Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.941663 | 10.3583 | 0 |
2 | 0.911996 | 10.032 | 0 |
3 | 0.892022 | 9.8122 | 0 |
4 | 0.871527 | 9.5868 | 0 |
5 | 0.842224 | 9.2645 | 0 |
6 | 0.8144 | 8.9584 | 0 |
7 | 0.802025 | 8.8223 | 0 |
8 | 0.785304 | 8.6383 | 0 |
9 | 0.760309 | 8.3634 | 0 |
10 | 0.73614 | 8.0975 | 0 |
11 | 0.714963 | 7.8646 | 0 |
12 | 0.699091 | 7.69 | 0 |
13 | 0.665775 | 7.3235 | 0 |
14 | 0.6327 | 6.9597 | 0 |
15 | 0.610304 | 6.7133 | 0 |
16 | 0.587164 | 6.4588 | 0 |
17 | 0.555742 | 6.1132 | 0 |
18 | 0.524978 | 5.7748 | 0 |
19 | 0.509752 | 5.6073 | 0 |
20 | 0.490154 | 5.3917 | 0 |
21 | 0.462675 | 5.0894 | 1e-06 |
22 | 0.437366 | 4.811 | 2e-06 |
23 | 0.416444 | 4.5809 | 6e-06 |
24 | 0.399744 | 4.3972 | 1.2e-05 |
25 | 0.367523 | 4.0427 | 4.7e-05 |
26 | 0.335906 | 3.695 | 0.000166 |
27 | 0.314151 | 3.4557 | 0.000379 |
28 | 0.292413 | 3.2165 | 0.000832 |
29 | 0.26261 | 2.8887 | 0.002292 |
30 | 0.234881 | 2.5837 | 0.005482 |
31 | 0.221912 | 2.441 | 0.008046 |
32 | 0.204815 | 2.253 | 0.013032 |
33 | 0.179513 | 1.9746 | 0.025293 |
34 | 0.156199 | 1.7182 | 0.04416 |
35 | 0.13645 | 1.501 | 0.067987 |
36 | 0.119917 | 1.3191 | 0.094816 |
37 | 0.090753 | 0.9983 | 0.160066 |
38 | 0.062132 | 0.6835 | 0.247813 |
39 | 0.043068 | 0.4737 | 0.318266 |
40 | 0.02455 | 0.2701 | 0.39379 |
41 | -0.001025 | -0.0113 | 0.49551 |
42 | -0.02348 | -0.2583 | 0.398315 |
43 | -0.033687 | -0.3706 | 0.355807 |
44 | -0.047933 | -0.5273 | 0.299489 |
45 | -0.06994 | -0.7693 | 0.221594 |
46 | -0.088516 | -0.9737 | 0.166079 |
47 | -0.103374 | -1.1371 | 0.128869 |
48 | -0.115927 | -1.2752 | 0.102341 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.941663 | 10.3583 | 0 |
2 | 0.223075 | 2.4538 | 0.007779 |
3 | 0.136971 | 1.5067 | 0.06725 |
4 | 0.048699 | 0.5357 | 0.296577 |
5 | -0.06496 | -0.7146 | 0.238128 |
6 | -0.034821 | -0.383 | 0.351185 |
7 | 0.112133 | 1.2335 | 0.109898 |
8 | 0.023778 | 0.2616 | 0.397052 |
9 | -0.054246 | -0.5967 | 0.27591 |
10 | -0.039232 | -0.4315 | 0.333419 |
11 | -0.023314 | -0.2565 | 0.399017 |
12 | 0.043888 | 0.4828 | 0.315065 |
13 | -0.120203 | -1.3222 | 0.094292 |
14 | -0.084589 | -0.9305 | 0.176989 |
15 | 0.017998 | 0.198 | 0.421696 |
16 | 0.001111 | 0.0122 | 0.495136 |
17 | -0.05395 | -0.5934 | 0.276995 |
18 | -0.032806 | -0.3609 | 0.359413 |
19 | 0.073854 | 0.8124 | 0.209081 |
20 | 0.003609 | 0.0397 | 0.484198 |
21 | -0.034527 | -0.3798 | 0.352382 |
22 | -0.01873 | -0.206 | 0.418559 |
23 | -0.01147 | -0.1262 | 0.449903 |
24 | 0.035367 | 0.389 | 0.348967 |
25 | -0.084242 | -0.9267 | 0.177974 |
26 | -0.063068 | -0.6938 | 0.244584 |
27 | 0.003277 | 0.036 | 0.485654 |
28 | -0.00013 | -0.0014 | 0.499433 |
29 | -0.043001 | -0.473 | 0.318528 |
30 | -0.011154 | -0.1227 | 0.451279 |
31 | 0.057448 | 0.6319 | 0.264312 |
32 | -0.002646 | -0.0291 | 0.488412 |
33 | -0.028973 | -0.3187 | 0.375249 |
34 | -0.022917 | -0.2521 | 0.4007 |
35 | -0.029767 | -0.3274 | 0.371951 |
36 | 0.014844 | 0.1633 | 0.435282 |
37 | -0.057325 | -0.6306 | 0.264753 |
38 | -0.051718 | -0.5689 | 0.285241 |
39 | -0.001576 | -0.0173 | 0.493097 |
40 | -0.000662 | -0.0073 | 0.497099 |
41 | -0.030946 | -0.3404 | 0.367072 |
42 | 0.007083 | 0.0779 | 0.469015 |
43 | 0.033892 | 0.3728 | 0.35497 |
44 | -0.01531 | -0.1684 | 0.433273 |
45 | -0.024902 | -0.2739 | 0.392305 |
46 | -0.008277 | -0.091 | 0.463804 |
47 | -0.020191 | -0.2221 | 0.412304 |
48 | 0.01434 | 0.1577 | 0.437462 |