.008631 | 0.0945 | 0.462417 |
39 | -0.0117 | -0.1282 | 0.449114 |
40 | -0.029351 | -0.3215 | 0.374185 |
41 | -0.046228 | -0.5064 | 0.306751 |
42 | -0.063187 | -0.6922 | 0.245082 |
43 | -0.080028 | -0.8767 | 0.19121 |
44 | -0.097324 | -1.0661 | 0.144253 |
45 | -0.115345 | -1.2635 | 0.104422 |
46 | -0.132158 | -1.4477 | 0.075152 |
47 | -0.149053 | -1.6328 | 0.052566 |
48 | -0.166777 | -1.827 | 0.035096 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.984683 | 10.7867 | 0 |
2 | -0.101193 | -1.1085 | 0.134929 |
3 | -0.078116 | -0.8557 | 0.196929 |
4 | -0.037635 | -0.4123 | 0.340438 |
5 | 0.022531 | 0.2468 | 0.402738 |
6 | -0.010863 | -0.119 | 0.452736 |
7 | -0.007094 | -0.0777 | 0.469092 |
8 | -0.032766 | -0.3589 | 0.360138 |
9 | -0.015218 | -0.1667 | 0.43394 |
10 | -0.052958 | -0.5801 | 0.28146 |
11 | -0.066368 | -0.727 | 0.234313 |
12 | -0.122204 | -1.3387 | 0.091602 |
13 | 0.070777 | 0.7753 | 0.219838 |
14 | -0.090673 | -0.9933 | 0.161288 |
15 | -0.054585 | -0.598 | 0.275499 |
16 | -0.026728 | -0.2928 | 0.385093 |
17 | -0.041928 | -0.4593 | 0.323427 |
18 | -0.049821 | -0.5458 | 0.293121 |
19 | -0.022488 | -0.2463 | 0.402918 |
20 | -0.015639 | -0.1713 | 0.432131 |
21 | 0.034264 | 0.3753 | 0.354035 |
22 | -0.01911 | -0.2093 | 0.417267 |
23 | 0.005057 | 0.0554 | 0.477958 |
24 | -0.026675 | -0.2922 | 0.385315 |
25 | 0.039091 | 0.4282 | 0.334631 |
26 | -0.022894 | -0.2508 | 0.401203 |
27 | -0.018888 | -0.2069 | 0.418214 |
28 | -0.006682 | -0.0732 | 0.470885 |
29 | -0.009238 | -0.1012 | 0.459782 |
30 | -0.01684 | -0.1845 | 0.426976 |
31 | 0.00892 | 0.0977 | 0.461162 |
32 | -0.011457 | -0.1255 | 0.450168 |
33 | 0.004488 | 0.0492 | 0.480435 |
34 | 0.014634 | 0.1603 | 0.436452 |
35 | -0.013921 | -0.1525 | 0.439527 |
36 | 0.01142 | 0.1251 | 0.450326 |
37 | -0.001354 | -0.0148 | 0.494093 |
38 | -0.056476 | -0.6187 | 0.268655 |
39 | 0.014715 | 0.1612 | 0.436107 |
40 | 0.068046 | 0.7454 | 0.228743 |
41 | -0.015728 | -0.1723 | 0.43175 |
42 | -0.051346 | -0.5625 | 0.287424 |
43 | -0.021444 | -0.2349 | 0.407342 |
44 | -0.041335 | -0.4528 | 0.325753 |
45 | -0.05102 | -0.5589 | 0.288638 |
46 | 0.020259 | 0.2219 | 0.412374 |
47 | -0.046179 | -0.5059 | 0.306938 |
48 | -0.059002 | -0.6463 | 0.259649 |