Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.950196 | 8.0627 | 0 |
2 | 0.905794 | 7.6859 | 0 |
3 | 0.856324 | 7.2662 | 0 |
4 | 0.807177 | 6.8491 | 0 |
5 | 0.7587 | 6.4378 | 0 |
6 | 0.710785 | 6.0312 | 0 |
7 | 0.662962 | 5.6254 | 0 |
8 | 0.622486 | 5.282 | 1e-06 |
9 | 0.586849 | 4.9796 | 2e-06 |
10 | 0.559079 | 4.7439 | 5e-06 |
11 | 0.521705 | 4.4268 | 1.7e-05 |
12 | 0.488635 | 4.1462 | 4.6e-05 |
13 | 0.453922 | 3.8517 | 0.000126 |
14 | 0.421658 | 3.5779 | 0.000312 |
15 | 0.388596 | 3.2973 | 0.000759 |
16 | 0.356698 | 3.0267 | 0.001714 |
17 | 0.322621 | 2.7375 | 0.003897 |
18 | 0.292156 | 2.479 | 0.007759 |
19 | 0.256727 | 2.1784 | 0.016326 |
20 | 0.22368 | 1.898 | 0.030854 |
21 | 0.189776 | 1.6103 | 0.055853 |
22 | 0.151458 | 1.2852 | 0.101426 |
23 | 0.118075 | 1.0019 | 0.159874 |
24 | 0.07977 | 0.6769 | 0.250327 |
25 | 0.046454 | 0.3942 | 0.347307 |
26 | 0.008358 | 0.0709 | 0.471828 |
27 | -0.024378 | -0.2069 | 0.418355 |
28 | -0.058308 | -0.4948 | 0.311137 |
29 | -0.083963 | -0.7124 | 0.239246 |
30 | -0.11037 | -0.9365 | 0.176067 |
31 | -0.136061 | -1.1545 | 0.126053 |
32 | -0.162919 | -1.3824 | 0.085559 |
33 | -0.185154 | -1.5711 | 0.060274 |
34 | -0.21232 | -1.8016 | 0.037898 |
35 | -0.229359 | -1.9462 | 0.027768 |
36 | -0.246211 | -2.0892 | 0.020114 |
37 | -0.2693 | -2.2851 | 0.012628 |
38 | -0.293567 | -2.491 | 0.007522 |
39 | -0.30804 | -2.6138 | 0.005448 |
40 | -0.326303 | -2.7688 | 0.003575 |
41 | -0.342418 | -2.9055 | 0.002434 |
42 | -0.357244 | -3.0313 | 0.001691 |
43 | -0.371117 | -3.149 | 0.001193 |
44 | -0.384461 | -3.2623 | 0.000846 |
45 | -0.389829 | -3.3078 | 0.000735 |
46 | -0.393659 | -3.3403 | 0.000664 |
47 | -0.392858 | -3.3335 | 0.000679 |
48 | -0.393879 | -3.3422 | 0.00066 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.950196 | 8.0627 | 0 |
2 | 0.03007 | 0.2552 | 0.399665 |
3 | -0.072648 | -0.6164 | 0.269775 |
4 | -0.028564 | -0.2424 | 0.404592 |
5 | -0.01778 | -0.1509 | 0.44025 |
6 | -0.02096 | -0.1779 | 0.429669 |
7 | -0.027203 | -0.2308 | 0.409052 |
8 | 0.047032 | 0.3991 | 0.345508 |
9 | 0.032822 | 0.2785 | 0.390712 |
10 | 0.057121 | 0.4847 | 0.314685 |
11 | -0.11635 | -0.9873 | 0.163411 |
12 | 0.003007 | 0.0255 | 0.489858 |
13 | -0.0267 | -0.2266 | 0.410704 |
14 | -0.001113 | -0.0094 | 0.496244 |
15 | -0.025068 | -0.2127 | 0.416079 |
16 | -0.006616 | -0.0561 | 0.477694 |
17 | -0.031302 | -0.2656 | 0.395649 |
18 | 0.004709 | 0.04 | 0.484121 |
19 | -0.072913 | -0.6187 | 0.269037 |
20 | -0.022357 | -0.1897 | 0.425037 |
21 | -0.014876 | -0.1262 | 0.449952 |
22 | -0.081467 | -0.6913 | 0.245808 |
23 | 0.02215 | 0.1879 | 0.425723 |
24 | -0.079419 | -0.6739 | 0.251269 |
25 | 0.018253 | 0.1549 | 0.438674 |
26 | -0.085442 | -0.725 | 0.235402 |
27 | 0.019793 | 0.168 | 0.433547 |
28 | -0.054203 | -0.4599 | 0.323477 |
29 | 0.059026 | 0.5009 | 0.309002 |
30 | -0.042106 | -0.3573 | 0.360964 |
31 | -0.033747 | -0.2863 | 0.387717 |
32 | -0.034611 | -0.2937 | 0.384922 |
33 | -0.00186 | -0.0158 | 0.493725 |
34 | -0.063911 | -0.5423 | 0.294641 |
35 | 0.051186 | 0.4343 | 0.332675 |
36 | 0.012414 | 0.1053 | 0.458201 |
37 | -0.113254 | -0.961 | 0.169887 |
38 | -0.03318 | -0.2815 | 0.389551 |
39 | 0.044291 | 0.3758 | 0.354077 |
40 | -0.03551 | -0.3013 | 0.382021 |
41 | -0.045491 | -0.386 | 0.350317 |
42 | 0.017179 | 0.1458 | 0.442255 |
43 | -0.033754 | -0.2864 | 0.387692 |
44 | -0.003567 | -0.0303 | 0.48797 |
45 | 0.018919 | 0.1605 | 0.436456 |
46 | 0.000496 | 0.0042 | 0.498328 |
47 | 0.035343 | 0.2999 | 0.382561 |
48 | -0.039419 | -0.3345 | 0.369495 |