Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.980201 | 11.2617 | 0 |
2 | 0.957459 | 11.0004 | 0 |
3 | 0.931625 | 10.7036 | 0 |
4 | 0.90488 | 10.3963 | 0 |
5 | 0.877755 | 10.0846 | 0 |
6 | 0.85245 | 9.7939 | 0 |
7 | 0.825964 | 9.4896 | 0 |
8 | 0.797902 | 9.1672 | 0 |
9 | 0.769641 | 8.8425 | 0 |
10 | 0.743464 | 8.5418 | 0 |
11 | 0.716475 | 8.2317 | 0 |
12 | 0.688844 | 7.9142 | 0 |
13 | 0.661304 | 7.5978 | 0 |
14 | 0.632337 | 7.265 | 0 |
15 | 0.600381 | 6.8978 | 0 |
16 | 0.570466 | 6.5542 | 0 |
17 | 0.541679 | 6.2234 | 0 |
18 | 0.512695 | 5.8904 | 0 |
19 | 0.483884 | 5.5594 | 0 |
20 | 0.454829 | 5.2256 | 0 |
21 | 0.427806 | 4.9151 | 1e-06 |
22 | 0.40347 | 4.6355 | 4e-06 |
23 | 0.383422 | 4.4052 | 1.1e-05 |
24 | 0.364191 | 4.1842 | 2.6e-05 |
25 | 0.344431 | 3.9572 | 6.2e-05 |
26 | 0.323933 | 3.7217 | 0.000146 |
27 | 0.303804 | 3.4904 | 0.000328 |
28 | 0.282166 | 3.2418 | 0.000752 |
29 | 0.262201 | 3.0125 | 0.001553 |
30 | 0.243682 | 2.7997 | 0.002942 |
31 | 0.225368 | 2.5893 | 0.005348 |
32 | 0.208611 | 2.3968 | 0.008971 |
33 | 0.193888 | 2.2276 | 0.0138 |
34 | 0.179582 | 2.0632 | 0.020525 |
35 | 0.166862 | 1.9171 | 0.028693 |
36 | 0.154716 | 1.7775 | 0.03889 |
37 | 0.14218 | 1.6335 | 0.052371 |
38 | 0.128771 | 1.4795 | 0.0707 |
39 | 0.114406 | 1.3144 | 0.095491 |
40 | 0.101119 | 1.1618 | 0.123713 |
41 | 0.087722 | 1.0078 | 0.157687 |
42 | 0.074171 | 0.8522 | 0.197834 |
43 | 0.061428 | 0.7058 | 0.240793 |
44 | 0.047371 | 0.5443 | 0.293593 |
45 | 0.034069 | 0.3914 | 0.348059 |
46 | 0.023626 | 0.2714 | 0.393237 |
47 | 0.013291 | 0.1527 | 0.439433 |
48 | 0.003586 | 0.0412 | 0.483601 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.980201 | 11.2617 | 0 |
2 | -0.085099 | -0.9777 | 0.165004 |
3 | -0.085523 | -0.9826 | 0.163806 |
4 | -0.026292 | -0.3021 | 0.381537 |
5 | -0.015854 | -0.1822 | 0.427871 |
6 | 0.036047 | 0.4142 | 0.339717 |
7 | -0.049554 | -0.5693 | 0.285048 |
8 | -0.058094 | -0.6674 | 0.252825 |
9 | -0.012278 | -0.1411 | 0.444018 |
10 | 0.045362 | 0.5212 | 0.301562 |
11 | -0.039083 | -0.449 | 0.327073 |
12 | -0.041178 | -0.4731 | 0.318461 |
13 | -0.013513 | -0.1553 | 0.43843 |
14 | -0.048146 | -0.5532 | 0.290545 |
15 | -0.083325 | -0.9573 | 0.170075 |
16 | 0.042433 | 0.4875 | 0.313351 |
17 | 0.009822 | 0.1129 | 0.45516 |
18 | -0.031058 | -0.3568 | 0.360895 |
19 | -0.018635 | -0.2141 | 0.415402 |
20 | -0.034164 | -0.3925 | 0.347658 |
21 | 0.046151 | 0.5302 | 0.29842 |
22 | 0.053812 | 0.6183 | 0.268735 |
23 | 0.067817 | 0.7792 | 0.218641 |
24 | -0.028836 | -0.3313 | 0.370472 |
25 | -0.03887 | -0.4466 | 0.327954 |
26 | -0.027884 | -0.3204 | 0.374601 |
27 | -0.000202 | -0.0023 | 0.499074 |
28 | -0.047191 | -0.5422 | 0.294305 |
29 | 0.020287 | 0.2331 | 0.408032 |
30 | 0.007003 | 0.0805 | 0.467997 |
31 | -0.017191 | -0.1975 | 0.421866 |
32 | 0.033027 | 0.3794 | 0.352482 |
33 | 0.026042 | 0.2992 | 0.382627 |
34 | -0.016981 | -0.1951 | 0.422808 |
35 | 0.007675 | 0.0882 | 0.464935 |
36 | -0.018766 | -0.2156 | 0.414815 |
37 | -0.038428 | -0.4415 | 0.329787 |
38 | -0.016173 | -0.1858 | 0.42644 |
39 | -0.029295 | -0.3366 | 0.368486 |
40 | 0.010979 | 0.1261 | 0.449905 |
41 | -0.018032 | -0.2072 | 0.418096 |
42 | -0.016063 | -0.1846 | 0.426932 |
43 | 0.00591 | 0.0679 | 0.472986 |
44 | -0.038385 | -0.441 | 0.329964 |
45 | 0.022321 | 0.2564 | 0.399002 |
46 | 0.04799 | 0.5514 | 0.291159 |
47 | -0.033387 | -0.3836 | 0.350952 |
48 | -0.010484 | -0.1205 | 0.452155 |