Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.950551 | 9.3135 | 0 |
2 | 0.897991 | 8.7985 | 0 |
3 | 0.84411 | 8.2706 | 0 |
4 | 0.78971 | 7.7375 | 0 |
5 | 0.739112 | 7.2418 | 0 |
6 | 0.690513 | 6.7656 | 0 |
7 | 0.644491 | 6.3147 | 0 |
8 | 0.599698 | 5.8758 | 0 |
9 | 0.559525 | 5.4822 | 0 |
10 | 0.521675 | 5.1113 | 1e-06 |
11 | 0.492334 | 4.8239 | 3e-06 |
12 | 0.463838 | 4.5447 | 8e-06 |
13 | 0.434138 | 4.2537 | 2.4e-05 |
14 | 0.405871 | 3.9767 | 6.8e-05 |
15 | 0.38187 | 3.7415 | 0.000156 |
16 | 0.357524 | 3.503 | 0.00035 |
17 | 0.33523 | 3.2846 | 0.000713 |
18 | 0.311387 | 3.051 | 0.001475 |
19 | 0.285445 | 2.7968 | 0.003118 |
20 | 0.260745 | 2.5548 | 0.006099 |
21 | 0.237036 | 2.3225 | 0.01116 |
22 | 0.213879 | 2.0956 | 0.019376 |
23 | 0.192507 | 1.8862 | 0.031147 |
24 | 0.173455 | 1.6995 | 0.046231 |
25 | 0.152971 | 1.4988 | 0.068603 |
26 | 0.13466 | 1.3194 | 0.095089 |
27 | 0.120855 | 1.1841 | 0.119642 |
28 | 0.109058 | 1.0685 | 0.143978 |
29 | 0.097304 | 0.9534 | 0.171396 |
30 | 0.087285 | 0.8552 | 0.19728 |
31 | 0.077743 | 0.7617 | 0.224046 |
32 | 0.072658 | 0.7119 | 0.239128 |
33 | 0.067992 | 0.6662 | 0.253445 |
34 | 0.062745 | 0.6148 | 0.270078 |
35 | 0.06016 | 0.5894 | 0.278473 |
36 | 0.053933 | 0.5284 | 0.29921 |
37 | 0.034409 | 0.3371 | 0.368374 |
38 | 0.013581 | 0.1331 | 0.44721 |
39 | -0.006603 | -0.0647 | 0.474276 |
40 | -0.025708 | -0.2519 | 0.400835 |
41 | -0.045089 | -0.4418 | 0.32982 |
42 | -0.063348 | -0.6207 | 0.268139 |
43 | -0.080629 | -0.79 | 0.215738 |
44 | -0.097023 | -0.9506 | 0.17209 |
45 | -0.111561 | -1.0931 | 0.138549 |
46 | -0.127068 | -1.245 | 0.10808 |
47 | -0.141112 | -1.3826 | 0.084996 |
48 | -0.151761 | -1.487 | 0.070152 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.950551 | 9.3135 | 0 |
2 | -0.057614 | -0.5645 | 0.286866 |
3 | -0.040463 | -0.3965 | 0.346324 |
4 | -0.033865 | -0.3318 | 0.370378 |
5 | 0.009719 | 0.0952 | 0.462166 |
6 | -0.010481 | -0.1027 | 0.459211 |
7 | -0.004082 | -0.04 | 0.484091 |
8 | -0.017868 | -0.1751 | 0.430697 |
9 | 0.019766 | 0.1937 | 0.423422 |
10 | -0.004251 | -0.0416 | 0.483433 |
11 | 0.062511 | 0.6125 | 0.270834 |
12 | -0.017663 | -0.1731 | 0.431482 |
13 | -0.032675 | -0.3201 | 0.374776 |
14 | -0.004739 | -0.0464 | 0.481532 |
15 | 0.031306 | 0.3067 | 0.379856 |
16 | -0.021578 | -0.2114 | 0.416504 |
17 | 0.005531 | 0.0542 | 0.478446 |
18 | -0.03372 | -0.3304 | 0.370914 |
19 | -0.03054 | -0.2992 | 0.382706 |
20 | -0.001919 | -0.0188 | 0.492521 |
21 | -0.000433 | -0.0042 | 0.498314 |
22 | -0.014432 | -0.1414 | 0.443922 |
23 | -0.001322 | -0.013 | 0.494846 |
24 | 0.006646 | 0.0651 | 0.47411 |
25 | -0.025425 | -0.2491 | 0.401901 |
26 | 0.003114 | 0.0305 | 0.487862 |
27 | 0.030214 | 0.296 | 0.38392 |
28 | 0.003518 | 0.0345 | 0.486288 |
29 | -0.017196 | -0.1685 | 0.433279 |
30 | 0.007853 | 0.0769 | 0.469416 |
31 | -0.001236 | -0.0121 | 0.495181 |
32 | 0.03649 | 0.3575 | 0.360741 |
33 | -0.005975 | -0.0585 | 0.47672 |
34 | -0.010203 | -0.1 | 0.460288 |
35 | 0.019815 | 0.1941 | 0.423235 |
36 | -0.037359 | -0.366 | 0.35757 |
37 | -0.137384 | -1.3461 | 0.090723 |
38 | -0.016914 | -0.1657 | 0.434363 |
39 | -0.005825 | -0.0571 | 0.477302 |
40 | 0.002407 | 0.0236 | 0.490615 |
41 | -0.026984 | -0.2644 | 0.396023 |
42 | -0.004323 | -0.0424 | 0.483151 |
43 | -0.010224 | -0.1002 | 0.460207 |
44 | -0.012835 | -0.1258 | 0.450094 |
45 | -0.007302 | -0.0715 | 0.471556 |
46 | -0.032184 | -0.3153 | 0.376596 |
47 | -0.024255 | -0.2377 | 0.406329 |
48 | 0.020523 | 0.2011 | 0.42053 |