Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.961084 | 11.042 | 0 |
2 | 0.914366 | 10.5053 | 0 |
3 | 0.860047 | 9.8812 | 0 |
4 | 0.802961 | 9.2253 | 0 |
5 | 0.752843 | 8.6495 | 0 |
6 | 0.710777 | 8.1662 | 0 |
7 | 0.676603 | 7.7736 | 0 |
8 | 0.644981 | 7.4103 | 0 |
9 | 0.622473 | 7.1517 | 0 |
10 | 0.596277 | 6.8507 | 0 |
11 | 0.572569 | 6.5783 | 0 |
12 | 0.545378 | 6.2659 | 0 |
13 | 0.518749 | 5.96 | 0 |
14 | 0.49921 | 5.7355 | 0 |
15 | 0.485196 | 5.5745 | 0 |
16 | 0.473265 | 5.4374 | 0 |
17 | 0.454021 | 5.2163 | 0 |
18 | 0.433441 | 4.9799 | 1e-06 |
19 | 0.403187 | 4.6323 | 4e-06 |
20 | 0.370498 | 4.2567 | 2e-05 |
21 | 0.339144 | 3.8965 | 7.7e-05 |
22 | 0.310636 | 3.5689 | 0.00025 |
23 | 0.291158 | 3.3451 | 0.000536 |
24 | 0.275157 | 3.1613 | 0.000974 |
25 | 0.273308 | 3.1401 | 0.001042 |
26 | 0.276166 | 3.1729 | 0.000939 |
27 | 0.277347 | 3.1865 | 0.000899 |
28 | 0.262645 | 3.0176 | 0.001529 |
29 | 0.247099 | 2.839 | 0.002621 |
30 | 0.224326 | 2.5773 | 0.005528 |
31 | 0.193238 | 2.2201 | 0.014058 |
32 | 0.167237 | 1.9214 | 0.028418 |
33 | 0.137911 | 1.5845 | 0.05774 |
34 | 0.107402 | 1.234 | 0.109706 |
35 | 0.079588 | 0.9144 | 0.181089 |
36 | 0.054418 | 0.6252 | 0.266454 |
37 | 0.028547 | 0.328 | 0.371724 |
38 | 0.009297 | 0.1068 | 0.457548 |
39 | -0.009121 | -0.1048 | 0.458348 |
40 | -0.026913 | -0.3092 | 0.378825 |
41 | -0.033901 | -0.3895 | 0.348769 |
42 | -0.036838 | -0.4232 | 0.336407 |
43 | -0.043203 | -0.4964 | 0.310232 |
44 | -0.043245 | -0.4969 | 0.31006 |
45 | -0.041484 | -0.4766 | 0.317214 |
46 | -0.044848 | -0.5153 | 0.303615 |
47 | -0.05207 | -0.5982 | 0.275353 |
48 | -0.058476 | -0.6718 | 0.251429 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.961084 | 11.042 | 0 |
2 | -0.122075 | -1.4025 | 0.081551 |
3 | -0.115582 | -1.3279 | 0.093246 |
4 | -0.04922 | -0.5655 | 0.28635 |
5 | 0.075572 | 0.8683 | 0.193415 |
6 | 0.068804 | 0.7905 | 0.215328 |
7 | 0.047666 | 0.5476 | 0.292432 |
8 | -0.027501 | -0.316 | 0.376264 |
9 | 0.085223 | 0.9791 | 0.164652 |
10 | -0.077234 | -0.8873 | 0.188253 |
11 | 0.027077 | 0.3111 | 0.378112 |
12 | -0.054006 | -0.6205 | 0.268007 |
13 | 0.022543 | 0.259 | 0.398019 |
14 | 0.091261 | 1.0485 | 0.148161 |
15 | 0.059511 | 0.6837 | 0.247671 |
16 | -0.024214 | -0.2782 | 0.390646 |
17 | -0.124531 | -1.4308 | 0.077432 |
18 | -0.023842 | -0.2739 | 0.392285 |
19 | -0.086509 | -0.9939 | 0.161043 |
20 | -0.006746 | -0.0775 | 0.469169 |
21 | 0.028734 | 0.3301 | 0.370913 |
22 | 0.029549 | 0.3395 | 0.367388 |
23 | 0.073733 | 0.8471 | 0.199229 |
24 | -0.018363 | -0.211 | 0.416618 |
25 | 0.11678 | 1.3417 | 0.090999 |
26 | 0.027168 | 0.3121 | 0.377713 |
27 | -0.060629 | -0.6966 | 0.243646 |
28 | -0.201909 | -2.3198 | 0.010944 |
29 | 0.060314 | 0.693 | 0.244778 |
30 | -0.04389 | -0.5043 | 0.30746 |
31 | -0.078862 | -0.9061 | 0.183278 |
32 | 0.019861 | 0.2282 | 0.409929 |
33 | -0.05391 | -0.6194 | 0.268368 |
34 | -0.076617 | -0.8803 | 0.190159 |
35 | 0.028316 | 0.3253 | 0.372723 |
36 | -0.01563 | -0.1796 | 0.428881 |
37 | -0.010213 | -0.1173 | 0.453386 |
38 | 0.068919 | 0.7918 | 0.214942 |
39 | -0.006997 | -0.0804 | 0.468027 |
40 | -0.019764 | -0.2271 | 0.410359 |
41 | 0.039627 | 0.4553 | 0.32483 |
42 | 0.006013 | 0.0691 | 0.472512 |
43 | -0.11254 | -1.293 | 0.099137 |
44 | 0.098651 | 1.1334 | 0.129547 |
45 | 0.048801 | 0.5607 | 0.287984 |
46 | -0.007617 | -0.0875 | 0.465198 |
47 | -0.046006 | -0.5286 | 0.298996 |
48 | 0.021817 | 0.2507 | 0.401235 |