Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.979253 | 11.2508 | 0 |
2 | 0.956979 | 10.9949 | 0 |
3 | 0.934222 | 10.7334 | 0 |
4 | 0.912168 | 10.48 | 0 |
5 | 0.890336 | 10.2292 | 0 |
6 | 0.868286 | 9.9759 | 0 |
7 | 0.845878 | 9.7184 | 0 |
8 | 0.823058 | 9.4562 | 0 |
9 | 0.800969 | 9.2024 | 0 |
10 | 0.778631 | 8.9458 | 0 |
11 | 0.756113 | 8.6871 | 0 |
12 | 0.733033 | 8.4219 | 0 |
13 | 0.708957 | 8.1453 | 0 |
14 | 0.686474 | 7.887 | 0 |
15 | 0.664912 | 7.6393 | 0 |
16 | 0.643784 | 7.3965 | 0 |
17 | 0.622467 | 7.1516 | 0 |
18 | 0.601575 | 6.9116 | 0 |
19 | 0.579814 | 6.6616 | 0 |
20 | 0.557366 | 6.4036 | 0 |
21 | 0.534784 | 6.1442 | 0 |
22 | 0.5135 | 5.8997 | 0 |
23 | 0.492556 | 5.659 | 0 |
24 | 0.471224 | 5.4139 | 0 |
25 | 0.449611 | 5.1656 | 0 |
26 | 0.427443 | 4.9109 | 1e-06 |
27 | 0.40509 | 4.6541 | 4e-06 |
28 | 0.382471 | 4.3943 | 1.1e-05 |
29 | 0.359579 | 4.1312 | 3.2e-05 |
30 | 0.337647 | 3.8793 | 8.2e-05 |
31 | 0.315734 | 3.6275 | 0.000204 |
32 | 0.293099 | 3.3674 | 0.000497 |
33 | 0.270195 | 3.1043 | 0.001167 |
34 | 0.248165 | 2.8512 | 0.002528 |
35 | 0.225862 | 2.595 | 0.005265 |
36 | 0.203284 | 2.3356 | 0.010511 |
37 | 0.180266 | 2.0711 | 0.020149 |
38 | 0.158978 | 1.8265 | 0.035016 |
39 | 0.137341 | 1.5779 | 0.058488 |
40 | 0.115262 | 1.3243 | 0.093853 |
41 | 0.093755 | 1.0772 | 0.141686 |
42 | 0.074246 | 0.853 | 0.197597 |
43 | 0.055101 | 0.6331 | 0.263893 |
44 | 0.035627 | 0.4093 | 0.341485 |
45 | 0.017544 | 0.2016 | 0.420282 |
46 | 0.001521 | 0.0175 | 0.49304 |
47 | -0.010729 | -0.1233 | 0.45104 |
48 | -0.023389 | -0.2687 | 0.394282 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.979253 | 11.2508 | 0 |
2 | -0.047651 | -0.5475 | 0.29249 |
3 | -0.021838 | -0.2509 | 0.401143 |
4 | 0.006173 | 0.0709 | 0.471785 |
5 | -0.007215 | -0.0829 | 0.467029 |
6 | -0.017626 | -0.2025 | 0.419916 |
7 | -0.019983 | -0.2296 | 0.409384 |
8 | -0.021272 | -0.2444 | 0.40365 |
9 | 0.006047 | 0.0695 | 0.472356 |
10 | -0.01974 | -0.2268 | 0.410465 |
11 | -0.017322 | -0.199 | 0.421279 |
12 | -0.025474 | -0.2927 | 0.385114 |
13 | -0.036515 | -0.4195 | 0.337756 |
14 | 0.026656 | 0.3062 | 0.379949 |
15 | 0.006344 | 0.0729 | 0.471003 |
16 | -0.005921 | -0.068 | 0.472935 |
17 | -0.016919 | -0.1944 | 0.423085 |
18 | -0.001289 | -0.0148 | 0.494105 |
19 | -0.034373 | -0.3949 | 0.346772 |
20 | -0.030216 | -0.3472 | 0.364513 |
21 | -0.017564 | -0.2018 | 0.420195 |
22 | 0.018511 | 0.2127 | 0.415953 |
23 | -0.00826 | -0.0949 | 0.46227 |
24 | -0.024768 | -0.2846 | 0.388212 |
25 | -0.020413 | -0.2345 | 0.407469 |
26 | -0.028704 | -0.3298 | 0.371043 |
27 | -0.01978 | -0.2273 | 0.410287 |
28 | -0.021754 | -0.2499 | 0.401513 |
29 | -0.022403 | -0.2574 | 0.398638 |
30 | 0.008643 | 0.0993 | 0.460526 |
31 | -0.015187 | -0.1745 | 0.430874 |
32 | -0.036041 | -0.4141 | 0.339745 |
33 | -0.024505 | -0.2815 | 0.389369 |
34 | 0.001453 | 0.0167 | 0.493355 |
35 | -0.023922 | -0.2748 | 0.391932 |
36 | -0.02368 | -0.2721 | 0.393001 |
37 | -0.028067 | -0.3225 | 0.373804 |
38 | 0.026053 | 0.2993 | 0.382582 |
39 | -0.030066 | -0.3454 | 0.36516 |
40 | -0.033422 | -0.384 | 0.350801 |
41 | -0.006127 | -0.0704 | 0.471995 |
42 | 0.028669 | 0.3294 | 0.371194 |
43 | -0.011045 | -0.1269 | 0.449608 |
44 | -0.025882 | -0.2974 | 0.383328 |
45 | 0.015742 | 0.1809 | 0.428377 |
46 | 0.031649 | 0.3636 | 0.358364 |
47 | 0.072749 | 0.8358 | 0.202384 |
48 | -0.033401 | -0.3838 | 0.35089 |