Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.964027 | 9.4455 | 0 |
2 | 0.933806 | 9.1494 | 0 |
3 | 0.906272 | 8.8796 | 0 |
4 | 0.881977 | 8.6416 | 0 |
5 | 0.850708 | 8.3352 | 0 |
6 | 0.814379 | 7.9793 | 0 |
7 | 0.777566 | 7.6186 | 0 |
8 | 0.746307 | 7.3123 | 0 |
9 | 0.714446 | 7.0001 | 0 |
10 | 0.68013 | 6.6639 | 0 |
11 | 0.643134 | 6.3014 | 0 |
12 | 0.607579 | 5.953 | 0 |
13 | 0.571342 | 5.598 | 0 |
14 | 0.541011 | 5.3008 | 0 |
15 | 0.507852 | 4.9759 | 1e-06 |
16 | 0.475174 | 4.6557 | 5e-06 |
17 | 0.442147 | 4.3321 | 1.8e-05 |
18 | 0.411912 | 4.0359 | 5.5e-05 |
19 | 0.384106 | 3.7635 | 0.000144 |
20 | 0.357403 | 3.5018 | 0.000352 |
21 | 0.325412 | 3.1884 | 0.000966 |
22 | 0.294772 | 2.8882 | 0.002394 |
23 | 0.260609 | 2.5534 | 0.006121 |
24 | 0.232786 | 2.2808 | 0.012385 |
25 | 0.197961 | 1.9396 | 0.027681 |
26 | 0.165859 | 1.6251 | 0.053712 |
27 | 0.135076 | 1.3235 | 0.094412 |
28 | 0.108299 | 1.0611 | 0.145652 |
29 | 0.071047 | 0.6961 | 0.244019 |
30 | 0.040032 | 0.3922 | 0.347877 |
31 | 0.012847 | 0.1259 | 0.450046 |
32 | -0.008786 | -0.0861 | 0.465791 |
33 | -0.032709 | -0.3205 | 0.374649 |
34 | -0.056599 | -0.5546 | 0.290245 |
35 | -0.074663 | -0.7315 | 0.233115 |
36 | -0.088499 | -0.8671 | 0.194022 |
37 | -0.100279 | -0.9825 | 0.164155 |
38 | -0.111426 | -1.0917 | 0.138839 |
39 | -0.124759 | -1.2224 | 0.112278 |
40 | -0.141916 | -1.3905 | 0.083798 |
41 | -0.153557 | -1.5045 | 0.067862 |
42 | -0.158028 | -1.5483 | 0.062414 |
43 | -0.159855 | -1.5663 | 0.06029 |
44 | -0.162411 | -1.5913 | 0.057416 |
45 | -0.175076 | -1.7154 | 0.04475 |
46 | -0.184276 | -1.8055 | 0.037063 |
47 | -0.191849 | -1.8797 | 0.031589 |
48 | -0.202138 | -1.9805 | 0.025252 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.964027 | 9.4455 | 0 |
2 | 0.06309 | 0.6182 | 0.26897 |
3 | 0.028869 | 0.2829 | 0.388946 |
4 | 0.038141 | 0.3737 | 0.354724 |
5 | -0.10272 | -1.0064 | 0.158365 |
6 | -0.1008 | -0.9876 | 0.162907 |
7 | -0.046022 | -0.4509 | 0.326533 |
8 | 0.041925 | 0.4108 | 0.341075 |
9 | -0.013383 | -0.1311 | 0.447973 |
10 | -0.035679 | -0.3496 | 0.363711 |
11 | -0.049719 | -0.4871 | 0.313634 |
12 | -0.020703 | -0.2028 | 0.419843 |
13 | -0.045203 | -0.4429 | 0.329419 |
14 | 0.061916 | 0.6066 | 0.272758 |
15 | -0.031302 | -0.3067 | 0.379868 |
16 | -0.010543 | -0.1033 | 0.458971 |
17 | -0.02346 | -0.2299 | 0.409344 |
18 | -0.001837 | -0.018 | 0.492839 |
19 | 0.014564 | 0.1427 | 0.443413 |
20 | 0.004709 | 0.0461 | 0.481646 |
21 | -0.077684 | -0.7611 | 0.224218 |
22 | -0.02086 | -0.2044 | 0.419242 |
23 | -0.091936 | -0.9008 | 0.184978 |
24 | 0.039455 | 0.3866 | 0.349961 |
25 | -0.10276 | -1.0068 | 0.158273 |
26 | 0.009264 | 0.0908 | 0.463932 |
27 | 0.013719 | 0.1344 | 0.446678 |
28 | 0.012732 | 0.1247 | 0.450493 |
29 | -0.165396 | -1.6205 | 0.054197 |
30 | 0.045881 | 0.4495 | 0.327027 |
31 | 0.039528 | 0.3873 | 0.349697 |
32 | 0.050522 | 0.495 | 0.31086 |
33 | -0.015937 | -0.1561 | 0.438123 |
34 | -0.014183 | -0.139 | 0.444884 |
35 | 0.059219 | 0.5802 | 0.281562 |
36 | -0.000496 | -0.0049 | 0.498064 |
37 | 0.040384 | 0.3957 | 0.34661 |
38 | 0.002691 | 0.0264 | 0.489509 |
39 | -0.042221 | -0.4137 | 0.340017 |
40 | -0.121443 | -1.1899 | 0.118512 |
41 | 0.038726 | 0.3794 | 0.3526 |
42 | 0.066921 | 0.6557 | 0.256797 |
43 | 0.081198 | 0.7956 | 0.214122 |
44 | 0.001741 | 0.0171 | 0.493214 |
45 | -0.146311 | -1.4336 | 0.077475 |
46 | -0.050799 | -0.4977 | 0.309908 |
47 | -0.031466 | -0.3083 | 0.37926 |
48 | -0.064277 | -0.6298 | 0.265166 |