Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.970905 | 10.6357 | 0 |
2 | 0.93608 | 10.2542 | 0 |
3 | 0.901959 | 9.8805 | 0 |
4 | 0.873269 | 9.5662 | 0 |
5 | 0.845997 | 9.2674 | 0 |
6 | 0.821367 | 8.9976 | 0 |
7 | 0.801873 | 8.7841 | 0 |
8 | 0.783996 | 8.5882 | 0 |
9 | 0.765077 | 8.381 | 0 |
10 | 0.745515 | 8.1667 | 0 |
11 | 0.725792 | 7.9507 | 0 |
12 | 0.703607 | 7.7076 | 0 |
13 | 0.672668 | 7.3687 | 0 |
14 | 0.636777 | 6.9755 | 0 |
15 | 0.601132 | 6.5851 | 0 |
16 | 0.57003 | 6.2444 | 0 |
17 | 0.541358 | 5.9303 | 0 |
18 | 0.515357 | 5.6455 | 0 |
19 | 0.496283 | 5.4365 | 0 |
20 | 0.479717 | 5.255 | 0 |
21 | 0.463209 | 5.0742 | 1e-06 |
22 | 0.446554 | 4.8918 | 2e-06 |
23 | 0.430234 | 4.713 | 3e-06 |
24 | 0.411492 | 4.5077 | 8e-06 |
25 | 0.385218 | 4.2199 | 2.4e-05 |
26 | 0.353704 | 3.8746 | 8.7e-05 |
27 | 0.323297 | 3.5415 | 0.000284 |
28 | 0.296137 | 3.244 | 0.000763 |
29 | 0.271268 | 2.9716 | 0.00179 |
30 | 0.248287 | 2.7198 | 0.003751 |
31 | 0.231061 | 2.5311 | 0.006331 |
32 | 0.215368 | 2.3592 | 0.009964 |
33 | 0.199689 | 2.1875 | 0.015323 |
34 | 0.184341 | 2.0194 | 0.022839 |
35 | 0.169078 | 1.8522 | 0.03323 |
36 | 0.152297 | 1.6683 | 0.048929 |
37 | 0.130468 | 1.4292 | 0.077771 |
38 | 0.103762 | 1.1367 | 0.128973 |
39 | 0.076889 | 0.8423 | 0.200656 |
40 | 0.051856 | 0.5681 | 0.285529 |
41 | 0.030065 | 0.3293 | 0.371234 |
42 | 0.011845 | 0.1298 | 0.448488 |
43 | -0.000505 | -0.0055 | 0.497799 |
44 | -0.011506 | -0.126 | 0.449956 |
45 | -0.02153 | -0.2359 | 0.406974 |
46 | -0.031446 | -0.3445 | 0.365548 |
47 | -0.042089 | -0.4611 | 0.322796 |
48 | -0.053259 | -0.5834 | 0.28035 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.970905 | 10.6357 | 0 |
2 | -0.114684 | -1.2563 | 0.105723 |
3 | 0.0041 | 0.0449 | 0.482127 |
4 | 0.074653 | 0.8178 | 0.20755 |
5 | -0.008506 | -0.0932 | 0.462959 |
6 | 0.03106 | 0.3402 | 0.367132 |
7 | 0.077378 | 0.8476 | 0.199164 |
8 | 0.003402 | 0.0373 | 0.485166 |
9 | -0.023325 | -0.2555 | 0.399382 |
10 | -0.001098 | -0.012 | 0.49521 |
11 | -0.006367 | -0.0697 | 0.472255 |
12 | -0.051296 | -0.5619 | 0.287611 |
13 | -0.1529 | -1.6749 | 0.048276 |
14 | -0.078817 | -0.8634 | 0.194822 |
15 | -0.017262 | -0.1891 | 0.425167 |
16 | 0.028222 | 0.3092 | 0.378868 |
17 | -0.006929 | -0.0759 | 0.469809 |
18 | 0.009014 | 0.0987 | 0.460753 |
19 | 0.086073 | 0.9429 | 0.173817 |
20 | 0.005581 | 0.0611 | 0.475678 |
21 | 0.000647 | 0.0071 | 0.497177 |
22 | 0.022795 | 0.2497 | 0.401619 |
23 | 0.010015 | 0.1097 | 0.456414 |
24 | -0.037826 | -0.4144 | 0.339674 |
25 | -0.102877 | -1.127 | 0.131004 |
26 | -0.069703 | -0.7636 | 0.223315 |
27 | -0.000416 | -0.0046 | 0.498185 |
28 | -0.007962 | -0.0872 | 0.465322 |
29 | -0.017755 | -0.1945 | 0.423056 |
30 | -0.013459 | -0.1474 | 0.441517 |
31 | 0.043369 | 0.4751 | 0.317796 |
32 | -0.023564 | -0.2581 | 0.398375 |
33 | -0.004003 | -0.0438 | 0.482549 |
34 | 0.029269 | 0.3206 | 0.374525 |
35 | -0.001535 | -0.0168 | 0.493305 |
36 | -0.018681 | -0.2046 | 0.4191 |
37 | -0.044107 | -0.4832 | 0.314929 |
38 | -0.058005 | -0.6354 | 0.263186 |
39 | -0.019713 | -0.2159 | 0.414699 |
40 | -0.024551 | -0.2689 | 0.394217 |
41 | 0.000195 | 0.0021 | 0.499151 |
42 | 0.012768 | 0.1399 | 0.444498 |
43 | 0.034878 | 0.3821 | 0.351544 |
44 | -0.02825 | -0.3095 | 0.378752 |
45 | 0.017376 | 0.1903 | 0.424678 |
46 | 0.018591 | 0.2037 | 0.419483 |
47 | -0.0166 | -0.1818 | 0.428007 |
48 | 0.006564 | 0.0719 | 0.471399 |