Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.971736 | 10.1452 | 0 |
2 | 0.932321 | 9.7337 | 0 |
3 | 0.892371 | 9.3166 | 0 |
4 | 0.848206 | 8.8555 | 0 |
5 | 0.812086 | 8.4784 | 0 |
6 | 0.770693 | 8.0463 | 0 |
7 | 0.725722 | 7.5768 | 0 |
8 | 0.687153 | 7.1741 | 0 |
9 | 0.649511 | 6.7811 | 0 |
10 | 0.608354 | 6.3514 | 0 |
11 | 0.562464 | 5.8723 | 0 |
12 | 0.511137 | 5.3364 | 0 |
13 | 0.460171 | 4.8043 | 2e-06 |
14 | 0.414713 | 4.3297 | 1.7e-05 |
15 | 0.365224 | 3.8131 | 0.000114 |
16 | 0.319092 | 3.3314 | 0.00059 |
17 | 0.268538 | 2.8036 | 0.002992 |
18 | 0.217575 | 2.2716 | 0.012539 |
19 | 0.175983 | 1.8373 | 0.034444 |
20 | 0.135529 | 1.415 | 0.079965 |
21 | 0.099338 | 1.0371 | 0.150987 |
22 | 0.062972 | 0.6574 | 0.256139 |
23 | 0.025312 | 0.2643 | 0.396038 |
24 | -0.004801 | -0.0501 | 0.480056 |
25 | -0.032588 | -0.3402 | 0.367169 |
26 | -0.062234 | -0.6497 | 0.258613 |
27 | -0.090216 | -0.9419 | 0.174168 |
28 | -0.117019 | -1.2217 | 0.112225 |
29 | -0.146452 | -1.529 | 0.064581 |
30 | -0.176177 | -1.8393 | 0.034293 |
31 | -0.207366 | -2.165 | 0.016286 |
32 | -0.238385 | -2.4888 | 0.007165 |
33 | -0.26398 | -2.756 | 0.00343 |
34 | -0.284565 | -2.9709 | 0.001826 |
35 | -0.301183 | -3.1444 | 0.001072 |
36 | -0.314819 | -3.2868 | 0.000682 |
37 | -0.32934 | -3.4384 | 0.000415 |
38 | -0.344447 | -3.5961 | 0.000243 |
39 | -0.358627 | -3.7442 | 0.000145 |
40 | -0.373643 | -3.9009 | 8.3e-05 |
41 | -0.386768 | -4.038 | 5e-05 |
42 | -0.397906 | -4.1543 | 3.3e-05 |
43 | -0.40805 | -4.2602 | 2.2e-05 |
44 | -0.414965 | -4.3324 | 1.6e-05 |
45 | -0.420775 | -4.393 | 1.3e-05 |
46 | -0.422325 | -4.4092 | 1.2e-05 |
47 | -0.420312 | -4.3882 | 1.3e-05 |
48 | -0.415042 | -4.3332 | 1.6e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.971736 | 10.1452 | 0 |
2 | -0.214411 | -2.2385 | 0.01361 |
3 | 0.009461 | 0.0988 | 0.460748 |
4 | -0.104665 | -1.0927 | 0.13846 |
5 | 0.161073 | 1.6816 | 0.04775 |
6 | -0.198436 | -2.0717 | 0.020325 |
7 | -0.010364 | -0.1082 | 0.457018 |
8 | 0.071946 | 0.7511 | 0.227093 |
9 | -0.001356 | -0.0142 | 0.494366 |
10 | -0.138539 | -1.4464 | 0.075469 |
11 | -0.097761 | -1.0207 | 0.154838 |
12 | -0.053778 | -0.5615 | 0.287818 |
13 | -0.003631 | -0.0379 | 0.484916 |
14 | 0.033376 | 0.3485 | 0.364085 |
15 | -0.14744 | -1.5393 | 0.063313 |
16 | 0.095033 | 0.9922 | 0.161654 |
17 | -0.190709 | -1.9911 | 0.024488 |
18 | 0.061758 | 0.6448 | 0.260214 |
19 | 0.022297 | 0.2328 | 0.408183 |
20 | 0.021395 | 0.2234 | 0.411832 |
21 | 0.016197 | 0.1691 | 0.433015 |
22 | -0.083827 | -0.8752 | 0.191699 |
23 | 0.020121 | 0.2101 | 0.417004 |
24 | 0.045589 | 0.476 | 0.317527 |
25 | -0.02413 | -0.2519 | 0.400788 |
26 | -0.081223 | -0.848 | 0.19915 |
27 | 0.046146 | 0.4818 | 0.315465 |
28 | -0.019705 | -0.2057 | 0.418694 |
29 | -0.109717 | -1.1455 | 0.127261 |
30 | -0.12817 | -1.3381 | 0.091819 |
31 | 0.023477 | 0.2451 | 0.403415 |
32 | -0.009841 | -0.1027 | 0.459176 |
33 | -0.000321 | -0.0034 | 0.498666 |
34 | 0.041745 | 0.4358 | 0.331909 |
35 | -0.027689 | -0.2891 | 0.386535 |
36 | 0.029294 | 0.3058 | 0.380156 |
37 | -0.099562 | -1.0395 | 0.150446 |
38 | -0.020467 | -0.2137 | 0.415596 |
39 | 0.016887 | 0.1763 | 0.430191 |
40 | -0.047445 | -0.4953 | 0.31068 |
41 | 0.00533 | 0.0556 | 0.477861 |
42 | -0.007856 | -0.082 | 0.46739 |
43 | -0.001804 | -0.0188 | 0.492506 |
44 | -0.033684 | -0.3517 | 0.362881 |
45 | -0.039033 | -0.4075 | 0.342212 |
46 | 0.084492 | 0.8821 | 0.189825 |
47 | 0.010616 | 0.1108 | 0.455976 |
48 | 0.01464 | 0.1528 | 0.439403 |