Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.966343 | 11.1024 | 0 |
2 | 0.933532 | 10.7255 | 0 |
3 | 0.901663 | 10.3593 | 0 |
4 | 0.879771 | 10.1078 | 0 |
5 | 0.861344 | 9.8961 | 0 |
6 | 0.840723 | 9.6592 | 0 |
7 | 0.813019 | 9.3409 | 0 |
8 | 0.781295 | 8.9764 | 0 |
9 | 0.751911 | 8.6388 | 0 |
10 | 0.722559 | 8.3016 | 0 |
11 | 0.701291 | 8.0572 | 0 |
12 | 0.677652 | 7.7856 | 0 |
13 | 0.658606 | 7.5668 | 0 |
14 | 0.63029 | 7.2415 | 0 |
15 | 0.60053 | 6.8996 | 0 |
16 | 0.573735 | 6.5917 | 0 |
17 | 0.552838 | 6.3516 | 0 |
18 | 0.530899 | 6.0996 | 0 |
19 | 0.511683 | 5.8788 | 0 |
20 | 0.492743 | 5.6612 | 0 |
21 | 0.473612 | 5.4414 | 0 |
22 | 0.449131 | 5.1601 | 0 |
23 | 0.423924 | 4.8705 | 2e-06 |
24 | 0.401729 | 4.6155 | 5e-06 |
25 | 0.37929 | 4.3577 | 1.3e-05 |
26 | 0.364829 | 4.1916 | 2.5e-05 |
27 | 0.347121 | 3.9881 | 5.5e-05 |
28 | 0.331358 | 3.807 | 0.000107 |
29 | 0.310651 | 3.5691 | 0.00025 |
30 | 0.287221 | 3.2999 | 0.000622 |
31 | 0.265433 | 3.0496 | 0.001385 |
32 | 0.242836 | 2.79 | 0.003026 |
33 | 0.221854 | 2.5489 | 0.005975 |
34 | 0.197866 | 2.2733 | 0.012311 |
35 | 0.171806 | 1.9739 | 0.025241 |
36 | 0.14745 | 1.6941 | 0.046305 |
37 | 0.129749 | 1.4907 | 0.069213 |
38 | 0.115343 | 1.3252 | 0.093699 |
39 | 0.100711 | 1.1571 | 0.124664 |
40 | 0.082297 | 0.9455 | 0.173062 |
41 | 0.065142 | 0.7484 | 0.227768 |
42 | 0.047916 | 0.5505 | 0.29145 |
43 | 0.025481 | 0.2928 | 0.385086 |
44 | 0.005093 | 0.0585 | 0.476713 |
45 | -0.002635 | -0.0303 | 0.487946 |
46 | -0.012849 | -0.1476 | 0.441432 |
47 | -0.017384 | -0.1997 | 0.421001 |
48 | -0.024707 | -0.2839 | 0.388482 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.966343 | 11.1024 | 0 |
2 | -0.004341 | -0.0499 | 0.480151 |
3 | -0.002582 | -0.0297 | 0.488192 |
4 | 0.134357 | 1.5436 | 0.062535 |
5 | 0.045161 | 0.5189 | 0.302362 |
6 | -0.038422 | -0.4414 | 0.329809 |
7 | -0.098124 | -1.1274 | 0.130818 |
8 | -0.065774 | -0.7557 | 0.225593 |
9 | 0.008949 | 0.1028 | 0.459131 |
10 | -0.046508 | -0.5343 | 0.297002 |
11 | 0.084118 | 0.9664 | 0.167795 |
12 | -0.037369 | -0.4293 | 0.334188 |
13 | 0.070479 | 0.8097 | 0.209774 |
14 | -0.119322 | -1.3709 | 0.086366 |
15 | -0.040831 | -0.4691 | 0.319883 |
16 | 0.035868 | 0.4121 | 0.340471 |
17 | 0.036598 | 0.4205 | 0.33741 |
18 | -0.056083 | -0.6443 | 0.260236 |
19 | 0.042611 | 0.4896 | 0.312629 |
20 | 0.027132 | 0.3117 | 0.377873 |
21 | 0.014982 | 0.1721 | 0.431801 |
22 | -0.119287 | -1.3705 | 0.086428 |
23 | -0.01474 | -0.1694 | 0.432889 |
24 | 0.005207 | 0.0598 | 0.476192 |
25 | -0.037325 | -0.4288 | 0.334371 |
26 | 0.080184 | 0.9212 | 0.179301 |
27 | -0.026484 | -0.3043 | 0.380699 |
28 | 0.043108 | 0.4953 | 0.310615 |
29 | -0.051948 | -0.5968 | 0.27582 |
30 | -0.094835 | -1.0896 | 0.138943 |
31 | 0.02504 | 0.2877 | 0.387018 |
32 | -0.07625 | -0.876 | 0.191299 |
33 | -0.017506 | -0.2011 | 0.420454 |
34 | -0.071538 | -0.8219 | 0.206304 |
35 | -0.026483 | -0.3043 | 0.380703 |
36 | 0.065125 | 0.7482 | 0.227826 |
37 | 0.040389 | 0.464 | 0.321696 |
38 | 0.051273 | 0.5891 | 0.278405 |
39 | -0.031868 | -0.3661 | 0.357425 |
40 | -0.053959 | -0.6199 | 0.268182 |
41 | 0.03065 | 0.3521 | 0.362648 |
42 | -0.038788 | -0.4456 | 0.328293 |
43 | -0.10768 | -1.2371 | 0.109115 |
44 | -0.00342 | -0.0393 | 0.484359 |
45 | 0.192903 | 2.2163 | 0.014192 |
46 | -0.051851 | -0.5957 | 0.276189 |
47 | 0.075286 | 0.865 | 0.194313 |
48 | 0.014355 | 0.1649 | 0.434628 |